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In this work, we consider the approximate reconstruction of high-dimensional periodic functions based on sampling values. As sampling schemes, we utilize so-called reconstructing multiple rank-1 lattices, which combine several preferable…

Numerical Analysis · Mathematics 2019-05-14 Lutz Kämmerer , Toni Volkmer

We combine a periodization strategy for weighted $L_{2}$-integrands with efficient approximation methods in order to approximate multivariate non-periodic functions on the high-dimensional cube $\left[-\frac{1}{2},\frac{1}{2}\right]^{d}$.…

Numerical Analysis · Mathematics 2021-01-22 Robert Nasdala , Daniel Potts

This paper studies the multivariate approximation of functions in weighted Korobov spaces using multiple rank-1 lattice rules. It has been shown by K\"{a}mmerer and Volkmer (2019) that algorithms based on multiple rank-1 lattices achieve…

Numerical Analysis · Mathematics 2026-04-03 Mou Cai , Takashi Goda

In this paper we propose an approximation method for high-dimensional $1$-periodic functions based on the multivariate ANOVA decomposition. We provide an analysis on the classical ANOVA decomposition on the torus and prove some important…

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

The reconstruction of high-dimensional sparse signals is a challenging task in a wide range of applications. In order to deal with high-dimensional problems, efficient sparse fast Fourier transform algorithms are essential tools. The second…

Numerical Analysis · Mathematics 2017-11-15 Lutz Kämmerer , Daniel Potts , Toni Volkmer

We consider fast, provably accurate algorithms for approximating functions on the $d$-dimensional torus, $f: \mathbb{ T }^d \rightarrow \mathbb{C}$, that are sparse (or compressible) in the Fourier basis. In particular, suppose that the…

Numerical Analysis · Mathematics 2020-12-21 Craig Gross , Mark Iwen , Lutz Kämmerer , Toni Volkmer

In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT)…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Fabian Taubert

In this paper we present the first known deterministic algorithm for the construction of multiple rank-1 lattices for the approximation of periodic functions of many variables. The algorithm works by converting a potentially large…

Numerical Analysis · Mathematics 2020-03-24 Craig Gross , Mark A. Iwen , Lutz Kämmerer , Toni Volkmer

We consider the approximate recovery of multivariate periodic functions from a discrete set of function values taken on a rank-$s$ integration lattice. The main result is the fact that any (non-)linear reconstruction algorithm taking…

Numerical Analysis · Mathematics 2016-08-02 Glenn Byrenheid , Lutz Kämmerer , Tino Ullrich , Toni Volkmer

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…

Numerical Analysis · Mathematics 2019-09-06 Lutz Kämmerer

The paper discusses the construction of high dimensional spatial discretizations for arbitrary multivariate trigonometric polynomials, where the frequency support of the trigonometric polynomial is known. We suggest a construction based on…

Numerical Analysis · Mathematics 2017-11-20 Lutz Kämmerer

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

This paper is concerned with function reconstruction from samples. The sampling points used in several approaches are (1) structured points connected with fast algorithms or (2) unstructured points coming from, e.g., an initial random draw…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Lutz Kämmerer , Daniel Potts , Tino Ullrich

In this paper, we study the problem of multivariate $L_2$-approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm, inspired by median integration rules, which have attracted…

Numerical Analysis · Mathematics 2025-11-04 Zexin Pan , Peter Kritzer , Takashi Goda

A variety of techniques have been developed for the approximation of non-periodic functions. In particular, there are approximation techniques based on rank-$1$ lattices and transformed rank-$1$ lattices, including methods that use sampling…

Numerical Analysis · Mathematics 2021-08-30 Robert Nasdala , Daniel Potts

Let $\Omega_i\subset\mathbb{R}^{n_i}$, $i=1,\ldots,m$, be given domains. In this article, we study the low-rank approximation with respect to $L^2(\Omega_1\times\dots\times\Omega_m)$ of functions from Sobolev spaces with dominating mixed…

Numerical Analysis · Mathematics 2022-08-18 Michael Griebel , Helmut Harbrecht , Reinhold Schneider

We use hyperbolic wavelet regression for the fast reconstruction of high-dimensional functions having only low dimensional variable interactions. Compactly supported periodic Chui-Wang wavelets are used for the tensorized hyperbolic wavelet…

Numerical Analysis · Mathematics 2024-05-30 Daniel Potts , Laura Weidensager

In this paper, we propose a novel algorithm for function approximation in a weighted Korobov space based on shifted rank-1 lattice rules. To mitigate aliasing errors inherent in lattice-based Fourier coefficient estimation, we employ…

Numerical Analysis · Mathematics 2025-11-13 Mou Cai , Josef Dick , Takashi Goda

We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev…

Numerical Analysis · Mathematics 2020-08-11 Frances Y. Kuo , Giovanni Migliorati , Fabio Nobile , Dirk Nuyens

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer
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