Abstract
The purpose of this article is to investigate (s, t)-weak tractability of multivariate linear problems in the average case setting. The considered algorithms use finitely many evaluations of arbitrary linear functionals. Generally, we obtained matching necessary and sufficient conditions for (s, t)-weak tractability in terms of the corresponding non-increasing sequence of eigenvalues. Specifically, we discussed (s, t)-weak tractability of linear tensor product problems and obtained necessary and sufficient conditions in terms of the corresponding one-dimensional problem. As an example of applications, we discussed also (s, t)-weak tractability of a multivariate approximation problem.
Similar content being viewed by others
References
Traub J, Wasilkowski G, Woźniakowski H. Information-Based Complexity. New York: Academic Press, 1988
Woźniakowski H. Tractability and strong tractability of linear multivariate problems. J Complexity, 1994, 10: 96–128
Siedlecki P, Weimar M. Notes on (s, t)-weak tractability: A refined classification of problems with (sub)exponential information complexity. J Approx Theory, 2015, 200: 227–258
Novak E, Woźniakowski H. Tractability of multivariate problems. Volume I: Linear Information//EMS Tracts in Mathematics. Vol 6. Zürich: European Mathematical Society (EMS), 2008
Novak E, Woźniakowski H. Tractability of multivariate problems. Volume II: Standard Information for Functionals//EMS Tracts in Mathematics. Vol 12. Zürich: European Mathematical Society (EMS), 2010
Novak E, Woźniakowski H. Tractability of multivariate problems. Volume III: Standard Information for Operator//EMS Tracts in Mathematics. Vol 18. Zürich: European Mathematical Society (EMS), 2012
Hickernell F J, Wasilkowski G W, Woźniakowski H. Tractability of linear multivariate problems in the average case setting//Keller A, Heinrich S, Niederreiter H. Monte Carlo and Quasi-Monte Carlo Methods 2006. Berlin: Springer, 2008: 461–494
Hickernell F J, Woźniakowski H. Integration and approximation in arbitrary dimension. Adv Comput Math, 2000, 12: 25–58
Lifshits M A, Papageorgiou A, Woźniakowski H. Average case tractability of non-homogeneous tensor product problems. J Complexity, 2012, 28: 539–561
Xu G Q. Quasi-polynomial tractability of linear problems in the average case setting. J Complexity, 2014, 30: 54–68
Xu G Q. Tractability of linear problems defined over Hilbert spaces. J Complexity, 2014, 30: 735–749
Papageorgiou A, Petras I. Tractability of tensor product problems in the average case setting. J Complexity, 2011, 27: 273–280
Siedlecki P. Uniform weak tractability. J Complexity, 2013, 29: 438–453
Lifshits M A, Papageorgiou A, Woźniakowski H. Tractability of multi-parametric Euler and Wiener integrated processes. Probability and Mathematical Statistics, 2012, 32(1): 131–165
Siedlecki P. Uniform weak tractability of multivariate problems with increasing smoothness. J Complexity, 2014, 30: 716–734
Khartov A A. A simplified criterion for quasi-polynomial tractability of approximation of random elements and its application. J Complexity, 2016, 34: 30–41
Siedlecki P. (s, t)-weak tractability of Euler and Wiener integrated processes. J Comolexity, 2016, 45: 55–66
Weimar M. Breaking the curse of dimensionality[D]. Marburg: Philipps University Marburg, 2015, 505: 1–112
Lifshits M, Zani M. Approximation of additive random fields based on standard information: Average case and probabilistic settings. J Complexity, 2015, 31: 659–674
Liu Y P, Xu G Q. Average case tractability of a multivariate approximation problem. J Complexity, 2017, 43: 76–102
Werschulz A G, Woźniakowski H. A new characterization of (s, t)-weak tractability. J Complexity, 2017, 38: 68–79
Dick J, Kritzer P, Pillichshammer F, Woźniakowski H. Approximation of analytic functions in Korobov spaces. J Complexity, 2014, 30: 2–28
Author information
Authors and Affiliations
Corresponding authors
Additional information
This work was supported by the National Natural Science Foundation of China (11471043, 11671271) and the Beijing Natural Science Foundation (1172004).
Rights and permissions
About this article
Cite this article
Liu, Y., Xu, G. (S, T)-Weak Tractability of Multivariate Linear Problems in the Average Case Setting. Acta Math Sci 39, 1033–1052 (2019). https://doi.org/10.1007/s10473-019-0409-x
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10473-019-0409-x
Key words
- (s, t)-weak tractability
- linear problem
- linear tensor product problem
- Hilbert space
- average case setting