Fast evaluation of nonlinear functionals of tensor product wavelet expansions

DOI10.1007/s00211-011-0397-9zbMath1232.65027OpenAlexW2071780492MaRDI QIDQ652260

Christoph Schwab, Rob P. Stevenson

Publication date: 14 December 2011

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-011-0397-9

zbMATH Keywords

algorithminterpolating waveletscollocationnonlinear functionallinear complexityGalerkin methodsfast evaluationinterpoletsmultiple tree structuresemilinear operator equationstensor product wavelet expansion

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Iterative procedures involving nonlinear operators (47J25) Graph theory (including graph drawing) in computer science (68R10) Numerical methods for wavelets (65T60) Numerical interpolation (65D05) Numerical solutions to equations with nonlinear operators (65J15) Algorithms for approximation of functions (65D15) Complexity and performance of numerical algorithms (65Y20)

Related Items (4)

Efficient application of nonlinear stationary operators in adaptive wavelet methods -- the isotropic case ⋮ An efficient space-time adaptive wavelet Galerkin method for time-periodic parabolic partial differential equations ⋮ An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data ⋮ Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions

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