Weighted tensor product algorithms for linear multivariate problems
The paper is concerned with the approximation of linear multivariate problems over a weighted tensor product of Hilbert spaces. The authors look for constructive solutions of such problems by polynomial-time algorithms. Results are illustrated for the problems of integration and approximation of a function. The paper continues the studies of \textit{I. H. Sloan} [When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? J. Complexity 14, No. 1, 1-33 (1998)].
scientific article; zbMATH DE number 1389256
scientific article