Optimal randomized quadrature for weighted Sobolev and Besov classes with the Jacobi weight on the ball (2201.06709v1)

Abstract: We consider the numerical integration $${\rm INT}d(f)=\int{\mathbb{B}^{d}}f(x)w_\mu(x)dx $$ for the weighted Sobolev classes $BW^{r}_{p,\mu}$ and the weighted Besov classes $BB_\tau^r(L_{p,\mu})$ in the randomized case setting, where $w_\mu, \,\mu\ge0,$ is the classical Jacobi weight on the ball $\Bbb B^d$, $1\le p\le \infty$, $r>(d+2\mu)/p$, and $0<\tau\le\infty$. For the above two classes, we obtain the orders of the optimal quadrature errors in the randomized case setting are $n^{-r/d-1/2+(1/p-1/2)_+}$. Compared to the orders $n^{-r/d}$ of the optimal quadrature errors in the deterministic case setting, randomness can effectively improve the order of convergence when $p>1$.