137 research outputs found
Some Results on the Complexity of Numerical Integration
This is a survey (21 pages, 124 references) written for the MCQMC 2014
conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov
(1959) and end with new results on the curse of dimension and on the complexity
of oscillatory integrals. Some small errors of earlier versions are corrected
Subperiodic trigonometric subsampling: A numerical approach
We show that Gauss-Legendre quadrature applied to trigonometric poly- nomials on subintervals of the period can be competitive with subperiodic trigonometric Gaussian quadrature. For example with intervals correspond- ing to few angular degrees, relevant for regional scale models on the earth surface, we see a subsampling ratio of one order of magnitude already at moderate trigonometric degrees
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