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Buch Cover Tractability of Multivariate Problems

Erich Novak, Henryk Woźniakowski
EMS Press
79 € · Hardcover

worst case setting Curse of dimensionality finite-order weights weighted norms average case setting, tractability randomized algorithms high-dimensional numerical problems

Multivariate problems occur in many applications. These problems are defined on spaces of d-variate functions and d can be huge – in the hundreds or even in the thousands. Some high-dimensional problems can be solved efficiently to within ε, i.e., the cost increases polynomially in ε−1 and d. ...

Tractability of Multivariate Problems

Erich Novak, Henryk Woźniakowski
EMS Press
109 € · Buch

Fredholm equation worst case setting, average case setting, randomized setting, high-dimensional numerical problems, Poisson equation Multivariate approximation quasilinear problems linear problems power of function values tractability Smolyak and weighted tensor product algorithms, weighted spaces, curse of dimension

This three-volume set is a comprehensive study of the tractability of multivariate problems. Volume I covers algorithms using linear information consisting of arbitrary continuous linear functionals. Volumes II and III are devoted to algorithms using standard information consisting of function value...

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