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We study the approximation of compact linear operators defined over certain weighted tensor product Hilbert spaces. The information complexity is defined as the minimal number of arbitrary linear functionals which is needed to obtain an…

Numerical Analysis · Mathematics 2020-02-03 Peter Kritzer , Friedrich Pillichshammer , Henryk Woźniakowski

We study approximations of compact linear multivariate operators defined over Hilbert spaces. We provide necessary and sufficient conditions on various notions of tractability. These conditions are mainly given in terms of sums of certain…

Numerical Analysis · Mathematics 2018-07-10 Peter Kritzer , Henryk Wozniakowski

This paper is devoted to discussing the weighted linear tensor product problems in the worst case setting. We consider algorithms that use finitely many evaluations of arbitrary continuous linear functionals. We investigate exponential $(s,…

Computational Complexity · Computer Science 2026-03-24 Zirong Liu , Heping Wang , Kai Wang

We study QPT (quasi-polynomial tractability) in the worst case setting for linear tensor product problems defined over Hilbert spaces. We assume that the domain space is a reproducing kernel Hilbert space so that function values are well…

Numerical Analysis · Mathematics 2017-08-15 Henryk Woźniakowski , Erich Novak

A large literature specifies conditions under which the information complexity for a sequence of numerical problems defined for dimensions $1, 2, \ldots$ grows at a moderate rate, i.e., the sequence of problems is tractable. Here, we focus…

Numerical Analysis · Mathematics 2024-04-24 Onyekachi Emenike , Fred J. Hickernell , Peter Kritzer

We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…

Numerical Analysis · Mathematics 2012-08-16 Markus Weimar

We give an overview of certain aspects of tractability analysis of multivariate problems. This paper is not intended to give a complete account of the subject, but provides an insight into how the theory works for particular types of…

Numerical Analysis · Mathematics 2024-06-17 Peter Kritzer

We study multivariate approximation defined over tensor product Hilbert spaces. The domain space is a weighted tensor product Hilbert space with exponential weights which depend on two sequences $\boldsymbol{a}=\{a_j\}_{j\in\mathbb{N}}$ and…

Numerical Analysis · Mathematics 2015-06-26 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer , Henryk Wozniakowski

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb{N}$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type random elements, which have covariance operators of…

Probability · Mathematics 2015-03-10 A. A. Khartov

We consider tractability of integration in reproducing kernel Hilbert spaces which are a tensor product of a Walsh space and a Korobov space. The main result provides necessary and sufficient conditions for weak, polynomial and strong…

Numerical Analysis · Mathematics 2014-04-15 Peter Kritzer , Friedrich Pillichshammer

We study tractability properties of the weighted $L_p$-discrepancy. The concept of {\it weighted} discrepancy was introduced by Sloan and Wo\'{z}\-nia\-kowski in 1998 in order to prove a weighted version of the Koksma-Hlawka inequality for…

Numerical Analysis · Mathematics 2024-05-22 Erich Novak , Friedrich Pillichshammer

We introduce a notion of tractability for ill-posed operator equations in Hilbert space. For such operator equations the asymptotics of the best possible rate of reconstruction in terms of the underlying noise level is known in many cases.…

Numerical Analysis · Mathematics 2024-05-07 Peter Mathé , Bernd Hofmann

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We then introduce a tractable class of exponential-quadratic…

Portfolio Management · Quantitative Finance 2014-09-30 Jin Hyuk Choi , Kasper Larsen

A complex number $\lambda$ is called an extended eigenvalue of a bounded linear operator $T$ on a Banach space $\B$ if there exists a non-zero bounded linear operator $X$ acting on $\B$ such that $XT=\lambda TX$. We show that there are…

Functional Analysis · Mathematics 2012-09-10 Stanislav Shkarin

In this paper, we study tractability of $L_2$-approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product form. For the algorithms we allow information from the class…

Numerical Analysis · Mathematics 2021-04-08 Adrian Ebert , Friedrich Pillichshammer

We consider a continuous analogue of Babai et al.'s and Cai et al.'s problem of solving multiplicative matrix equations. Given $k+1$ square matrices $A_{1}, \ldots, A_{k}, C$, all of the same dimension, whose entries are real algebraic, we…

Discrete Mathematics · Computer Science 2017-01-18 Joël Ouaknine , Amaury Pouly , João Sousa-Pinto , James Worrell

We study average case approximation of Euler and Wiener integrated processes of d variables which are almost surely r_k-times continuously differentiable with respect to the k-th variable. Let n(h,d) denote the minimal number of continuous…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

Our goal in this paper is to extend the theory of quasi-exactly solvable Schrodinger operators beyond the Lie-algebraic class. Let $\cP_n$ be the space of n-th degree polynomials in one variable. We first analyze "exceptional polynomial…

Exactly Solvable and Integrable Systems · Physics 2013-06-20 David Gomez-Ullate , Niky Kamran , Robert Milson

We study the complexity of high-dimensional approximation in the $L_2$-norm when different classes of information are available; we compare the power of function evaluations with the power of arbitrary continuous linear measurements. Here,…

Numerical Analysis · Mathematics 2023-03-23 David Krieg , Pawel Siedlecki , Mario Ullrich , Henryk Woźniakowski

We present a new approach to the question of when the commutativity of operator exponentials implies that of the operators. This is proved in the setting of bounded normal operators on a complex Hilbert space. The proofs are based on some…

Functional Analysis · Mathematics 2012-05-11 Mohammed Hichem Mortad
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