Smolyak's algorithm for integration and L₁-approximation of multivariate functions with bounded mixed derivatives of second order

DOI10.1023/B:NUMA.0000040060.56819.A7zbMATH Open1069.41022OpenAlexW2083613801MaRDI QIDQ701927FDOQ701927

Authors: Leszek Plaskota, Grzegorz W. Wasilkowski 

Publication date: 17 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:numa.0000040060.56819.a7

Recommendations

• Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)
• A Piecewise Constant Algorithm for WeightedL₁Approximation over Bounded or Unbounded Regions in $\R^s$
• Cubature formulas for function spaces with moderate smoothness
• Randomized Smolyak algorithms based on digital sequences for multivariate integration
• Applicability of Smolyak's algorithms to certain Banach spaces of multivariate functions.

zbMATH Keywords

multivariate integrationSmolyak's algorithmMultivariate approximation

Mathematics Subject Classification ID

Numerical integration (65D30) Multidimensional problems (41A63) Approximate quadratures (41A55) Best approximation, Chebyshev systems (41A50) Algorithms for approximation of functions (65D15)

Cited In (9)

• Cubature formulas for function spaces with moderate smoothness
• Optimization of black-box problems using Smolyak grids and polynomial approximations
• Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)
• On the approximation of smooth functions using generalized digital nets
• Randomized Smolyak algorithms based on digital sequences for multivariate integration
• Fast calculation of coefficients in the Smolyak algorithm
• Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
• Applicability of Smolyak's algorithms to certain Banach spaces of multivariate functions.

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