Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)

DOI10.1007/S11075-005-0411-3zbMath1086.65006OpenAlexW2075048040MaRDI QIDQ2583235

Piotr Gajda

Publication date: 13 January 2006

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-005-0411-3

zbMATH Keywords

unbounded domainSmolyak's algorithmpiecewise polynomial interpolation\(L_1\) approximation

Mathematics Subject Classification ID

Multidimensional problems (41A63) Spline approximation (41A15) Algorithms for approximation of functions (65D15)

Related Items (3)

Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation ⋮ Optimization of black-box problems using Smolyak grids and polynomial approximations ⋮ Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures

Cites Work

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• Smolyak's algorithm for integration and \(L_1\)-approximation of multivariate functions with bounded mixed derivatives of second order
• Deterministic and stochastic error bounds in numerical analysis
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Complexity of weighted approximation over \(\mathbb{R}^d\)
• Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)
• Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
• A Piecewise Constant Algorithm for WeightedL₁Approximation over Bounded or Unbounded Regions in $\R^s$

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