
The construction, with the tensor product technique, of the higher dimensional quadrature formulas has been developed, among others, by \textit{S. A. Smolyak} [Dokl. Acad. Nauk SSSR 148, 1042-1045 (1963; Zbl 0202.39901)]. Such a formula is obtained recursively from a sequence of 1-dimensional quadrature rules, for continuous functions in \( C([0, 1]). \) A possible measure of the precision of multivariate Smolyak rules is the \( L_2\)-discrepancy. The authors obtain a recursive algorithm for computing the \( L_2\)-discrepancy of general \( d\)-dimensional Smolyak quadratures with \( N \) nodes. Under some assumptions it is proved that the complexity of this algorithm is \[ O[N(\log N)^{2-d} + d (\log N)^4]. \] Numerical experiments, tables and figures are also presented. The authors compare the \( L_2\)-discrepancy of Smolyak quadrature rules with the square mean of the \( L_2\)-discrepancy of Monte-Carlo integration. So, in the aforementioned comparison, is treated the case when the starting sequences of 1-dimensional quadrature rules for the Smolyak formula are the trapezoidal rules, Newton-Cotes formulas of degree 4 and Clenshaw-Curtis formulas.
Statistics and Probability, Numerical Analysis, Abstract approximation theory (approximation in normed linear spaces and other abstract spaces), Algebra and Number Theory, Control and Optimization, \(L_ 2\) discrepancy, Applied Mathematics, quadrature rules, complexity of calculus, Approximate quadratures
Statistics and Probability, Numerical Analysis, Abstract approximation theory (approximation in normed linear spaces and other abstract spaces), Algebra and Number Theory, Control and Optimization, \(L_ 2\) discrepancy, Applied Mathematics, quadrature rules, complexity of calculus, Approximate quadratures
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