Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038)

scientific article; zbMATH DE number 7541893

Language	Label	Description	Also known as
English	Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}	scientific article; zbMATH DE number 7541893

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instance of

scholarly article

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title

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (English)

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Mathematics of Computation

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publication date

15 June 2022

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full work available at URL

https://arxiv.org/abs/2103.16075

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zbMATH Keywords

Sobolev space of first-order dominating mixed smoothness

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unanchored ANOVA space

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quasi-Monte Carlo method

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MaRDI profile type

MaRDI publication profile

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cites work

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Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in $L_p$

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Embeddings for infinite-dimensional integration and $L_2$-approximation with increasing smoothness

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The smoothing effect of the ANOVA decomposition

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The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition

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Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition”

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The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth

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High dimensional integration of kinks and jumps -- smoothing by preintegration

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On embeddings of weighted tensor product Hilbert spaces

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On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in $L_1$ or $L_\infty$

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Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

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Equivalence of anchored and ANOVA spaces via interpolation

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Sparse grid quadrature in high dimensions with applications in finance and insurance

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Very low truncation dimension for high dimensional integration under modest error demand

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A note on equivalence of anchored and ANOVA spaces; lower bounds

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On decompositions of multivariate functions

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Fast CBC construction of randomly shifted lattice rules achieving $\mathcal{O}(n^{- 1 + \delta})$ convergence for unbounded integrands over $\mathbb{R}^s$ in weighted spaces with POD weights

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Q4003879

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A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance

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The effective dimension and quasi-Monte Carlo integration

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Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

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Identifiers

zbMATH Open document ID

1500.46027

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5082038