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We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

Numerical Analysis · Mathematics 2021-08-05 David Krieg , Erich Novak , Mathias Sonnleitner

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Alessandro Rudi

We investigate quasi-Monte Carlo integration using higher order digital nets in weighted Sobolev spaces of arbitrary fixed smoothness $\alpha \in \mathbb{N}$, $\alpha \ge 2$, defined over the $s$-dimensional unit cube. We prove that…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

For functions in the Sobolev space $H^s$ and decreasing sequences $t_n\to 0$ we examine convergence almost everywhere of the generalized Schr\"odinger means on the real line, given by \[S^af(x,t_n)=\exp( it_n (-\partial_{xx})^{a/2})f(x);\]…

Classical Analysis and ODEs · Mathematics 2020-04-06 Evangelos Dimou , Andreas Seeger

We investigate the approximation of $d$-variate periodic functions in Sobolev spaces of dominating mixed (fractional) smoothness $s>0$ on the $d$-dimensional torus, where the approximation error is measured in the $L_2-$norm. In other…

Numerical Analysis · Mathematics 2013-12-24 Thomas Kuehn , Winfried Sickel , Tino Ullrich

The best polynomial approximation and Chebyshev approximation are both important in numerical analysis. In tradition, the best approximation is regarded as more better than the Chebyshev approximation, because it is usually considered in…

Numerical Analysis · Mathematics 2021-11-17 Xiaolong Zhang

We consider the order of convergence for linear and nonlinear Monte Carlo approximation of compact embeddings from Sobolev spaces of dominating mixed smoothness defined on the torus $\mathbb{T}^d$ into the space $L_{\infty}(\mathbb{T}^d)$…

Numerical Analysis · Mathematics 2018-03-02 Glenn Byrenheid , Robert J. Kunsch , Van Kien Nguyen

In this paper, the authors characterize Sobolev spaces $W^{\alpha,p}({\mathbb R}^n)$ with the smoothness order $\alpha\in(0,2]$ and $p\in(\max\{1, \frac{2n}{2\alpha+n}\},\infty)$, via the Lusin area function and the Littlewood-Paley…

Classical Analysis and ODEs · Mathematics 2015-11-25 Feng Dai , Jun Liu , Dachun Yang , Wen Yuan

We prove various theorems on approximation using polynomials with integer coefficients in the Bernstein basis of any given order. In the extreme, we draw the coefficients from $\{ \pm 1\}$ only. A basic case of our results states that for…

Information Theory · Computer Science 2022-12-08 C. Sinan Güntürk , Weilin Li

In metric of spaces $L_{s}, \ 1\leq s\leq\infty$, we obtain exact in order estimates of best $m$-term trigonometric approximations of classes of convolutions of periodic functions, that belong to unit all of space $L_{p}, \ 1\leq…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

The optimal Orlicz target space is exhibited for embeddings of fractional-order Orlicz-Sobolev spaces in $\mathbb R^n$. An improved embedding with an Orlicz-Lorentz target space, which is optimal in the broader class of all…

Functional Analysis · Mathematics 2020-01-17 Angela Alberico , Andrea Cianchi , Luboš Pick , Lenka Slavíková

We investigate asymptotically sharp upper and lower bounds for the approximation numbers of the compact Sobolev embeddings $\overset{\circ}{W}{^m}(\Omega)\hookrightarrow L_2(\Omega)$ and $ W^m(\Omega)\hookrightarrow L_2(\Omega)$, defined on…

Functional Analysis · Mathematics 2018-11-06 Therese Mieth

We study strong approximation of scalar additive noise driven stochastic differential equations (SDEs) at time point $1$ in the case that the drift coefficient is bounded and has Sobolev regularity $s\in(0,1)$. Recently, it has been shown…

Probability · Mathematics 2024-03-14 Simon Ellinger , Thomas Müller-Gronbach , Larisa Yaroslavtseva

We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a Burkholder type inequality in a dual norm. The theory we…

Probability · Mathematics 2016-02-23 Adam Andersson , Raphael Kruse , Stig Larsson

We investigate the relationship between the compactness of embeddings of Sobolev spaces built upon rearrangement-invariant spaces into rearrangement-invariant spaces endowed with $d$-Ahlfors measures under certain restriction on the speed…

Functional Analysis · Mathematics 2022-05-16 Jan Lang , Zdeněk Mihula , Luboš Pick

The paper describes the splines $Q_{n,k}(x,a)$, which for an arbitrary point $a\in(0;1)$ and an arbitrary function $y\in\mathring{W}^n_p[0;1]$ set the relations $y^{(k)}(a)=\int_0^1 y^{(n)}(x)Q^{(n)}_{n,k}(x,a)dx$. The relation of the…

Functional Analysis · Mathematics 2022-08-29 T. A. Garmanova , I. A. Sheipak

When solving partial differential equations on scattered nodes using the Radial Basis Function-generated Finite Difference (RBF-FD) method, one of the parameters that must be chosen is the stencil size. Focusing on Polyharmonic Spline RBFs…

Numerical Analysis · Mathematics 2026-02-26 Andrej Kolar-Požun , Mitja Jančič , Miha Rot , Gregor Kosec

Fixed a continuous kernel K on the $d$-dimensional torus, we consider a generalization of the univariate $sk$-spline to the torus, associated with the kernel K. It is proved an estimate which provides the rate of convergence of a given…

Functional Analysis · Mathematics 2018-04-10 Juliana Gaiba Oliveira , Sergio Antonio Tozoni

In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…

Probability · Mathematics 2017-03-29 Jianbo Cui , Jialin Hong , Zhihui Liu

Stencil composition uses the idea of function composition, wherein two stencils with arbitrary orders of derivative are composed to obtain a stencil with a derivative order equal to sum of the orders of the composing stencils. In this…

Numerical Analysis · Mathematics 2023-08-17 Abhishek Mishra , David Salac , Matthew G. Knepley
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