High dimensional numerical problems

DOI10.1016/S0362-546X(96)00134-4MaRDI QIDQ4377209zbMATH OpenOpenAlexFDO

Authors Erich Novak

Publication date 14 July 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(96)00134-4

zbMATH Keywords

Boolean methodsdiscrete blending methodsglobal optimizationhigh-dimensional numerical problemshyperbolic cross point methodsinformation based complexityintegrationSmolyak formulassparse grid methods

Mathematics Subject Classification ID

General theory of numerical analysis in abstract spaces (65J05)

Review text

High-dimensional numerical problems are ubiquitous although one tries to avoid them because of their intrinsic difficulty. There are limits of practical computability for this class of problems related with the high dimension. There is a ``curse of dimension which means that the minimal cost of computing an approximation is exponential in the dimension of the problem. Hence many high-dimensional numerical problems are practically impossible to solve. The author expands the limit of practical computability by using, in an optimal way, the a priori knowledge about the smoothness and the structure of the problem. The suggested method is developed for partially separable problems in nonclassical function spaces and is based on the so-called Smolyak formulas for the methods known under different names such as hyperbolic cross point methods, Boolean methods, discrete blending methods or sparse grid methods. The application to integration and global optimization is also suggested.

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Cited in

(6)

• Numerical methods for higher dimensional problems and the curse of the dimension.
• A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry
• scientific article; zbMATH DE number 19001 (Why is no real title available?)
• Algorithms for Numerical Analysis in High Dimensions
• Approximation of functions of few variables in high dimensions
• On the approximability and curse of dimensionality of certain classes of high-dimensional functions

Describes a project that uses

Uses Software

• TESTPACK

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