arXiv · 1211.0871
The Curse of Dimensionality for Numerical Integration of Smooth Functions
Abstract
We prove the curse of dimensionality for multivariate integration of C^r functions: The number of needed function values to achieve an error ε is larger than c_r (1+γ)^d for ε\le ε_0, where c_r,γ>0 and d is the dimension. The proofs are based on volume estimates for r=1 together with smoothing by convolution. This allows us to obtain smooth fooling functions for r>1.
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Aicke Hinrichs, Erich Novak, Mario Ullrich, Henryk Wozniakowski. 2013-04-16. The Curse of Dimensionality for Numerical Integration of Smooth Functions. https://doi.org/10.1090/s0025-5718-2014-02855-x
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