arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.06367math.NAcs.NA
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基于周期核的格点插值快速逼近及其在不确定度量化中的应用

Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

Vesa Kaarnioja, Yoshihito Kazashi, Frances Y. Kuo, Fabio Nobile, Ian H. Sloan

摘要:

本文讨论了在积分格点上插值的多元周期函数的基于核的逼近--正如Zeng,Leung,Hickernell(MCQMC 2004,2006)和Zeng,Kritzer,Hickernell(Constr.大约,2009),允许通过快速傅里叶变换进行快速评估,因此避免了对线性求解器的需要。本文的主要贡献是应用于椭圆型偏微分方程的不确定性量化的近似问题,扩散系数由一个随机场,这是周期性的随机变量,在最近提出的模型Kaarnioja,郭,斯隆(SIAM J. Numer.肛门,2020年)。本文给出了一个完整的误差分析,并充分的细节,以确保良好的(但不可避免地不是最佳的)收敛速率和误差界的尺寸无关的晶格建设。数值实验支持了这一理论。

英文摘要:

This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng, Kritzer, Hickernell (Constr. Approx., 2009), allows fast evaluation by fast Fourier transform, so avoiding the need for a linear solver. The main contribution of the paper is the application to the approximation problem for uncertainty quantification of elliptic partial differential equations, with the diffusion coefficient given by a random field that is periodic in the stochastic variables, in the model proposed recently by Kaarnioja, Kuo, Sloan (SIAM J. Numer. Anal., 2020). The paper gives a full error analysis, and full details of the construction of lattices needed to ensure a good (but inevitably not optimal) rate of convergence and an error bound independent of dimension. Numerical experiments support the theory.

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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