Multivariate approximation of functions with bounded fractional derivatives

نویسنده

  • Josef Dick
چکیده

In this paper we use a piecewise constant Smolyak approximation algorithm to approximate functions whose partial mixed fractional derivatives of order 0 < α ≤ 1 in each variable are bounded. We prove that the L1 error of our approximation is of order (log card(Aq,s))(card(Aq,s)), where card(Aq,s) denotes the number of function evaluations used by the algorithm.

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تاریخ انتشار 2006