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

Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM

Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading. While this domain mapping method is quite efficient for theory and practice, since only a single domain discretisation is needed, it also requires the knowledge of the domain mapping. However, in certain applications, the random domain is only described by its random boundary, while the quantity of interest is defined on a fixed, deterministic subdomain. In this setting, it thus becomes necessary to compute a random domain mapping on the whole domain, such that the domain mapping is the identity on the fixed subdomain and maps the boundary of the chosen fixed, nominal domain on to the random boundary. To overcome the necessity of computing such a mapping, we therefore couple the finite element method on the fixed subdomain with the boundary element method on the random boundary. We verify the required regularity of the solution with respect to the random domain mapping for the use of multilevel quadrature, derive the coupling formulation, and show by numerical results that the approach is feasible

Some inequalities for mappings whose derivatives are bounded and applications to special means of real numbers

AbstractIn this paper, we shall introduce two new inequalities of Hermite-Hadamard type for convex functions with bounded derivatives. Some applications to special means of real numbers are also included

Analyticity in spaces of convergent power series and applications

We study the analytic structure of the space of germs of an analytic function at the origin of \ww C^{\times m} , namely the space \germ{\mathbf{z}} where \mathbf{z}=\left(z\_{1},\cdots,z\_{m}\right) , equipped with a convenient locally convex topology. We are particularly interested in studying the properties of analytic sets of \germ{\mathbf{z}} as defined by the vanishing locus of analytic maps. While we notice that \germ{\mathbf{z}} is not Baire we also prove it enjoys the analytic Baire property: the countable union of proper analytic sets of \germ{\mathbf{z}} has empty interior. This property underlies a quite natural notion of a generic property of \germ{\mathbf{z}} , for which we prove some dynamics-related theorems. We also initiate a program to tackle the task of characterizing glocal objects in some situations

Optimal Algorithms for Numerical Integration: Recent Results and Open Problems

We present recent results on optimal algorithms for numerical integration and several open problems. The paper has six parts: 1. Introduction 2. Lower Bounds 3. Universality 4. General Domains 5. iid Information 6. Concluding RemarksComment: Survey written for the MCQMC conference in Linz, 26 pages. arXiv admin note: text overlap with arXiv:2108.0205

The Virtual Element Method with curved edges

In this paper we initiate the investigation of Virtual Elements with curved faces. We consider the case of a fixed curved boundary in two dimensions, as it happens in the approximation of problems posed on a curved domain or with a curved interface. While an approximation of the domain with polygons leads, for degree of accuracy $k \geq 2$, to a sub-optimal rate of convergence, we show (both theoretically and numerically) that the proposed curved VEM lead to an optimal rate of convergence

Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems

In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty quantification problems in subsurface flow. We extend the convergence analysis in [Graham et al., Numer. Math. 2014] to multilevel Quasi-Monte Carlo finite element discretizations and give a constructive proof of the dimension-independent convergence of the QMC rules. More precisely, we provide suitable parameters for the construction of such rules that yield the required variance reduction for the multilevel scheme to achieve an $\varepsilon$-error with a cost of $\mathcal{O}(\varepsilon^{-\theta})$ with $\theta < 2$, and in practice even $\theta \approx 1$, for sufficiently fast decaying covariance kernels of the underlying Gaussian random field inputs. This confirms that the computational gains due to the application of multilevel sampling methods and the gains due to the application of QMC methods, both demonstrated in earlier works for the same model problem, are complementary. A series of numerical experiments confirms these gains. The results show that in practice the multilevel QMC method consistently outperforms both the multilevel MC method and the single-level variants even for non-smooth problems.Comment: 32 page