Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
In a recent paper by the same authors, we provided a theoretical foundation for the
component-by-component (CBC) construction of lattice algorithms for multivariate $ L_2 …
component-by-component (CBC) construction of lattice algorithms for multivariate $ L_2 …
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
This paper provides the theoretical foundation for the construction of lattice algorithms for
multivariate L2 approximation in the worst case setting, for functions in a periodic space with …
multivariate L2 approximation in the worst case setting, for functions in a periodic space with …
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 …
subsets) of their arguments. We find an upper bound for the n th minimal worst case error …
Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
The numerical solution of stochastic partial differential equations and numerical Bayesian
estimation is computationally demanding. If the coefficients in a stochastic partial differential …
estimation is computationally demanding. If the coefficients in a stochastic partial differential …
Efficient numerical integration of permutation-invariant functions
M Weimar - Numerical integration, integral equations and … - math.unipd.it
Motivated by problems from computational quantum physics we study the efficient numerical
integration of multivariate functions which are invariant under permutations (of subsets) of …
integration of multivariate functions which are invariant under permutations (of subsets) of …