Related papers: Multivariate integration over $\R^s$ with exponent…
We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…
We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded…
We study the integration problem over the $s$-dimensional unit cube on four types of Banach spaces of integrands. First we consider Haar wavelet spaces, consisting of functions whose Haar wavelet coefficients exhibit a certain decay…
In this paper, we introduce a multiscale framework based on adaptive edge basis functions to solve second-order linear elliptic PDEs with rough coefficients. One of the main results is that we prove the proposed multiscale method achieves…
We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…
We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…
We employ a multivariate extension of the Gauss quadrature formula, originally due to Berens, Schmid and Xu [BSX95], so as to derive cubature rules for the integration of symmetric functions over hypercubes (or infinite limiting…
We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the…
We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…
We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…
A multiscale optimization framework for problems over a space of Lipschitz continuous functions is developed. The method solves a coarse-grid discretization followed by linear interpolation to warm-start project gradient descent on…
We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-transformed rank-1 lattice points as cubature nodes for…
We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure…
We study the problem of compression for the purpose of similarity identification, where similarity is measured by the mean square Euclidean distance between vectors. While the asymptotical fundamental limits of the problem - the minimal…
In this paper, we study the approximation of $d$-dimensional $\rho$-weighted integrals over unbounded domains $\mathbb{R}_+^d$ or $\mathbb{R}^d$ using a special change of variables, so that quasi-Monte Carlo (QMC) or sparse grid rules can…
In this work, we discuss the problem of approximating a multivariate function by discrete least squares projection onto a polynomial space using a specially designed deterministic point set. The independent variables of the function are…
This paper concerns integral varifolds of arbitrary dimension in an open subset of Euclidean space satisfying integrability conditions on their first variation. Firstly, the study of pointwise power decay rates almost everywhere of the…
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…
We present an approximation scheme for functions in three dimensions, that requires only their samples on the Cartesian grid, under the assumption that the functions are sufficiently concentrated in both space and frequency. The scheme is…
We extend the univariate Newton interpolation algorithm to arbitrary spatial dimensions and for any choice of downward-closed polynomial space, while preserving its quadratic runtime and linear storage cost. The generalisation supports any…