Almost diagonal matrices and Besov-type spaces based on wavelet expansions

This paper is concerned with problems in the context of the theoretical foundation of adaptive (wavelet) algorithms for the numerical treatment of operator equations. It is well-known that the analysis of such schemes naturally leads to function spaces of Besov type. But, especially when dealing with equations on non-smooth manifolds, the definition of these spaces is not straightforward. Nevertheless, motivated by applications, recently Besov-type spaces $B^\alpha_{\Psi,q}(L_p(\Gamma))$ on certain two-dimensional, patchwise smooth surfaces were defined and employed successfully. In the present paper, we extend this definition (based on wavelet expansions) to a quite general class of $d$-dimensional manifolds and investigate some analytical properties (such as, e.g., embeddings and best $n$-term approximation rates) of the resulting quasi-Banach spaces. In particular, we prove that different prominent constructions of biorthogonal wavelet systems $\Psi$ on domains or manifolds $\Gamma$ which admit a decomposition into smooth patches actually generate the same Besov-type function spaces $B^\alpha_{\Psi,q}(L_p(\Gamma))$, provided that their univariate ingredients possess a sufficiently large order of cancellation and regularity (compared to the smoothness parameter $\alpha$ of the space). For this purpose, a theory of almost diagonal matrices on related sequence spaces $b^\alpha_{p,q}(\nabla)$ of Besov type is developed. Keywords: Besov spaces, wavelets, localization, sequence spaces, adaptive methods, non-linear approximation, manifolds, domain decomposition.Comment: 38 pages, 2 figure

Besov regularity for operator equations on patchwise smooth manifolds

We study regularity properties of solutions to operator equations on patchwise smooth manifolds $\partial\Omega$ such as, e.g., boundaries of polyhedral domains $\Omega \subset \mathbb{R}^3$. Using suitable biorthogonal wavelet bases $\Psi$, we introduce a new class of Besov-type spaces $B_{\Psi,q}^\alpha(L_p(\partial \Omega))$ of functions $u\colon\partial\Omega\rightarrow\mathbb{C}$. Special attention is paid on the rate of convergence for best $n$-term wavelet approximation to functions in these scales since this determines the performance of adaptive numerical schemes. We show embeddings of (weighted) Sobolev spaces on $\partial\Omega$ into $B_{\Psi,\tau}^\alpha(L_\tau(\partial \Omega))$, $1/\tau=\alpha/2 + 1/2$, which lead us to regularity assertions for the equations under consideration. Finally, we apply our results to a boundary integral equation of the second kind which arises from the double layer ansatz for Dirichlet problems for Laplace's equation in $\Omega$.Comment: 42 pages, 3 figures, updated after peer review. Preprint: Bericht Mathematik Nr. 2013-03 des Fachbereichs Mathematik und Informatik, Universit\"at Marburg. To appear in J. Found. Comput. Mat

Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions: Error bounds and tractability

We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded independent of the number of dimensions. In particular, we study the application of unshifted and randomly shifted rank-$1$ lattice rules in such a problem setting. We derive conditions under which multivariate integration is polynomially or strongly polynomially tractable with the Monte Carlo rate of convergence $O(n^{-1/2})$. Furthermore, we prove that those tractability results can be achieved with shifted lattice rules and that the shifts are indeed necessary. Finally, we show the existence of rank-$1$ lattice rules whose worst case error on the permutation- and shift-invariant spaces converge with (almost) optimal rate. That is, we derive error bounds of the form $O(n^{-\lambda/2})$ for all $1 \leq \lambda < 2 \alpha$, where $\alpha$ denotes the smoothness of the spaces. Keywords: Numerical integration, Quadrature, Cubature, Quasi-Monte Carlo methods, Rank-1 lattice rules.Comment: 26 pages; minor changes due to reviewer's comments; the final publication is available at link.springer.co

Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper estimate for the $n$th minimal worst case error for such problems, and showed that under certain conditions this upper bound only weakly depends on the dimension. We extend these results by proposing two (semi-) explicit construction schemes. We develop a component-by-component algorithm to find the generating vector for a shifted rank-$1$ lattice rule that obtains a rate of convergence arbitrarily close to $\mathcal{O}(n^{-\alpha})$, where $\alpha>1/2$ denotes the smoothness of our function space and $n$ is the number of cubature nodes. Further, we develop a semi-constructive algorithm that builds on point sets which can be used to approximate the integrands of interest with a small error; the cubature error is then bounded by the error of approximation. Here the same rate of convergence is achieved while the dependence of the error bounds on the dimension $d$ is significantly improved

Several Approaches to Break the Curse of Dimensionality

In modern science the efficient numerical treatment of high-dimensional problems becomes more and more important. A fundamental insight of the theory of information-based complexity (IBC for short) is that the computational hardness of a problem can not be described properly only by the rate of convergence. There exist problems for which an exponential number of information operations is needed in order to reduce the initial error, although there are algorithms which provide an arbitrary large rate of convergence. Problems that yield this exponential dependence are said to suffer from the curse of dimensionality. While analyzing numerical problems it turns out that we can often vanquish this curse by exploiting additional structural properties. The aim of this thesis is to present several approaches of this type. Moreover, a detailed introduction to the field of IBC is given.Comment: 133 pages, my Ph.D. thesis for becoming Dr. rer. nat. at Friedrich-Schiller-University Jen

The Complexity of Linear Tensor Product Problems in (Anti-) Symmetric Hilbert Spaces

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 worst case error in terms of the singular values of the univariate problem. Moreover, we show that this algorithm is optimal with respect to a wide class of algorithms and investigate its complexity. We clarify the influence of different (anti-) symmetry conditions on the complexity, compared to the classical unrestricted problem. In particular, for symmetric problems we give characterizations for polynomial tractability and strong polynomial tractability in terms of the amount of the assumed symmetry. Finally, we apply our results to the approximation problem of solutions of the electronic Schr\"odinger equation.Comment: Extended version (53 pages); corrected typos, added journal referenc

Oscillations and differences in Triebel-Lizorkin-Morrey spaces

In this paper we are concerned with Triebel-Lizorkin-Morrey spaces $\mathcal{E}^{s}_{u,p,q}(\Omega)$ of positive smoothness $s$ defined on (special or bounded) Lipschitz domains $\Omega\subset\mathbb{R}^d$ as well as on $\mathbb{R}^d$. For those spaces we prove new equivalent characterizations in terms of local oscillations which hold as long as some standard conditions on the parameters are fulfilled. As a byproduct, we also obtain novel characterizations of $\mathcal{E}^{s}_{u,p,q}(\Omega)$ using differences of higher order. Special cases include standard Triebel-Lizorkin spaces $F^s_{p,q} (\Omega)$ and hence classical $L_p$-Sobolev spaces $H^s_p(\Omega)$. Key words: Triebel-Lizorkin-Morrey space, Morrey space, Lipschitz domain, oscillations, higher order differencesComment: 41 page