Multivariate approximation in downward closed polynomial spaces

DOI10.1007/978-3-319-72456-0_12zbMATH Open1405.41021arXiv1612.06690OpenAlexW2581598540MaRDI QIDQ4611802FDOQ4611802

Authors: Albert Cohen, Giovanni Migliorati 

Publication date: 22 January 2019

Published in: Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan (Search for Journal in Brave)

Abstract: The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of dimensionality. As a typical example, standard polynomial spaces, such as those of total degree type, are often uneffective to reach a prescribed accuracy unless a prohibitive number of evaluations is invested. In recent years it has been shown that, for certain relevant applications, there are substantial advantages in using certain sparse polynomial spaces having anisotropic features with respect to the different variables. These applications include in particular the numerical approximation of high-dimensional parametric and stochastic partial differential equations. We start by surveying several results in this direction, with an emphasis on the numerical algorithms that are available for the construction of the approximation, in particular through interpolation or discrete least-squares fitting. All such algorithms rely on the assumption that the set of multi-indices associated with the polynomial space is downward closed. In the present paper we introduce some tools for the study of approximation in multivariate spaces under this assumption, and use them in the derivation of error bounds, sometimes independent of the dimension d, and in the development of adaptive strategies.

Full work available at URL: https://arxiv.org/abs/1612.06690

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Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15)

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Cited In (19)

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