Applications of Smolyak quadrature formulas to the numerical integration of Fourier coefficients and in function recovery problems (Q1956590)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Applications of Smolyak quadrature formulas to the numerical integration of Fourier coefficients and in function recovery problems
scientific article

    Statements

    Applications of Smolyak quadrature formulas to the numerical integration of Fourier coefficients and in function recovery problems (English)
    0 references
    0 references
    0 references
    0 references
    23 September 2010
    0 references
    Let \(f: {\mathbb R}^s \to {\mathbb C}\) be a sufficiently smooth function which is 1-periodic in each variable. Using the Smolyak quadrature formula, which uses only nodes of a sparse grid in \([0,\,1]^s\), see \textit{S. A. Smolyak} [Dokl. Akad. Nauk SSSR 148, 1042--1045 (1963; Zbl 0202.39901)], the authors calculate the Fourier coefficients \[ {\hat f}(n) = \int_{[0,1]^s} f(x)\, e^{-2\pi i \,(n,x)}\, dx \quad (n\in {\mathbb Z}^s). \] If \(f\) belongs to generalized Sobolev or Korobov space, the exact orders of the errors of this numerical integration are determined by the authors. Finally, these results are applied to an approximate recovery of \(f\), where the exact Fourier coefficients \({\hat f}(n)\) of a finite Fourier sum are replaced by their computed values.
    0 references
    Smolyak quadrature formula
    0 references
    sparse grid
    0 references
    multivariate periodic function
    0 references
    computation of Fourier coefficients
    0 references
    approximate recovery
    0 references
    generalized Sobolev space
    0 references
    generalized Korobov space
    0 references
    function spaces of dominating mixed smoothness
    0 references
    finite Fourier sum
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references