On approximating the shape of one dimensional functions

MaRDI QIDQ6328753zbMATH OpenFDO

Authors Chaitanya K. Joshi, Paul T. Brown, Stephen Joe

Publication date 7 November 2019

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Numerical interpolation (65D05) Approximation by polynomials (41A10)

Abstract: Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the emphasis is on accurately approximating the shape of such emph{one-dimensional} functions. Approximating this shape when the function is evaluated on a set of grid points instead is relatively straightforward. However, the number of grid points needed increases exponentially with $s$. LDS are known to be increasingly more efficient at integrating $s$-dimensional functions compared to grids, as $s$ increases. Yet, a method to approximate the shape of a one-dimensional function when the function is evaluated using an $s$-dimensional LDS has not been proposed thus far. We propose an approximation method for this problem. This method is based on an $s$-dimensional integration rule together with fitting a polynomial smoothing function. We state and prove results showing conditions under which this polynomial smoothing function will converge to the true one-dimensional function. We also demonstrate the computational efficiency of the new approach compared to a grid based approach.

This page was built for publication: On approximating the shape of one dimensional functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6328753)