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arXiv 1802.08666math.NAcs.NA
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张量积再生核索伯列夫空间中优化Frolov格的数值性能

Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces

Christopher Kacwin, Jens Oettershagen, Mario Ullrich, Tino Ullrich

摘要:

在本文中,我们处理的几个方面的通用Frolov容积法,这是已知的,以实现最佳的渐近收敛率在广泛的函数空间。尽管每个容许格都有这种有利的渐近行为,但关于最坏情况误差的精确数值行为存在显着差异。为此,我们提出了新的生成多项式,承诺显着减少的集成误差相比,经典的多项式。此外,我们还提出了一种新的算法,用于在$d$维单位立方体$[0,1]^d$中计算非正交格上的Frolov点。最后,我们研究了$[0,1]^d$中具有各向异性混合光滑和紧支撑的索伯列夫空间,并给出了再生核的显式公式.这使得精确的最坏情况下的误差,数值验证我们的理论结果的模拟。

英文摘要:

In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable asymptotic behavior, there are significant differences concerning the precise numerical behavior of the worst-case error. To this end, we propose new generating polynomials that promise a significant reduction of the integration error compared to the classical polynomials. Moreover, we develop a new algorithm to enumerate the Frolov points from non-orthogonal lattices for numerical cubature in the $d$-dimensional unit cube $[0,1]^d$. Finally, we study Sobolev spaces with anisotropic mixed smoothness and compact support in $[0,1]^d$ and derive explicit formulas for their reproducing kernels. This allows for the simulation of exact worst-case errors which numerically validate our theoretical results.

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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