On the power of standard information for multivariate approximation in the worst case setting

Frances Y. Kuo, Grzegorz W. Wasilkowski, Henryk Woźniakowski

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33 Scopus citations

Abstract

We study multivariate approximation with the error measured in L and weighted L2 norms. We consider the worst case setting for a general reproducing kernel Hilbert space of functions of d variables with a bounded or integrable kernel. Here d can be arbitrarily large. We analyze algorithms that use standard information consisting of n function values, and we are especially interested in the optimal order of convergence, i.e., in the maximal exponent b for which the worst case error of such an algorithm is of order n- b. We prove that b ∈ [2 p2 / (2 p + 1), p] for weighted L2 approximation and b ∈ [2 p (p - 1 / 2) / (2 p + 1), p - 1 / 2] for L approximation, where p is the optimal order of convergence for weighted L2 approximation among all algorithms that may use arbitrary linear functionals, as opposed to function values only. Under a mild assumption on the reproducing kernels we have p > 1 / 2. It was shown in our previous paper that the optimal order for L approximation and linear information is p - 1 / 2. We do not know if our bounds are sharp for standard information. We also study tractability of multivariate approximation, i.e., we analyze when the worst case error bounds depend at most polynomially on d and n- 1. We present necessary and sufficient conditions on tractability and illustrate our results for the weighted Korobov spaces with arbitrary smoothness and for the weighted Sobolev spaces with the Wiener sheet kernel. Tractability conditions for these spaces are given in terms of the weights defining these spaces.

Original languageEnglish
Pages (from-to)97-125
Number of pages29
JournalJournal of Approximation Theory
Volume158
Issue number1
DOIs
StatePublished - May 2009

Bibliographical note

Funding Information:
We thank E. Novak for his comments on this paper. The first author is supported by an Australian Research Council Queen Elizabeth II Research Fellowship. The second and third authors were partially supported by the National Science Foundation under Grants DMS-0609703 and DMS-0608727, respectively. The third author was also supported by the Humboldt Foundation as a recipient of the Humboldt Research Award at the University of Jena. Part of this work was done when the last two authors visited the University of New South Wales.

Keywords

  • Multivariate approximation
  • Standard information
  • Tractability
  • Worst case setting

ASJC Scopus subject areas

  • Analysis
  • Numerical Analysis
  • General Mathematics
  • Applied Mathematics

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