How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Smolyak polynomial exactness from actual one-dimensional levels
Statement
Let and let be a nested hierarchy as in Nested one-dimensional quadrature levels and differences. Suppose nondecreasing integers are supplied such that for every real polynomial of degree at most . Let be a polynomial of degree at most in coordinate , and suppose is the least level with . If a finite downward-closed Smolyak set contains the whole rectangle , then its rule Smolyak cubature on a finite downward-closed index set exactly integrates every finite linear combination of the tensor polynomials with those coordinate-degree bounds. In particular, for the rule is exact whenever . The are the exactness degrees of the actual one-dimensional levels, distinct from the node counts in the hierarchy definition; the conclusion does not infer exactness degrees from node counts.
For the selected composite-Simpson hierarchy, each level is exact through degree three, so every tensor polynomial with coordinate degrees at most three is exact on any admissible .
Facts & Assumptions
Given: , a nested one-dimensional rule hierarchy with the stated nondecreasing polynomial exactness degrees, coordinate polynomials , their degree levels , and a finite downward-closed .
For every level , integrates every polynomial of degree at most exactly, and is nondecreasing.
Nested one-dimensional quadrature levels and differences: and for ; tensor rules multiply coordinate weights.
Smolyak cubature on a finite downward-closed index set: is the finite sum of tensor details over .
Rectangular telescoping of tensor details: the sum of the tensor details over is .
The integral of a product function on a product rectangle is the product of the two integrals: the integral of a product function on a product of nondegenerate rectangles is the product of the coordinate integrals.
Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in : the multiple Riemann integral is linear on finite sums of integrable functions.
Laws of finite sums and finite products: finite sums are additive and obey scalar scaling.
Composite Simpson rule is exact through cubic degree: the composite-Simpson rule on is exact for every polynomial of degree at most three whenever its panel count is even and at least two.
Proof
Fix a tensor polynomial . If some , then , so [A1] makes both and exact on ; hence . Therefore every tensor detail with vanishes on .
Since , [F2] and step 1.1 reduce to the rectangular detail sum. By [F3] this is , which equals by [A1]. Repeated application of [F4] identifies this product with .
Every stated tensor polynomial is a finite linear combination of products handled in step 2.1. The finite rule and the multiple integral are linear by [F5]–[F6], so exactness extends term by term. If , every has , hence , proving the isotropic-simplex claim.
For the hierarchy of Nested one-dimensional quadrature levels and differences, each level has panel count , which is even and at least two. Thus [F7] makes every exact through degree three. Set for all ; for coordinate degrees the least levels are , so . Step 3.1 gives the stated exactness for these tensor polynomials.
Depends on
- Nested one-dimensional quadrature levels and differences
- Smolyak cubature on a finite downward-closed index set
- Rectangular telescoping of tensor details
- The integral of a product function on a product rectangle is the product of the two integrals
- Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in $\mathbb{R}^m$
- Laws of finite sums and finite products
- Composite Simpson rule is exact through cubic degree
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
40 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- T. Gerstner and M. Griebel, Sparse Grids, Encyclopedia of Quantitative Finance, §Numerical integration (standard reference, not scraped)
- N. Zabaras, Sparse Grid Collocation Methods, lecture notes, slide 18 (standard reference, not scraped)