Optimal numerical integration and approximation of functions on \(\mathbb{R}^d\) equipped with Gaussian measure

DOI10.1093/IMANUM/DRAD051MaRDI QIDQ6629616

Van Kien Nguyen, Dinh Dũng

Publication date: 30 October 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate approximationquadrature\(n\)-widthsmultivariate numerical integrationasymptotic order of convergenceGaussian-weighted Sobolev space of mixed smoothness

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Numerical integration (65D30)

Related Items (1)

Sparse-grid sampling recovery and numerical integration of functions having mixed smoothness

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