Numerical Aspects of the Tensor Product Multilevel Method for High-dimensional, Kernel-based Reconstruction on Sparse Grids

Abstract

This paper investigates the approximation of functions with finite smoothness defined on domains with a Cartesian product structure. The recently proposed tensor product multilevel method (TPML) combines Smolyak's sparse grid method with a kernel-based residual correction technique. The contributions of this paper are twofold. First, we present two improvements on the TPML that reduce the computational cost of point evaluations compared to a naive implementation. Second, we provide numerical examples that demonstrate the effectiveness and innovation of the TPML.