On applicability of the sparse grid method in the worst case setting

DOI10.1007/s11075-006-9025-7zbMath1143.65318OpenAlexW2091280190MaRDI QIDQ2431782

Youming Li, Feng Bo Hang

Publication date: 24 October 2006

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

Full work available at URL: https://doi.org/10.1007/s11075-006-9025-7

zbMATH Keywords

error estimatesinformation-based complexitySmolyak's algorithmsparse grid method

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (1)

Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives

Cites Work

• Unnamed Item
• Unnamed Item
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Applicability of Smolyak's algorithms to certain Banach spaces of multivariate functions.
• Worst case complexity of multivariate Feynman--Kac path integration
• Weighted tensor product algorithms for linear multivariate problems
• On approximate recovery of functions with bounded mixed derivative
• High dimensional integration of smooth functions over cubes

This page was built for publication: On applicability of the sparse grid method in the worst case setting