An iterative computation of approximations on Korobov-like spaces |
| |
Institution: | ISITV, Université de Toulon et du Var, Avenue G. Pompidou, BP 56, 83262 La Valette du Var Cedex, France |
| |
Abstract: | This paper treats the multidimensional application of a previous iterative Monte Carlo algorithm that enables the computation of approximations in L2. The case of regular functions is studied using a Fourier basis on periodised functions, Legendre and Tchebychef polynomial bases. The dimensional effect is reduced by computing these approximations on Korobov-like spaces. Numerical results show the efficiency of the algorithm for both approximation and numerical integration. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|