Truncation dimension for linear problems on multivariate function spaces

DOI10.1007/S11075-018-0501-7MaRDI QIDQ1717593zbMATH OpenOpenAlexWikidataFDO

Authors Aicke Hinrichs, Peter Kritzer, Friedrich Pillichshammer, Grzegorz W. Wasilkowski

Publication date 7 February 2019

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.06778

zbMATH Keywords

truncation dimensionweighted function spacesmultivariate problemstruncation algorithms

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Multidimensional problems (41A63) Algorithms for approximation of functions (65D15)

Abstract: The paper considers linear problems on weighted spaces of multivariate functions of many variables. The main questions addressed are: When is it possible to approximate the solution for the original function of very many variables by the solution for the same function; however with all but the first $k$ variables set to zero, so that the corresponding error is small? What is the truncation dimension, i.e., the smallest number $k=k(varepsilon)$ such that the corresponding error is bounded by a given error demand $varepsilon$? Surprisingly, $k(varepsilon)$ could be very small even for weights with a modest speed of convergence to zero.

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Cites work

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Cited in

(8)

• Truncation dimension for function approximation
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces
• Truncation in average and worst case settings for special classes of \(\infty \)-variate functions
• Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
• \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
• On quasi-Monte Carlo methods in weighted ANOVA spaces
• \(\varepsilon\)-superposition and truncation dimensions, and multivariate method for \(\infty\)-variate linear problems

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Uses Software

• TESTPACK

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