Weighted tensor product algorithms for linear multivariate problems
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The paper is concerned with the approximation of linear multivariate problems over a weighted tensor product of Hilbert spaces. The authors look for constructive solutions of such problems by polynomial-time algorithms. Results are illustrated for the problems of integration and approximation of a function. The paper continues the studies of \textit{I. H. Sloan} [When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? J. Complexity 14, No. 1, 1-33 (1998)].
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Cited in
(49)- On the power of standard information for multivariate approximation in the worst case setting
- Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting
- On the approximation of smooth functions using generalized digital nets
- Tractability of the Helmholtz equation with non-homogeneous Neumann boundary conditions: the relation to the \(L_{2}\)-approximation
- Complexity of weighted approximation over \(\mathbb{R}^d\)
- The exact exponent of sparse grid quadratures in the weighted case
- Open problems for tractability of multivariate integration.
- Novel results for the anisotropic sparse grid quadrature
- Tractability of \(\mathbb{L}_2\)-approximation in hybrid function spaces
- Exponential convergence of an approximation problem for infinitely differentiable multivariate functions
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
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- Finite-order weights imply tractability of multivariate integration
- Liberating the weights
- Complexity of weighted approximation over \(\mathbb{R}\)
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- Tractability of approximation in the weighted Korobov space in the worst-case setting -- a complete picture
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- On applicability of the sparse grid method in the worst case setting
- Lattice rules for nonperiodic smooth integrands
- On weak tractability of the Clenshaw-Curtis Smolyak algorithm
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- Tractability of multivariate problems for standard and linear information in the worst case setting. I.
- On tensor product approximation of analytic functions
- Some results on the complexity of numerical integration
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- An application of tensor products of functionals in problems of numerical integration
- Multi-way set enumeration in weight tensors
- Liberating the dimension for \(L_2\)-approximation
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- A survey of average case complexity for linear multivariate problems
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- Dimension-wise integration of high-dimensional functions with applications to finance
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- Multi-element probabilistic collocation method in high dimensions
- Randomly shifted lattice rules for unbounded integrands
- Sparse grid quadrature on products of spheres
- Multivariate \(L_{\infty}\) approximation in the worst case setting over reproducing kernel Hilbert spaces
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