Multivariate approximation by translates of the Korobov function on Smolyak grids

Abstract

For a set W ⊂ Lp(d), 1 < p < ∞, of multivariate periodic functions on the torus d and a given function ∈ Lp(d), we study the approximation in the Lp(d)-norm of functions f ∈ W by arbitrary linear combinations of n translates of . For W = Urp(d) and = r,d, we prove upper bounds of the worst case error of this approximation where Urp(d) is the unit ball in the Korobov space Krp(d) and r,d is the associated Korobov function. To obtain the upper bounds, we construct approximation methods based on sparse Smolyak grids. The case p=2, \ r > 1/2, is especially important since Kr2(d) is a reproducing kernel Hilbert space, whose reproducing kernel is a translation kernel determined by r,d. We also provide lower bounds of the optimal approximation on the best choice of .

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