L∞\boldsymbol{L}_{\infty}-approximation in Korobov spaces with Exponential Weights

preprint2016arXivOpen access

Abstract

We study multivariate L∞\boldsymbol{L}_{\infty}-approximation for a weighted Korobov space of periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences a={aj}\boldsymbol{a}=\{a_j\} and b={bj}\boldsymbol{b}=\{b_j\} of positive real numbers bounded away from zero. We study the minimal worst-case error eL∞−app,Λ(n,s)e^{\boldsymbol{L}_{\infty}\mathrm{-app},Λ}(n,s) of all algorithms that use nn information evaluations from a class ΛΛ in the ss-variate case. We consider two classes ΛΛ in this paper: the class ΛallΛ^{\rm all} of all linear functionals and the class ΛstdΛ^{\rm std} of only function evaluations. We study exponential convergence of the minimal worst-case error, which means that eL∞−app,Λ(n,s)e^{\boldsymbol{L}_{\infty}\mathrm{-app},Λ}(n,s) converges to zero exponentially fast with increasing nn. Furthermore, we consider how the error depends on the dimension ss. To this end, we define the notions of κκ-EC-weak, EC-polynomial and EC-strong polynomial tractability, where EC stands for "exponential convergence". In particular, EC-polynomial tractability means that we need a polynomial number of information evaluations in ss and 1+log⁡ ε−11+\log\,\varepsilon^{-1} to compute an ε\varepsilon-approximation. We derive necessary and sufficient conditions on the sequences a\boldsymbol{a} and b\boldsymbol{b} for obtaining exponential error convergence, and also for obtaining the various notions of tractability. The results are the same for both classes ΛΛ.

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