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Motivated by numerical methods for solving parametric partial differential equations, this paper studies the approximation of multivariate analytic functions by algebraic polynomials. We introduce various anisotropic model classes based on…

Numerical Analysis · Mathematics 2020-01-17 Andrea Bonito , Ronald DeVore , Diane Guignard , Peter Jantsch , Guergana Petrova

Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…

Numerical Analysis · Mathematics 2024-11-12 Yuan Chen , Dongbin Xiu , Xiangxiong Zhang

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…

Numerical Analysis · Mathematics 2017-06-12 Ben Adcock , Simone Brugiapaglia , Clayton G. Webster

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

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…

Numerical Analysis · Mathematics 2016-10-25 Albert Cohen , Giovanni Migliorati , Fabio Nobile

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

We consider approximation problems for a special space of d variate functions. We show that the problems have small number of active variables, as it has been postulated in the past using concentration of measure arguments. We also show…

Numerical Analysis · Mathematics 2012-01-25 Markus Hegland , Greg W. Wasilkowski

In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

For a probability measure on a real separable Hilbert space, we are interested in "volume-based" approximations of the d-dimensional least squares error of it, i.e., least squares error with respect to a best fit d-dimensional affine…

Functional Analysis · Mathematics 2012-10-08 Gilad Lerman , J. Tyler Whitehouse

Based on the characterization of the polyconvex envelope of isotropic functions by their signed singular value representations, we propose a simple algorithm for the numerical approximation of the polyconvex envelope. Instead of operating…

Numerical Analysis · Mathematics 2023-07-31 Timo Neumeier , Malte A. Peter , Daniel Peterseim , David Wiedemann

We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…

Numerical Analysis · Mathematics 2019-03-27 Yuhan Ding , Fred J. Hickernell , Peter Kritzer , Simon Mak

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…

Numerical Analysis · Mathematics 2018-02-06 Gleb Ryzhakov , Ivan Oseledets

We study the polynomial approximation of symmetric multivariate functions and of multi-set functions. Specifically, we consider $f(x_1, \dots, x_N)$, where $x_i \in \mathbb{R}^d$, and $f$ is invariant under permutations of its $N$…

Numerical Analysis · Mathematics 2023-02-06 Markus Bachmayr , Geneviève Dusson , Christoph Ortner , Jack Thomas

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…

Numerical Analysis · Mathematics 2021-12-28 Larry Allen , Robert C. Kirby
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