Tractability of multivariate analytic problems

In the theory of tractability of multivariate problems one usually studies problems with finite smoothness. Then we want to know which $s$-variate problems can be approximated to within $\varepsilon$ by using, say, polynomially many in $s$ and $\varepsilon^{-1}$ function values or arbitrary linear functionals. There is a recent stream of work for multivariate analytic problems for which we want to answer the usual tractability questions with $\varepsilon^{-1}$ replaced by $1+\log \varepsilon^{-1}$. In this vein of research, multivariate integration and approximation have been studied over Korobov spaces with exponentially fast decaying Fourier coefficients. This is work of J. Dick, G. Larcher, and the authors. There is a natural need to analyze more general analytic problems defined over more general spaces and obtain tractability results in terms of $s$ and $1+\log \varepsilon^{-1}$. The goal of this paper is to survey the existing results, present some new results, and propose further questions for the study of tractability of multivariate analytic questions

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

The construction of good lattice rules and polynomial lattice rules

A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on $\ell_p$ semi-norms. Good lattice rules and polynomial lattice rules are defined as those obtaining worst-case errors bounded by the optimal rate of convergence for the function space. The focus is on algebraic rates of convergence $O(N^{-\alpha+\epsilon})$ for $\alpha \ge 1$ and any $\epsilon > 0$, where $\alpha$ is the decay of a series representation of the integrand function. The dependence of the implied constant on the dimension can be controlled by weights which determine the influence of the different dimensions. Different types of weights are discussed. The construction of good lattice rules, and polynomial lattice rules, can be done using the same method for all $1 < p \le \infty$; but the case $p=1$ is special from the construction point of view. For $1 < p \le \infty$ the component-by-component construction and its fast algorithm for different weighted function spaces is then discussed