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We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…

Numerical Analysis · Mathematics 2017-06-22 Aicke Hinrichs , Erich Novak , Mario Ullrich , Henryk Wozniakowski

We discuss the concept of inner function in reproducing kernel Hilbert spaces with an orthogonal basis of monomials and examine connections between inner functions and optimal polynomial approximants to $1/f$, where $f$ is a function in the…

Classical Analysis and ODEs · Mathematics 2019-08-15 Catherine Bénéteau , Matthew Fleeman , Dmitry Khavinson , Daniel Seco , Alan Sola

This paper studies numerical integration over the unit sphere $ \mathbb{S}^2 \subset \mathbb{R}^{3} $ by using spherical $t$-design, which is an equal positive weights quadrature rule with polynomial precision $t$. We investigate two kinds…

Numerical Analysis · Mathematics 2016-11-10 Congpei An , Siyong Chen

The paper studies Sard's problem on construction of optimal quadrature formulas in the space $W_2^{(m,0)}$ by Sobolev's method. This problem consists of two parts: first calculating the norm of the error functional and then finding the…

Numerical Analysis · Mathematics 2019-08-01 A. K. Boltaev , A. R. Hayotov , Kh. M. Shadimetov

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

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

We analyze univariate oscillatory integrals defined on the real line for functions from the standard Sobolev space $H^s({\mathbb{R}})$ and from the space $C^s({\mathbb{R}})$ with an arbitrary integer $s\ge1$. We find tight upper and lower…

Numerical Analysis · Mathematics 2017-06-22 Erich Novak , Mario Ullrich , Henryk Woźniakowski , Shun Zhang

We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…

Numerical Analysis · Mathematics 2024-10-29 Kateryna Pozharska , Tino Ullrich

It is natural to expect the following loosely stated approximation principle to hold: a numerical approximation solution should be in some sense as smooth as its target exact solution in order to have optimal convergence. For piecewise…

Numerical Analysis · Mathematics 2013-12-25 So-Hsiang Chou

We consider the problem of approximating $[0,1]^{d}$-periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from periodic Sobolev spaces and we show that the saturation rate…

Numerical Analysis · Mathematics 2022-02-28 Simon Hubbert , Janin Jäger , Jeremy Levesley

We extend in this article the classical Sobolev inequalities for the module of continuity for the functions belonging to the integer order Sobolev's space on the Sobolev-Bilateral Grand Lebesgue spaces. As a consequence, we deduce the…

Functional Analysis · Mathematics 2013-01-03 E. Ostrovsky , L. Sirota

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…

Machine Learning · Statistics 2025-06-17 Antoine Chatalic , Nicolas Schreuder , Ernesto De Vito , Lorenzo Rosasco

In this article, numerical integration is formulated as evaluation of a matrix function of a matrix that is obtained as a projection of the multiplication operator on a finite-dimensional basis. The idea is to approximate the continuous…

Numerical Analysis · Mathematics 2018-12-18 Juha Sarmavuori , Simo Särkkä

We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distributions, which we refer to as partition functions. In some…

Statistics Theory · Mathematics 2021-05-18 Simon Heuveline , Salem Said , Cyrus Mostajeran

We analyze univariate oscillatory integrals for the standard Sobolev spaces $H^s$ of periodic and non-periodic functions with an arbitrary integer $s\ge1$. We find matching lower and upper bounds on the minimal worst case error of…

Numerical Analysis · Mathematics 2014-12-05 Erich Novak , Mario Ullrich , Henryk Woźniakowski

This paper considers the numerical analysis of a semilinear fractional diffusion equation with nonsmooth initial data. A new Gr\"onwall's inequality and its discrete version are proposed. By the two inequalities, error estimates in three…

Numerical Analysis · Mathematics 2019-09-04 Binjie Li , Tao Wang , Xiaoping Xie

We analyze the convergence of compressive sensing based sampling techniques for the efficient evaluation of functionals of solutions for a class of high-dimensional, affine-parametric, linear operator equations which depend on possibly…

Numerical Analysis · Mathematics 2015-09-22 Holger Rauhut , Christoph Schwab

Functions in a Sobolev space are approximated directly by piecewise affine interpolation in the norm of the space. The proof is based on estimates for interpolations and does not rely on the density of smooth functions.

Functional Analysis · Mathematics 2014-11-11 Jean Van Schaftingen

Most commonly used \emph{adaptive} algorithms for univariate real-valued function approximation and global minimization lack theoretical guarantees. Our new locally adaptive algorithms are guaranteed to provide answers that satisfy a…

Numerical Analysis · Mathematics 2017-08-28 Sou-Cheng T. Choi , Yuhan Ding , Fred J. Hickernell , Xin Tong

This work is concerned with the accuracy of Gaussian beam superpositions, which are asymptotically valid high frequency solutions to linear hyperbolic partial differential equations and the Schr\"odinger equation. We derive Sobolev and max…

Numerical Analysis · Mathematics 2015-11-02 Hailiang Liu , Olof Runborg , Nicolay M. Tanushev
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