Efficient multivariate approximation on the cube

DOI10.1007/S00211-021-01177-9MaRDI QIDQ1996231zbMATH OpenOpenAlexFDO

Authors Robert Nasdala, Daniel Potts

Publication date 3 March 2021

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1912.03090

zbMATH Keywords

approximation of multivariate functionserror estimatesnon-periodic functions

Mathematics Subject Classification ID

Multidimensional problems (41A63) Fourier series and coefficients in several variables (42B05) Algorithms for approximation of functions (65D15) Numerical methods for trigonometric approximation and interpolation (65T40) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: We combine a periodization strategy for weighted $L_2$-integrands with efficient approximation methods in order to approximate multivariate non-periodic functions on the high-dimensional cube $left[-frac12,frac12ight{]}^d$. Our concept allows to determine conditions on the $d$-variate torus-to-cube transformations $psi:left[-frac12,frac12ight{]}^{d}oleft[-frac12,frac12ight{]}^d$ such that a non-periodic function is transformed into a smooth function in the Sobolev space $mathcal{H}^m(mathbb{T}^d)$ when applying $psi$. We adapt some $L_{infty}(mathbb{T}^d)$- and $L_2(mathbb{T}^d)$-approximation error estimates for single rank-$1$ lattice approximation methods and adjust algorithms for the fast evaluation and fast reconstruction of multivariate trigonometric polynomials on the torus in order to apply these methods to the non-periodic setting. We illustrate the theoretical findings by means of numerical tests in up to $d=5$ dimensions.

Recommendations

• Transformed rank-1 lattices for high-dimensional approximation
• Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
• Approximation of multivariate periodic functions by trigonometric polynomials based on sampling along rank-1 lattice with generating vector of Korobov form
• Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
• Decomposition and approximation of multivariate functions on the cube

Cites work

• A diagonal embedding theorem for function spaces with dominating mixed smoothness
• Approximation of mixed order Sobolev functions on the \(d\)-torus: asymptotics, preasymptotics, and \(d\)-dependence
• Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
• Constructing lattice rules based on weighted degree of exactness and worst case error
• Constructing spatial discretizations for sparse multivariate trigonometric polynomials that allow for a fast discrete Fourier transform
• Construction of interlaced polynomial lattice rules for infinitely differentiable functions
• Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Fast discrete Fourier transform on generalized sparse grids
• High-dimensional integration: The quasi-Monte Carlo way
• High-dimensional sparse FFT based on sampling along multiple rank-1 lattices
• scientific article; zbMATH DE number 3145344 (Why is no real title available?)
• scientific article; zbMATH DE number 4080153 (Why is no real title available?)
• scientific article; zbMATH DE number 1049042 (Why is no real title available?)
• scientific article; zbMATH DE number 914714 (Why is no real title available?)
• Hyperbolic cross approximation. Lecture notes given at the courses on constructive approximation and harmonic analysis, Barcelona, Spain, May 30 -- June 3, 2016
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• Lattice rules for nonperiodic smooth integrands
• Lattice rules in non-periodic subspaces of Sobolev spaces
• Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials
• On efficient weighted integration via a change of variables
• Periodization strategy may fail in high dimensions
• Quasi-Monte Carlo methods and pseudo-random numbers
• Randomly shifted lattice rules for unbounded integrands
• Reconstructing multivariate trigonometric polynomials from samples along rank-1 lattices
• Reconstruction of periodic functions of several variables with respect to the values in the nodes of number-theoretic nets
• Sampling on energy-norm based sparse grids for the optimal recovery of Sobolev type functions in H^
• Sparse high-dimensional FFT based on rank-1 lattice sampling
• Spectral methods. Algorithms, analysis and applications.
• Summability of multi-dimensional trigonometric Fourier series
• Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
• Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness
• Transformed rank-1 lattices for high-dimensional approximation

Cited in

(12)

• A novel recursive method to reconstruct multivariate functions on the unit cube
• Decomposition and approximation of multivariate functions on the cube
• Efficient quantisation and weak covering of high dimensional cubes
• A convergent iterated quasi-interpolation for periodic domain and its applications to surface PDEs
• Efficient and Practical Implementations of Cubature on Wiener Space
• Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
• scientific article; zbMATH DE number 634017 (Why is no real title available?)
• scientific article; zbMATH DE number 5245194 (Why is no real title available?)
• A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals
• Quasi-interpolation for high-dimensional function approximation
• Quasi-interpolation using generalized Gaussian kernels
• Efficient estimation of multivariate analytic functions in cube-like domains

This page was built for publication: Efficient multivariate approximation on the cube

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1996231)