Related papers: Multivariate integration over $\R^s$ with exponent…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…
We prove lower bounds for the error of optimal cubature formulae for $d$-variate functions from Besov spaces of mixed smoothness $B^{\alpha}_{p,\theta}({\mathbb G}^d)$ in the case $0 < p, \theta \le \infty$ and $\alpha > 1/p$, where…
We analyze the accuracy of the discrete least-squares approximation of a function $u$ in multivariate polynomial spaces $\mathbb{P}_\Lambda:={\rm span} \{y\mapsto y^\nu \,: \, \nu\in \Lambda\}$ with $\Lambda\subset \mathbb{N}_0^d$ over the…
We consider the problem of numerically integrating functions with hyperplane discontinuities over the entire Euclidean space in many dimensions. We describe a simple process through which the Euclidean space is partitioned into simplices on…
We consider an open, bounded, simply connected (Lipschitz) domain in $\mathbb{R}^d$, which contains a closed polyhedral surface or polygonal contour, referred to as the interface. From this interface, forces are exerted in the normal…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…
We analyze modular invariance drawing inspiration from tauberian theorems. Given a modular invariant partition function with a positive spectral density, we derive lower and upper bounds on the number of operators within a given energy…
The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…
We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
In this paper, we are concerned with multivariate Gegenbauer approximation of functions defined in the $d$-dimensional hypercube. Two new and sharper bounds for the coefficients of multivariate Gegenbauer expansion of analytic functions are…
Upper semicontinuous (usc) functions arise in the analysis of maximization problems, distributionally robust optimization, and function identification, which includes many problems of nonparametric statistics. We establish that every usc…
We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…
We are interested in mesh-free formulas based on the Monte-Carlo methodology for the approximation of multi-dimensional integrals, and we investigate their accuracy when the functions belong to a reproducing-kernel space. A kernel typically…
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…
Uniform confidence bands for functions are widely used in empirical analysis. A variety of simple implementation methods (most notably multiplier bootstrap) have been proposed and theoretically justified. However, an implementation over a…