32 research outputs found

    B-spline quasi-interpolant representations and sampling recovery of functions with mixed smoothness

    Full text link
    Let ξ={xj}j=1n\xi = \{x^j\}_{j=1}^n be a grid of nn points in the dd-cube {\II}^d:=[0,1]^d, and Φ={ϕj}j=1n\Phi = \{\phi_j\}_{j =1}^n a family of nn functions on {\II}^d. We define the linear sampling algorithm Ln(Φ,ξ,)L_n(\Phi,\xi,\cdot) for an approximate recovery of a continuous function ff on {\II}^d from the sampled values f(x1),...,f(xn)f(x^1), ..., f(x^n), by Ln(Φ,ξ,f) := j=1nf(xj)ϕjL_n(\Phi,\xi,f)\ := \ \sum_{j=1}^n f(x^j)\phi_j. For the Besov class Bp,θαB^\alpha_{p,\theta} of mixed smoothness α\alpha (defined as the unit ball of the Besov space \MB), to study optimality of Ln(Φ,ξ,)L_n(\Phi,\xi,\cdot) in L_q({\II}^d) we use the quantity rn(Bp,θα)q := infH,ξ supfBp,θαfLn(Φ,xi,f)qr_n(B^\alpha_{p,\theta})_q \ := \ \inf_{H,\xi} \ \sup_{f \in B^\alpha_{p,\theta}} \, \|f - L_n(\Phi,xi,f)\|_q, where the infimum is taken over all grids ξ={xj}j=1n\xi = \{x^j\}_{j=1}^n and all families Φ={ϕj}j=1n\Phi = \{\phi_j\}_{j=1}^n in L_q({\II}^d). We explicitly constructed linear sampling algorithms Ln(Φ,ξ,)L_n(\Phi,\xi,\cdot) on the grid \xi = \ G^d(m):= \{(2^{-k_1}s_1,...,2^{-k_d}s_d) \in \II^d : \ k_1 + ... + k_d \le m\}, with Φ\Phi a family of linear combinations of mixed B-splines which are mixed tensor products of either integer or half integer translated dilations of the centered B-spline of order rr. The grid Gd(m)G^d(m) is of the size 2mmd12^m m^{d-1} and sparse in comparing with the generating dyadic coordinate cube grid of the size 2dm2^{dm}. For various 0<p,q,θ0<p,q,\theta \le \infty and 1/p<α<r1/p < \alpha < r, we proved upper bounds for the worst case error supfBp,θαfLn(Φ,ξ,f)q \sup_{f \in B^\alpha_{p,\theta}} \, \|f - L_n(\Phi,\xi,f)\|_q which coincide with the asymptotic order of rn(Bp,θα)qr_n(B^\alpha_{p,\theta})_q in some cases. A key role in constructing these linear sampling algorithms, plays a quasi-interpolant representation of functions fBp,θαf \in B^\alpha_{p,\theta} by mixed B-spline series

    Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs

    Full text link
    By combining a certain approximation property in the spatial domain, and weighted 2\ell_2-summability of the Hermite polynomial expansion coefficients in the parametric domain obtained in [M. Bachmayr, A. Cohen, R. DeVore and G. Migliorati, ESAIM Math. Model. Numer. Anal. 51\bf 51(2017), 341-363] and [M. Bachmayr, A. Cohen, D. D\~ung and C. Schwab, SIAM J. Numer. Anal. 55\bf 55(2017), 2151-2186], we investigate linear non-adaptive methods of fully discrete polynomial interpolation approximation as well as fully discrete weighted quadrature methods of integration for parametric and stochastic elliptic PDEs with lognormal inputs. We explicitly construct such methods and prove corresponding convergence rates in nn of the approximations by them, where nn is a number characterizing computation complexity. The linear non-adaptive methods of fully discrete polynomial interpolation approximation are sparse-grid collocation methods. Moreover, they generate in a natural way discrete weighted quadrature formulas for integration of the solution to parametric and stochastic elliptic PDEs and its linear functionals, and the error of the corresponding integration can be estimated via the error in the Bochner space L1(R,V,γ)L_1({\mathbb R}^\infty,V,\gamma) norm of the generating methods where γ\gamma is the Gaussian probability measure on R{\mathbb R}^\infty and VV is the energy space. We also briefly consider similar problems for parametric and stochastic elliptic PDEs with affine inputs, and by-product problems of non-fully discrete polynomial interpolation approximation and integration. In particular, the convergence rate of non-fully discrete obtained in this paper improves the known one
    corecore