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DSpace at VNU: N-Widths and epsilon-Dimensions for High-Dimensional Approximations tài liệu, giáo án, bài giảng , luận v...

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DOI 10.1007/s10208-013-9149-9

Approximations

Dinh D ˜ung · Tino Ullrich

Received: 27 February 2012 / Revised: 26 November 2012 / Accepted: 25 February 2013

© SFoCM 2013

Abstract In this paper, we study linear trigonometric hyperbolic cross

approxima-tions, Kolmogorov n-widths d n(W, H γ ) , and ε-dimensions n ε(W, H γ )of periodic

d -variate function classes W with anisotropic smoothness, where d may be large We are interested in finding the accurate dependence of d n (W, H γ ) and n ε (W, H γ )as a

function of two variables n, d and ε, d, respectively Recall that n, the dimension of

the approximating subspace, is the main parameter in the study of convergence rates

with respect to n going to infinity However, the parameter d may seriously affect this rate when d is large We construct linear approximations of functions from W by

trigonometric polynomials with frequencies from hyperbolic crosses and prove upper

bounds for the error measured in isotropic Sobolev spaces H γ Furthermore, in order

to show the optimality of the proposed approximation, we prove upper and lower

bounds of the corresponding n-widths d n (W, H γ ) and ε-dimensions n ε (W, H γ ).Some of the received results imply that the curse of dimensionality can be broken

in some relevant situations

Dedicated to the memory of Professor S.M Nikol’skij.

Communicated by Wolfgang Dahmen.

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Found Comput Math

Keywords High-dimensional approximation· Trigonometric hyperbolic cross

space· Kolmogorov n-widths · ε-dimensions · Sobolev space · Function classes with

anisotropic smoothness

Mathematics Subject Classification (2010) 42A10· 41A25 · 41A63

1 Introduction

In recent decades, there has been increasing interest in solving problems that involve

functions depending on a large number d of variables These problems arise from

many applications in mathematical finance, chemistry, physics, especially quantummechanics, and meteorology It is not surprising that these problems can almost never

be solved analytically such that one is interested in a proper framework and efficientnumerical methods for an approximate treatment Classical methods suffer the “curse

of dimensionality” coined by Bellmann [2] In fact, the computation time typically

grows exponentially in d, and the problems become intractable already for mild mensions d without further assumptions A classical model, widely studied in litera-

di-ture, is to impose certain smoothness conditions on the function to be approximated;

in particular, it is assumed that mixed derivatives are bounded This is the typical uation for which “hyperbolic crosses” are made for Trigonometric polynomials withfrequencies in hyperbolic crosses have been widely used for approximating functionswith a bounded mixed derivative or difference These classical trigonometric hyper-bolic crosses date back to Babenko [1] Let us also mention “sparse grids” in thiscontext which can be seen as the counterpart of hyperbolic crosses on the spatialdomain Sparse grids are discrete point sets consisting of significantly fewer pointsthan a full tensor product grid First considered by Smolyak [37] they turned out to

sit-be suitable for sampling recovery of functions and numerical integration For ther sources on hyperbolic crosses and sparse grids in this classical context we refer

fur-to [12–14,34,38,42] and the references therein Later on, these terminologies wereextended to approximations by wavelets [8,35], to B-splines [15,36], and even toalgebraic polynomials where frequencies are replaced by dyadic scales or the degree

of algebraic polynomials [6,7] Hyperbolic cross and sparse grid techniques haveapplications in quantum mechanics and PDEs [20,45–47], finance [18], numericalsolution of stochastic PDEs [6,7,31,32], and data mining [17] to mention just a few(see also the surveys [4] and [19] and the references therein)

In this paper, we study linear trigonometric hyperbolic cross approximations,

Kol-mogorov n-widths d n(W, H γ ) , and ε-dimensions n ε(W, H γ ) of d-variate function classes W with anisotropic smoothness properties where d may be large The ap- proximation error is measured in an isotropic Sobolev space H γ, which includes the

L2-metric as a special case We are interested in finding the accurate dependence of

d n (W, H γ ) and n ε (W, H γ ) as a function of two variables n, d and ε, d, respectively Recall that n, the dimension of the approximating subspace, is the main parameter

in the study of convergence rates with respect to n going to infinity However, the parameter d may seriously affect this rate when d is large.

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Recall the notion of the Kolmogorov n-widths [23] and linear n-widths introduced

by Tikhomirov [39] If X is a normed space and W a subset in X then the Kolmogorov

where the outer inf is taken over all linear manifolds L n in X of dimension at most n.

A different worst-case setting is represented by the linear n-width λ n (W, X)given by

where the inf is taken over all linear operators Λ n in X with rank at most n It

repre-sents a characterization of the best linear approximation error There is a vast amount

of literature on optimal linear approximations and the related Kolmogorov and linear

n-widths [30,40], especially for d-variate function classes [38] In this paper, we are

interested in measuring the approximation error in H γ , therefore we can assume X

to be a Hilbert space H In this case both concepts coincide, i.e.,

dn(W, H ) = λ n(W, H )

holds true Indeed, orthogonal projections onto a finite-dimensional space in H give

the best approximation by its elements Hence, it is sufficient to investigate linear

ap-proximations in H γ and the optimality of the approximation in terms of d n (W, H γ )

Let us recall some classical results in this direction For the unit balls U β and U α

of the periodic d-variate isotropic Sobolev space H β , β > 0, and the space H α with

mixed smoothness α > 0, the following well-known estimates hold true Note that

we have the coincidences H β = H 0,β and H α = H α,0with respect to (2.6) below

result on n-widths proved by Kolmogorov [23] (see also [24, 186–189]) where the

exact values of n-widths were obtained for the univariate case The inequalities (1.2)were proved by Babenko [1] already in 1960, where a linear approximation on hy-perbolic cross spaces of trigonometric polynomial is used These estimates are quite

satisfactory if d, the number of variables, is small.

In computational mathematics, the so-called ε-dimension n ε = n ε (W, H )is used

to quantify the problem’s complexity In our setting it is defined as the inverse of

d n (W, H ) In fact, the quantity n ε (W, H ) is the minimal number n εsuch that the

ap-proximation of W by a suitably chosen n ε -dimensional subspace L in H (measured in terms of Kolmogorov n-widths) yields the approximation error ≤ ε (see [10,11,16])

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Found Comput Math

We provide upper and lower bounds of this quantity together with the

correspond-ing n-widths in this paper The quantity n ε represents a special case of the

infor-mation complexity which is defined as the minimal number n(ε, d) of inforinfor-mation needed to solve the d-variate problem within error ε (see [26, 4.1.4]) It is the key

to study tractability of various multivariate problems We refer the reader to themonographs [26,29] for surveys and further references in this direction In fact, in

high-dimensional settings, i.e., if d is large, it turns out that the smoothness of the isotropic Sobolev class U β is not suitable In (1.1) the curse of dimensionality occurs

since here n ε ≥ C(β, d)ε −d/β However, the class U α is more appropriate for dimensional problems [4] since we have n ε = O(ε −1/α | log ε| d−1) In this paper, weextend and refine existing estimates In particular, we give the lower and upper bounds

high-for constants B(α, d), B(α, d)in (1.2) with regards to α, d.

We are especially concerned with measuring the approximation error in the

isotropic smoothness space H γ To motivate this issue let us consider a Galerkinmethod for approximating the solution of a general elliptic variational problem Let

a : H γ ×H γ → R be a bilinear symmetric form and f ∈ H −γ , where H γ = H γ (Td )

andTd is the d-dimensional torus Assume that

a(u, v) ≤ λu H γ v H γ and a(u, u) ≥ μu2

H γ

Then, a( ·, ·) generates the so called energy norm equivalent to the norm of H γ

Con-sider the problem of finding an element u ∈ H γ such that

a(u, v) = (f, v) for all v ∈ H γ (1.3)

In order to get an approximate numerical solution we can consider the same problem

on a finite-dimensional subspace V h in H γ

By the Lax–Milgram theorem [25], the problems (1.3) and (1.4) have unique

Here a naturally arising question is how to choose optimal n-dimensional subspaces

Vhand linear finite element approximation algorithms for the problem (1.4) This

cer-tainly leads to the problems of optimal linear approximation in H γ of functions from

U and Kolmogorov n-widths d n (U, H γ ) , where U is a class of functions u having

in some sense more regularity than the class H γ The regularity of the class U (in high-dimensional settings) is usually measured by L2-boundedness of mixed deriva-tives of higher order or other anisotropic derivatives (a mixed derivative is some-times referred to as an anisotropic derivative) Finite element approximation spacesbased on hyperbolic cross frequency domains are suitable for this framework It is

well-known that the cost of approximately solving Poisson’s equation in d sions in the Sobolev space H1is exponentially growing in d Standard finite element methods lead to a cost n ε = O(ε −d ) If we know in advance that the solution be-

dimen-longs to a space of functions with dominating mixed first derivative, and if we use

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hyperbolic cross spaces for finite element methods, then this requires the cost of

n ε ≤ C(d)ε−1| log ε| d−1 Here and below, C(d, ) are various constants depending

on d and other parameters In [3] it was shown how to get rid of the additional arithmic term by the use of a subspace of the hyperbolic cross spaces This results

log-in energy norm-based hyperbolic cross spaces and H1-norm approximation of tions with dominating mixed second derivative Then the total cost for the solution

func-of Poisson’s equation is func-of the order n ε ≤ C(d)ε−1, see also [41] for a tion In [21,22] Griebel and Knapek generalized the construction of [3] to the ellipticvariational problem (1.3) By use of tensor-product biorthogonal wavelet bases, theyconstructed for finite element methods so-called optimized sparse grid subspaces oflower dimension than the standard full-grid spaces These subspaces preserve theapproximation order of the standard full-grid spaces, provided that the solution pos-

generaliza-sesses H α,β-regularity To this end, the authors measured the approximation error in

the energy H γ -norm and estimated it from above by terms involving the H α,β-norm

of the solution The smoothness of spaces H α,βis a “hybrid” of isotropic smoothness

β and mixed smoothness α [22, Definition 2.1] It turns out that the necessary

dimen-sion n ε of the optimized sparse grid space for the approximation with accuracy ε does not exceed C(d, α, γ , β) ε −(α+β−γ ) if α > γ − β > 0 Due to the construction, the

optimized sparse grid spaces can be considered as an extension of hyperbolic crossspaces

The curse of dimensionality is not sufficiently clarified unless “constants” such as

B(α, d) , B(α, d)in (1.2) for d

n or C(d) and C(d, α, γ , β) in the above inequalities for n εare not completely determined We are interested, so far possible, in explicitly

determining these constants The aim of the present paper is to compute d n(U, H γ )

and n ε(U, H γ ) where U is the unit ball U α,β in H α,β or its subsets Uα,β and the

below characterized class U ν α,β for α > γ − β ≥ 0 The function class U α,β

relevant components depending on α, β, γ and d, n, ν This includes the case (1.2)

and its modifications when α > γ = β = 0 In contrast to [21,22] we also obtainlower bounds and prove therefore that trigonometric hyperbolic cross approxima-

tions are optimal in terms of Kolmogorov n-widths For the case α > γ − β > 0, we

prove that the hyperbolic cross approximation spaces from [21,22] are optimal for

d n (Uα,β , H γ ) Moreover, the modifications given in the present paper are optimal for

d n (U α,β , H γ ) and d n (U ν α,β , H γ ) In the case α > γ − β = 0, we prove that

classi-cal hyperbolic cross spaces (see, e.g., [38]) and their modifications in this paper are

optimal for d n(Uα,β , H γ ) , d n(U α,β , H γ ) and d n(U ν α,β , H γ )

It seems that smoothness is not enough for ridding the curse of dimensionality

However, by imposing some additional restrictions on functions in U α,βthis is

pos-sible In fact, U ν α,β is the set of all functions f ∈ U α,βactually depending on at most

ν (unknown) variables by formally being a d-variate function For this function class,

the curse of dimensionality is broken For instance, in Theorem4.7in Sect.4, for the

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case α > γ − β > 0, we obtain the relations

A corresponding result for the ε-dimension n ε (see Theorem 4.8in Sect.4) states

that the number n ε (U ν α,β , H γ ) is bounded polynomially in d and ε−1 from above.

As a consequence, according to [26, (2.3)], we find that the problem is polynomially

tractable In addition, the case γ = β, which contains the classical situation with U α

ν

instead of U α in (1.2), gives as well the polynomial tractability, see Theorems4.10

and4.11 Let us mention the relation to the results of Novak and Wo´zniakowski onweighted tensor product problems with finite order weights [26, 5.3] Their approach

also limits the number ν of active variables in a function via a finite order weight sequence (of order ν) However, since in this paper in most cases neither the spaces

H α,β of the functions to be approximated, nor the space H γ, where the tion error is measured, are tensor products of univariate spaces [35], our results arenot included in [26, Theorem 5.8] Apart from that, totally different approaches forthe approximation of functions depending on just a few variables in high dimensionsare given in [9,44]

approxima-The paper is organized as follows In Sect.2, we describe a dyadic harmonic

de-composition of periodic functions from H α,β used for norming these classes ably for high-dimensional approximations In Sect.3, we prove upper bounds for

suit-hyperbolic cross approximations of functions from U = U α,β , Uα,β and U ν α,β bylinear methods, and for the dimensions of the corresponding approximation spaces

By means of these results, we are able to estimate d n (U, H γ ) and n ε (U, H γ )fromabove In Sect.4, we prove the optimality of these approximations by establishing

lower bounds for d n (U, H γ ) In Sect.5, we discuss the extension of our results tobiorthogonal wavelets and more general decompositions

2 Dyadic Decompositions

LetN denote the natural numbers, Z the integers, Z+= N ∪ {0} the natural numbers

including zero,R the real numbers, and C the complex numbers The number d is

always reserved for the number of variables of the functions under consideration.Indeed, we will consider functions onRd which are 2π -periodic in each variable,

as functions defined on the d-dimensional torusTd := [−π, π] d Denote by L2:=

L2(Td )the Hilbert space of functions onTdequipped with the inner product

(f, g) := (2π) −d



Td

f (x)g(x) dx.

As usual, the norm in L2isf  := (f, f ) 1/2 For s∈ Zd, let ˆf (s) := (f, e s )be the

s th Fourier coefficient of f , where e (x):= ei(s,x)

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Let S(T d )be the space of functions on Td whose Fourier coefficients form arapidly decreasing sequence, andS(Td )the space of distributions which are con-tinuous linear functionals onS(T d ) It is well-known that, if f ∈ S(Td ), then theFourier coefficients ˆf (s), s∈ Zd , of f form a tempered sequence (see, e.g., [33,40]).

A function in L2can be considered as an element ofS(Td ) For f ∈ S(Td ), we usethe identity

s∈Zd

ˆ

f (s)es

holding in the topology ofS(Td ) Denote by[d] the set of natural numbers from 1 to

d , and by σ (x) := {i ∈ [d] : x i d For r∈ Rd, the

r th derivative f (r) of a distribution f is defined as the distribution in S(Td )given

Let us recall the definition of some well known function spaces with isotropic and

anisotropic smoothness The isotropic Sobolev space H γ , γ ∈ R For γ ≥ 0, H γ is

the subspace of functions in L2, equipped with the norm

j := (0, , 0, 1, 0, , 0) is the jth unit vector in R d For γ < 0, we define

H γ as the L2-dual space of H −γ.

The space H r of mixed smoothness r∈ Rdis defined as the tensor product of the

where H r j is the univariate Sobolev space in variable x j

For a finite set A⊂ Rd , denote by H A the normed space of all distributions f for

which the following norm is finite:

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Found Comput Math

and 1:= (1, 1, , 1) ∈ R d If β < 0, we define H α,β as the L2-dual space of

H −α,−β The space H α,β has been introduced in [22] Notice that H α,0 = H α and

For distributions f and k∈ Zd

+, let us introduce the following operator:

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Indeed, for the univariate case (d = 1), by the definition f  H r is the norm of the

isotropic Sobolev space H γ for γ = r Consequently, by (2.3)

(2.4) for the univariate case Since in the multivariate case, H r is the tensor product

of isotropic Sobolev spaces it is easy derive (2.4) from the univariate case

Let us prove the lemma We first consider the case β ≥ 0 Taking A for the

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By a direct computation one can verify that maxr ∈A (r, k) = α|k|1+ β|k|∞ This

proves the lemma for the case β≥ 0

If β < 0, by the definition, the L2-duality and (2.3)

On the basis of Lemma2.1, let us redefine the space H α,β , α, β∈ R as the space

of distributions f onTd for which the following norm is finite:

With this definition we have H 0,0 = L2 We put H 0,β = H β and H α,0 = H α as in

the traditional definitions Denote by U α,β the unit ball in H α,β

Regarding (2.6) it is worth mentioning the following important thing In traditional

approximation problems where the parameter d is small and fixed, the convergence

rates with respect to different equivalent norms only differ by moderate constants.The picture completely changes for high-dimensional approximation problems where

we stress the importance of finding an accurate dependence of the convergence rate

on the number d of variables and the dimension n of the approximation space In fact,

it essentially depends on the choice of the norm of a function class (i.e., its unit ball)and a norm measuring the approximation error In some high-dimensional problems

it is more convenient to define the function spaces based on a mixed dyadic sition in terms of (2.6) The problem itself changes if we use another characterization

decompo-for H α,β and H γ instead of (2.6) For instance, one can define the following

equiv-alent norm of H α,β in terms of the Fourier coefficients by using an ANOVA-typedecomposition:

whereZd,e := {s ∈ Z d : σ (s) = e} Note that H α,β and ˜H α,β coincide as function

spaces However, if d is large the unit balls with respect to the norms of these spaces

differ significantly

We define the subsets Uα,β and U ν α,β, 1≤ ν ≤ d − 1, in U α,β as follows Uα,βis

the subset in U α,β of all f such that

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By the definitions we have

j=0sj = 0 In case that H α,β is a subspace of L2(Td )(recall

that it is formally defined as a space of distributions), then every f ∈ U α,β

∗ has zeromean value in each variable, i.e., we have almost everywhere (inTd−1) the identities



Tf (x) dx j = 0, j ∈ [d].

The function class U ν α,β can also be seen as the set of all f ∈ U α,βsuch that ˆf (s)= 0

if|σ (s)| > ν It can be interpreted as the set of all f ∈ U α,β such that f are functions

In some high-dimensional problems, objects (functions) only depend on a few

vari-ables ν (or represent sums of such objects), where ν is fixed and much smaller than

d , the total number of variables The class U ν α,βrepresents a model of such functions

3 Upper Bounds for d n and n ε

3.1 Linear Trigonometric Hyperbolic Cross Approximations

Let α, β, γ ∈ R be given For ξ ≥ 0, we define the subspace in L2

V d (ξ ):= 

k ∈J d (ξ ) Wk,

where

J d (ξ ):= k∈ Zd

+: α|k|1− (γ − β)|k|≤ ξ .

Notice that dim V d (ξ ) < ∞ for all ξ ≥ 0 if and only if α − (γ − β) > 0 If the last

condition is fulfilled, V d (ξ ) is the space of trigonometric polynomials g of the form

k ∈J d (ξ ) δk(g).

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We define also the subspaces Vd (ξ ) and V ν d (ξ ) in V d (ξ )by

We call the sets H d (ξ ) , Hd (ξ ) , H ν d (ξ )(step) hyperbolic cross due to their geometric

form If α − (γ − β) > 0, then V d (ξ ) , Vd (ξ ) , V ν d (ξ ) are space of trigonometric

polynomials with frequencies from H d (ξ ) , Hd (ξ ) , H ν d (ξ ), respectively We call them

“trigonometric hyperbolic cross spaces”, whereas an approximation with respect tothese spaces is called “trigonometric hyperbolic cross approximation” In fact, bydefinition we have

Sξ(f ):=

s ∈H d (ξ )

ˆ

f (s)es ,

which represents a trigonometric hyperbolic cross approximation to f

Before presenting precise approximation results, let us mention an important nection to singular numbers of operators between Hilbert spaces Let the linear oper-

con-ator A : H γ → H γ be defined by

A(φ s ):= 2−(α|k|1+(β−γ )|k|) φ s , s ∈ P k , k∈ Zd

+,

where the functions φ s:= 2−γ |k|e s , s ∈ P k , k∈ Zd

+, are an orthonormal basis in H γ.

Then the Kolmogorov n-widths d n(H α,β , H γ ) and linear n-widths λ n(H α,β , H γ )

co-incide with the Kolmogorov numbers of A Hence, if σ1(A)≥ σ2(A)· · · ≥ σ j (A)

· · · denote the singular numbers of the operator A, then d n(H α,β , H γ ) = σ n+1(A)

(see, e.g., [26, Theorem 4.11, Corollary 4.12] for details) This reduces the evaluation

of d n (H α,β , H γ ) to the problem of evaluating the cardinality of the sets H d (ξ )

Simi-lar reductions also hold for d n (Hα,β , H γ ) and d n (H ν α,β , H γ ) However, in the sequel

we want to directly give upper bounds and show that the trigonometric hyperbolic

cross spaces V d (ξ ) , Vd (ξ ) , V ν d (ξ ) are optimal for d n (H α,β , H γ ) , d n (Hα,β , H γ ),

and d (H α,β , H γ ), respectively

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The following lemma and corollary give upper bounds with regard to ξ for the

error of these approximations

Lemma 3.1 Let α, β, γ ∈ R be given Then for arbitrary ξ ≥ 0,

For a ≥ 0, denote by a the largest integer which is equal to or smaller than a, and by

a the smallest integer which is equal or larger than a To give an upper estimate of

the dimension of the spaces V d (ξ ) , Vd (ξ ) and V ν d (ξ )we need the following lemma

Lemma 3.3 Let θ > 1 be a fixed number Then for any η ≥ 0 the following inequality

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Found Comput Math

Proof Notice that it is enough to prove the lemma for nonnegative integer η = n.

Otherwise, we can treat it for n = η Consider the subsets ¯I d (j ), j ∈ [d], in I d

n (j )2|k|1 , j ∈ [d], are equal Thus, in order

to prove the lemma it is enough to show, for instance, that

Observe that for k ∈ ¯I d (d),|k|1can take the values d, , n +d −1 Put |k|1= n+

d − 1 − m for m = 0, 1, , n − 1 Fix a nonnegative integer m with 0 ≤ m ≤ n − 1.

Assume that|k|1= n+d −1−m Then clearly, k ∈ ¯I d (d) if and only if k d ≥ n−θm.

It is easy to see that the number of all such k ∈ ¯I d

n (d), is not larger than

Indeed, for the combinatorial identities behind this statement we refer to the proofs

of the Lemmas3.8and3.10below We obtain

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Now we consider the case 1 < θ < 2 For this case, the step length of τ is 1/ε < 1 Notice that then the number of all integers s such that s = τ, is not larger than

Lemma 3.5 Let α, β, γ ∈ R satisfy the conditions α > γ − β > 0 Then we have

(i) for any ξ ≥ α(d − 1),

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Found Comput Math

Let us prove the remaining inequalities of the lemma For a subset e ∈ [d], put



dim Vk (ξ ),

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and hence, applying Inequality (ii) gives

1+ 1/2ρ/δ− 1δd

n −δ , (ii) for any integer n ≥ C α/ρ2ρ/δ d2αd/δ (2ρ/δ − 1) −d,

d n

Uα,β , H γ

≤ C δ α/ρ22ρ +δ d δ

2ρ/δ− 1−δd n −δ , (iii) for any integer n ≥ C α/ρ2ρ/δ ν2αν/δ (1+ d/(2 ρ/δ − 1)) ν,

dn

U ν α,β , H γ

≤ C δ α/ρ22ρ +δ ν δ

1+ d/2ρ/δ− 1δν

n −δ .

Proof We prove the upper bound in Inequality (i) for d n (U α,β , H γ ) The other upperbounds can be proved in a similar way

Put ϕ(ξ ) := dim V d (ξ ) Then ϕ is a step function in the variable ξ Moreover,

there are sequences{ξ m}∞

m=1and{η m}∞

m=1such that

ϕ(ξ ) = η m , ξ m ≤ ξ < ξ m+1. (3.7)Notice that

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Found Comput Math

For a given n satisfying the condition for Inequality (i) of the theorem, let m be the

number such that

dim V d (ξ m ) ≤ n < dim V d (ξ m+1). (3.9)

Hence, by the corresponding restriction on n in the theorem it follows that ξ m+1≥

α(d − 1) Putting ξ := ξ mwe obtain by Lemma3.5and (3.8)

The last relations combined with (3.10) prove the desired inequality 

Theorem 3.7 Let α, β, γ ∈ R satisfy the conditions 0 < γ − β < α Then we have

(i) for any 0 < ε≤ 1,

n ε

Uα,β , H γ

≤ C α/ρ22ρ/δ d

2ρ/δ− 1−d ε −1/δ , (iii) for any 0 < ε≤ 2−α(ν−1),

definitions and Corollary3.2,

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3.3 The Case α > γ − β = 0

For m∈ N, we define

Kd (m):= k∈ Nd : |k|1≤ m .

The following estimates have already been used in [43, Lemma 7] For convenience

of the reader we will give a proof

Lemma 3.8 For any m ≥ d, we have the inequalities

Proof Observe that for k ∈ K d

(m),|k|1can take the values d, , m It is easy to check that the number of all such k ∈ K d

We will use several times the following well-known inequalities for any

nonnega-tive integers n, m with n ≤ m:



m n

n



m n





em n

... that

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Found Comput Math

For a given n satisfying the condition for. .. Comput Math

Proof Notice that it is enough to prove the lemma for nonnegative integer η = n.

Otherwise, we can treat it for n = η Consider the subsets ¯I d... 13

The following lemma and corollary give upper bounds with regard to ξ for the

error of these approximations

Lemma 3.1 Let

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Tài liệu tham khảo Loại Chi tiết
2. R. Bellmann, Dynamic Programming (Princeton University Press, Princeton, 1957) Sách, tạp chí
Tiêu đề: Dynamic Programming
3. H.-J. Bungartz, M. Griebel, A note on the complexity of solving Poisson’s equation for spaces of bounded mixed derivatives, J. Complex. 15, 167–199 (1999) Sách, tạp chí
Tiêu đề: J. Complex
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Tiêu đề: Acta Numer
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Tiêu đề: Appl. Numer. Math
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Tiêu đề: ε"-dimension of the functional class"B"G,p, Mat. Zametki
12. D. D˜ung, Approximation of functions of several variables on a torus by trigonometric polynomials, Mat. Sb. (N.S.) 131(2), 251–271 (1986) Sách, tạp chí
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13. D. D˜ung, On optimal recovery of multivariate periodic functions, in Harmonic Analysis, ed. by S. Igary (Springer, Berlin, 1991), pp. 96–105 Sách, tạp chí
Tiêu đề: Harmonic Analysis
14. D. D˜ung, Optimal recovery of functions of a certain mixed smoothness, Vietnam J. Math. 20(2), 18–32 (1992) Sách, tạp chí
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17. J. Garcke, M. Griebel, M. Thess, Data mining with sparse grids, Computing 67, 225–253 (2001) Sách, tạp chí
Tiêu đề: Computing
19. T. Gerstner, M. Griebel, Sparse grids, in Encyclopedia of Quantitative Finance, ed. by R. Cont (Wiley, New York, 2010) Sách, tạp chí
Tiêu đề: Encyclopedia of Quantitative Finance
20. M. Griebel, J. Hamaekers, Tensor product multiscale many-particle spaces with finite-order weights for the electronic Schrửdinger equation, Z. Phys. Chem. 224, 527–543 (2010) Sách, tạp chí
Tiêu đề: Z. Phys. Chem
21. M. Griebel, S. Knapek, Optimized tensor-product approximation spaces, Constr. Approx. 16, 525–540 (2000) Sách, tạp chí
Tiêu đề: Constr. Approx
22. M. Griebel, S. Knapek, Optimized general sparse grid approximation spaces for operator equations, Math. Comput. 78(268), 2223–2257 (2009) Sách, tạp chí
Tiêu đề: Math. Comput

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