Multilevel quasi-interpolation on a sparse grid with the Gaussian
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Dosyalar
Tarih
2018
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
Motivated by the recent multilevel sparse kernel-based interpolation (MuSIK) algorithm proposed in Georgoulis et al. (SIAM J. Sci. Comput. 35, 815-832, 2013), we introduce the new quasi-multilevel sparse interpolation with kernels (Q-MuSIK) via the combination technique. The Q-MuSIK scheme achieves better convergence and run time when compared with classical quasi-interpolation. Also, the Q-MuSIK algorithm is generally superior to the MuSIK methods in terms of run time in particular in high-dimensional interpolation problems, since there is no need to solve large algebraic systems. We subsequently propose a fast, low complexity, high-dimensional positive-weight quadrature formula based on Q-MuSIKSapproximation of the integrand. We present the results of numerical experimentation for both quasi-interpolation and quadrature in high dimensions.
Açıklama
Levesley, Jeremy/0000-0002-3509-0152
WOS: 000425616500008
WOS: 000425616500008
Anahtar Kelimeler
Quasi-interpolation, Multilevel, Sparse grids, Hyperbolic crosses, Quadrature, High dimension
Kaynak
Numerical Algorithms
WoS Q Değeri
Q1
Scopus Q Değeri
Q2
Cilt
77
Sayı
3
