arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1605.07730math.NAcs.NA
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广义经验插值法的收敛性分析

Convergence analysis of the Generalized Empirical Interpolation Method

UPMC Univ Paris 06(巴黎第六大学);Laboratoire Jacques-Louis Lions(雅克-路易·利翁斯实验室);Institut Universitaire de France(法国高等研究院);Brown Univ(布朗大学);Division of Applied Maths(应用数学系);Université Paris-Dauphine(巴黎第九大学);PSL Research University(巴黎文理研究大学);CNRS(法国国家科学研究中心);CEREMADE(计算、估计与决策数学研究中心)

Y. Maday, O. Mula, G. Turinici

AI总结:

本文分析了广义经验插值法(GEIM)在Banach空间中的收敛性,通过比较插值误差与Kolmogorovn-宽度,证明了插值误差的收敛行为。

摘要:

设F为Banach空间X的紧集。本文分析了广义经验插值法(GEIM),给定函数f∈F,构建插值算子J_n[f]在n维子空间X_n⊂X中,利用n个输出(σ_i(f))_{i=1}^n,其中σ_i∈X'且X'是X的对偶空间。空间X_n通过一种贪心算法构建,该算法适应于F,即由F本身生成。算法还从字典Σ⊂X'中选择线性泛函(σ_i)_{i=1}^n。本文研究了插值误差max_{f∈F}‖f−J_n[f]‖_X,并将其与n维空间上的最佳性能,即F在X中的Kolmogorovn-宽度d_n(F,X)进行比较。对于多项式或指数衰减率的d_n(F,X),证明了插值误差的行为与插值算子的范数相关。在X为Hilbert空间的情况下,获得了更精确的结果。

英文摘要:

Let $F$ be a compact set of a Banach space $\mathcal{X}$. This paper analyses the "Generalized Empirical Interpolation Method" (GEIM) which, given a function $f\in F$, builds an interpolant $\mathcal{J}_n[f]$ in an $n$-dimensional subspace $X_n \subset \mathcal{X}$ with the knowledge of $n$ outputs $(σ_i(f))_{i=1}^n$, where $σ_i\in \mathcal{X}'$ and $\mathcal{X}'$ is the dual space of $\mathcal{X}$. The space $X_n$ is built with a greedy algorithm that is adapted to $F$ in the sense that it is generated by elements of $F$ itself. The algorithm also selects the linear functionals $(σ_i)_{i=1}^n$ from a dictionary $Σ\subset \mathcal{X}'$. In this paper, we study the interpolation error $\max_{f\in F} \Vert f-\mathcal{J}_n[f]\Vert_{\mathcal{X}}$ by comparing it with the best possible performance on an $n$-dimensional space, i.e., the Kolmogorov $n$-width of $F$ in $\mathcal{X}$, $d_n(F,\mathcal{X})$. For polynomial or exponential decay rates of $d_n(F,\mathcal{X})$, we prove that the interpolation error has the same behavior modulo the norm of the interpolation operator. Sharper results are obtained in the case where $\mathcal X$ is a Hilbert space.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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