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

L_p- and S_{p,q}^rB-discrepancy of (order 2) digital nets

Dick proved that all order $2$ digital nets satisfy optimal upper bounds of the $L_2$-discrepancy. We give an alternative proof for this fact using Haar bases. Furthermore, we prove that all digital nets satisfy optimal upper bounds of the $S_{p,q}^r B$-discrepancy for a certain parameter range and enlarge that range for order $2$ digitals nets. $L_p$-, $S_{p,q}^r F$- and $S_p^r H$-discrepancy is considered as well

LpL_p-Sampling recovery for non-compact subclasses of L∞L_\infty

In this paper we study the sampling recovery problem for certain relevant multivariate function classes which are not compactly embedded into $L_\infty$. Recent tools relating the sampling numbers to the Kolmogorov widths in the uniform norm are therefore not applicable. In a sense, we continue the research on the small smoothness problem by considering "very" small smoothness in the context of Besov and Triebel-Lizorkin spaces with dominating mixed regularity. There is not much known on the recovery of such functions except of an old result by Oswald in the univariate situation. As a first step we prove the uniform boundedness of the $\ell_p$-norm of the Faber-Schauder coefficients in a fixed level. Using this we are able to control the error made by a (Smolyak) truncated Faber-Schauder series in $L_q$ with $q<\infty$. It turns out that the main rate of convergence is sharp. As a consequence we obtain results also for $S^1_{1,\infty}F([0,1]^d)$, a space which is ``close'' to the space $S^1_1W([0,1]^d)$ which is important in numerical analysis, especially numerical integration, but has rather bad Fourier analytic properties