Numerical integration without smoothness assumption

2020/03/30 by Temlyakov, Vladimir
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.2003.14331

Abstract

We consider numerical integration in classes, for which we do not impose any smoothness assumptions. We illustrate how nonlinear approximation, in particular greedy approximation, allows us to guarantee some rate of decay of errors of numerical integration even in such a general setting with no smoothness assumptions.

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