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We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…

数值分析 · 数学 2023-05-01 Dinh Dũng

We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…

数值分析 · 数学 2023-06-21 Dinh Dũng , Van Kien Nguyen

Our main interest in this paper is to study some approximation problems for classes of functions with mixed smoothness. We use technique, based on a combination of results from hyperbolic cross approximation, which were obtained in 1980s --…

数值分析 · 数学 2016-02-17 Vladimir Temlyakov

We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite…

数值分析 · 数学 2024-03-12 Dinh Dũng

We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

数值分析 · 数学 2021-09-21 M. Gnewuch , M. Hefter , A. Hinrichs , K. Ritter , G. W. Wasilkowski

We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point set. The main result of this paper is that the mean squared error for a given compactly supported, square-integrable function is…

数值分析 · 数学 2017-06-22 Mario Ullrich

We prove lower bounds for the error of optimal cubature formulae for $d$-variate functions from Besov spaces of mixed smoothness $B^{\alpha}_{p,\theta}({\mathbb G}^d)$ in the case $0 < p, \theta \le \infty$ and $\alpha > 1/p$, where…

数值分析 · 数学 2014-01-30 Dinh Dũng , Tino Ullrich

We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…

数值分析 · 数学 2025-08-26 Mou Cai , Takashi Goda , Yoshihito Kazashi

Consider the numerical integration $${\rm Int}_{\mathbb S^d,w}(f)=\int_{\mathbb S^d}f({\bf x})w({\bf x}){\rm d}\sigma({\bf x}) $$ for weighted Sobolev classes $BW_{p,w}^r(\mathbb S^d)$ with a Dunkl weight $w$ and weighted Besov classes…

数值分析 · 数学 2024-12-24 Jiansong Li , Heping Wang

We analyze a new random algorithm for numerical integration of $d$-variate functions over $[0,1]^d$ from a weighted Sobolev space with dominating mixed smoothness $\alpha\ge 0$ and product weights $1\ge\gamma_1\ge\gamma_2\ge\cdots>0$, where…

数值分析 · 数学 2019-08-15 Peter Kritzer , Frances Y. Kuo , Dirk Nuyens , Mario Ullrich

This paper investigates the numerical approximation of integrals for functions in fractional Gaussian Sobolev spaces $W^s_{p}(\mathbb{R}^d,\gamma)$ with dominating mixed smoothness defined via kernel related to the fractional…

数值分析 · 数学 2026-04-21 Van Kien Nguyen

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…

数值分析 · 数学 2016-08-02 Glenn Byrenheid , Lutz Kämmerer , Tino Ullrich , Toni Volkmer

We prove upper bounds on the order of convergence of Frolov's cubature formula for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition. More precisely, we study…

数值分析 · 数学 2016-04-07 Mario Ullrich , Tino Ullrich

We consider the problem of minimizing a continuous function f over a compact set K. We analyze a hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864--885], obtained by searching for an optimal probability…

最优化与控制 · 数学 2015-09-09 Etienne de Klerk , Monique Laurent , Zhao Sun

The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $n^{-1/2}$. However, re-weighting of random points can sometimes be used to improve the convergence order.…

数值分析 · 数学 2018-01-26 Martin Ehler , Manuel Graef , Chris. J. Oates

We study the problem of multivariate $L_2$-approximation of functions in a weighted Korobov space using a median lattice-based algorithm recently proposed by the authors. In the original work, the algorithm requires knowledge of the…

数值分析 · 数学 2025-11-04 Zexin Pan , Takashi Goda , Peter Kritzer

In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…

泛函分析 · 数学 2023-09-29 Van Kien Nguyen

The aim of this work is to introduced the concept of the best one-sided approximation of unbounded functions in weighted space by using algebraic operators in terms the average modulus of smoothness. We also show an estimate of the degree…

综合数学 · 数学 2023-12-15 Raheam A. Al-Saphory , Abdullah A. Al-Hayani , Alaa A. Auad

Classical Laguerre spectral approximations are highly effective on the half-line when the target function is smooth in the usual polynomial scale. However, their accuracy deteriorates for nonsmooth functions. Such behavior appears naturally…

数值分析 · 数学 2026-05-27 Mahmoud A. Zaky

We provide a complete characterization of compactness of Sobolev embeddings of radially symmetric functions on the entire space $\mathbb{R}^n$ in the general framework of rearrangement-invariant function spaces. We avoid any unnecessary…

泛函分析 · 数学 2026-03-05 Zdeněk Mihula
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