Search arXiv⌕ Search

arXiv subjects

F. Pillichshammer

Publications and source records attributed to F. Pillichshammer.

2 recordsLinked to original sources

On alternative quantization for doubly weighted approximation and integration over unbounded domains

It is known that for a $ρ$-weighted $L_q$-approximation of single variable functions $f$ with the $r$th derivatives in a $ψ$-weighted $L_p$ space, the minimal error of approximations that use $n$ samples of $f$ is proportional to $\|ω^{1/α}\|_{L_1}^α\|f^{(r)}ψ\|_{L_p}n^{-r+(1/p-1/q)_+},$ where $ω=ρ/ψ$ and $α=r-1/p+1/q.$ Moreover, the optimal sample points are determined by quantiles of $ω^{1/α}.$ In this paper, we show how the error of best approximations changes when the sample points are determined by a quantizer $κ$ other than $ω.$ Our results can be applied in situations when an alternative quantizer has to be used because $ω$ is not known exactly or is too complicated to handle computationally. The results for $q=1$ are also applicable to $ρ$-weighted integration over unbounded domains.

math.NA↗

Very Low Truncation Dimension for High Dimensional Integration Under Modest Error Demand

We consider the problem of numerical integration for weighted anchored and ANOVA Sobolev spaces of $s$-variate functions. Here $s$ is large including $s=\infty$. Under the assumption of sufficiently fast decaying weights, we prove in a constructive way that such integrals can be approximated by quadratures for functions $f_k$ with only $k$ variables, where $k=k(\varepsilon)$ depends solely on the error demand $\varepsilon$ and is surprisingly small when $s$ is sufficiently large relative to $\varepsilon$. This holds, in particular, for $s=\infty$ and arbitrary $\varepsilon$ since then $k(\varepsilon)<\infty$ for all $\varepsilon$. Moreover $k(\varepsilon)$ does not depend on the function being integrated, i.e., is the same for all functions from the unit ball of the space.

math.NA↗