NANANTOct 2, 2017

Tractability properties of the weighted star discrepancy of regular grids

arXiv:1710.005733 citationsh-index: 28
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This provides theoretical foundations for understanding the complexity of numerical integration in high dimensions, but the results are incremental and specific to a particular discrepancy measure and grid type.

The paper characterizes weight sequences for which regular grids with different mesh-sizes achieve various tractability properties (weak, uniform weak, quasi-polynomial, polynomial, strong polynomial) for the weighted star discrepancy, providing exact conditions such as \(\lim_{j o \infty} j \gamma_j = 0\) for weak tractability.

In this paper we study tractability properties of the weighted star discrepancy with general coefficients of centered regular grids with different mesh-sizes. We give exact characterizations of the weight sequences $(γ_j)_{j \ge 1}$ such that the regular grid with different mesh-sizes achieves weak, uniform weak, quasi polynomial, polynomial or strong polynomial tractability for the $\boldsymbolγ$-weighted star discrepancy. For example, a necessary and sufficient condition such that the regular grid with different mesh-sizes achieves weak tractability for the $\boldsymbolγ$-weighted star discrepancy is $\lim_{j \rightarrow \infty}j γ_j=0$.

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