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

DOI10.1023/B:NUMA.0000040060.56819.A7MaRDI QIDQ701927zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(9)

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

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