Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L_p

DOI10.1016/J.JCO.2017.01.001MaRDI QIDQ2396716zbMATHOpenAlexFDO

Authors Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski

Publication date 24 May 2017

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.07075

zbMATH Keywords

Sobolev spacesunbounded domainsanchored decompositionANOVA decompositiontractability of multivariate problemsgeneral weights

Mathematics Subject Classification ID

Multidimensional problems (41A63) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Abstract: We consider $gamma$-weighted anchored and ANOVA spaces of functions with mixed first order partial derivatives bounded in a weighted $L_p$ norm with $1leqpleqinfty$. The domain of the functions is $D^d$, where $DsubseteqmathbbR$ is a bounded or unbounded interval. We provide conditions on the weights $gamma$ that guarantee that anchored and ANOVA spaces are equal (as sets of functions) and have equivalent norms with equivalence constants uniformly or polynomially bounded in $d$. Moreover, we discuss applications of these results to integration and approximation of functions on $D^d$.

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Cited in

(13)

• Very low truncation dimension for high dimensional integration under modest error demand
• Truncation dimension for function approximation
• Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
• On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
• A note on equivalence of anchored and ANOVA spaces; lower bounds
• On quasi-Monte Carlo methods in weighted ANOVA spaces
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• Truncation dimension for linear problems on multivariate function spaces
• \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
• On efficient weighted integration via a change of variables
• Equivalence of anchored and ANOVA spaces via interpolation
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\)
• Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces

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