High-dimensional periodic sampling on Smolyak grids based on B-spline quasi-interpolation

preprint2015arXivOpen access

Abstract

We constructed linear algorithms of sampling recovery and cubature formulas on Smolyak grids parametrized by m∈Nm \in \mathbb{N} of periodic dd-variate functions having Lipschitz-Hölder mixed smoothness α>0α> 0 based on B-spline quasi-interpolation, and studied their optimality. We established lower estimates (for α≤2α\le 2) and upper bounds of the error of the optimal sampling recovery and the optimal integration on Smolyak grids, explicit in dd, mm and the number νν of active variables of functions when dd and mm may be large.

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