Tractability of Multivariate Problems: Standard information for functionals

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Publisher : European Mathematical Society
ISBN 13 : 9783037190845
Total Pages : 684 pages
Book Rating : 4.1/5 (98 download)

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Book Synopsis Tractability of Multivariate Problems: Standard information for functionals by : Erich Novak

Download or read book Tractability of Multivariate Problems: Standard information for functionals written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The second volume deals with algorithms using standard information consisting of function values for the approximation of linear and selected nonlinear functionals. An important example is numerical multivariate integration. The proof techniques used in volumes I and II are quite different. It is especially hard to establish meaningful lower error bounds for the approximation of functionals by using finitely many function values. Here, the concept of decomposable reproducing kernels is helpful, allowing it to find matching lower and upper error bounds for some linear functionals. It is then possible to conclude tractability results from such error bounds. Tractability results, even for linear functionals, are very rich in variety. There are infinite-dimensional Hilbert spaces for which the approximation with an arbitrarily small error of all linear functionals requires only one function value. There are Hilbert spaces for which all nontrivial linear functionals suffer from the curse of dimensionality. This holds for unweighted spaces, where the role of all variables and groups of variables is the same. For weighted spaces one can monitor the role of all variables and groups of variables. Necessary and sufficient conditions on the decay of the weights are given to obtain various notions of tractability. The text contains extensive chapters on discrepancy and integration, decomposable kernels and lower bounds, the Smolyak/sparse grid algorithms, lattice rules and the CBC (component-by-component) algorithms. This is done in various settings. Path integration and quantum computation are also discussed. This volume is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It is also well suited for graduate courses and seminars. There are 61 open problems listed to stimulate future research in tractability.

Tractability of Multivariate Problems: Linear information

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Publisher : European Mathematical Society
ISBN 13 : 9783037190265
Total Pages : 402 pages
Book Rating : 4.1/5 (92 download)

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Book Synopsis Tractability of Multivariate Problems: Linear information by : Erich Novak

Download or read book Tractability of Multivariate Problems: Linear information written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 $\varepsilon$, i.e., the cost increases polynomially in $\varepsilon^{-1}$ and $d$. However, there are many multivariate problems for which even the minimal cost increases exponentially in $d$. This exponential dependence on $d$ is called intractability or the curse of dimensionality. This is the first volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. It is devoted to tractability in the case of algorithms using linear information and develops the theory for multivariate problems in various settings: worst case, average case, randomized and probabilistic. A problem is tractable if its minimal cost is not exponential in $\varepsilon^{-1}$ and $d$. There are various notions of tractability, depending on how we measure the lack of exponential dependence. For example, a problem is polynomially tractable if its minimal cost is polynomial in $\varepsilon^{-1}$ and $d$. The study of tractability was initiated about 15 years ago. This is the first and only research monograph on this subject. Many multivariate problems suffer from the curse of dimensionality when they are defined over classical (unweighted) spaces. In this case, all variables and groups of variables play the same role, which causes the minimal cost to be exponential in $d$. But many practically important problems are solved today for huge $d$ in a reasonable time. One of the most intriguing challenges of the theory is to understand why this is possible. Multivariate problems may become weakly tractable, polynomially tractable or even strongly polynomially tractable if they are defined over weighted spaces with properly decaying weights. One of the main purposes of this book is to study weighted spaces and obtain necessary and sufficient conditions on weights for various notions of tractability. The book is of interest for researchers working in computational mathematics, especially in approximation of high-dimensional problems. It may be also suitable for graduate courses and seminars. The text concludes with a list of thirty open problems that can be good candidates for future tractability research.

Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan

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Publisher : Springer
ISBN 13 : 3319724568
Total Pages : 1330 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan by : Josef Dick

Download or read book Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan written by Josef Dick and published by Springer. This book was released on 2018-05-23 with total page 1330 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a tribute to Professor Ian Hugh Sloan on the occasion of his 80th birthday. It consists of nearly 60 articles written by international leaders in a diverse range of areas in contemporary computational mathematics. These papers highlight the impact and many achievements of Professor Sloan in his distinguished academic career. The book also presents state of the art knowledge in many computational fields such as quasi-Monte Carlo and Monte Carlo methods for multivariate integration, multi-level methods, finite element methods, uncertainty quantification, spherical designs and integration on the sphere, approximation and interpolation of multivariate functions, oscillatory integrals, and in general in information-based complexity and tractability, as well as in a range of other topics. The book also tells the life story of the renowned mathematician, family man, colleague and friend, who has been an inspiration to many of us. The reader may especially enjoy the story from the perspective of his family, his wife, his daughter and son, as well as grandchildren, who share their views of Ian. The clear message of the book is that Ian H. Sloan has been a role model in science and life.

Efficient Numerical Methods for Non-local Operators

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Publisher : European Mathematical Society
ISBN 13 : 9783037190913
Total Pages : 452 pages
Book Rating : 4.1/5 (99 download)

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Book Synopsis Efficient Numerical Methods for Non-local Operators by : Steffen Börm

Download or read book Efficient Numerical Methods for Non-local Operators written by Steffen Börm and published by European Mathematical Society. This book was released on 2010 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hierarchical matrices present an efficient way of treating dense matrices that arise in the context of integral equations, elliptic partial differential equations, and control theory. While a dense $n\times n$ matrix in standard representation requires $n^2$ units of storage, a hierarchical matrix can approximate the matrix in a compact representation requiring only $O(n k \log n)$ units of storage, where $k$ is a parameter controlling the accuracy. Hierarchical matrices have been successfully applied to approximate matrices arising in the context of boundary integral methods, to construct preconditioners for partial differential equations, to evaluate matrix functions, and to solve matrix equations used in control theory. $\mathcal{H}^2$-matrices offer a refinement of hierarchical matrices: Using a multilevel representation of submatrices, the efficiency can be significantly improved, particularly for large problems. This book gives an introduction to the basic concepts and presents a general framework that can be used to analyze the complexity and accuracy of $\mathcal{H}^2$-matrix techniques. Starting from basic ideas of numerical linear algebra and numerical analysis, the theory is developed in a straightforward and systematic way, accessible to advanced students and researchers in numerical mathematics and scientific computing. Special techniques are required only in isolated sections, e.g., for certain classes of model problems.

Multivariate Algorithms and Information-Based Complexity

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110635461
Total Pages : 158 pages
Book Rating : 4.1/5 (16 download)

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Book Synopsis Multivariate Algorithms and Information-Based Complexity by : Fred J. Hickernell

Download or read book Multivariate Algorithms and Information-Based Complexity written by Fred J. Hickernell and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-06-08 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based complexity, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian probabilistic numerical methods and numerical methods for stochastic differential equations.

Monte Carlo and Quasi-Monte Carlo Methods

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Publisher : Springer
ISBN 13 : 3319335073
Total Pages : 624 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods by : Ronald Cools

Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Ronald Cools and published by Springer. This book was released on 2016-06-13 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Uniform Distribution and Quasi-Monte Carlo Methods

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110375036
Total Pages : 294 pages
Book Rating : 4.1/5 (13 download)

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Book Synopsis Uniform Distribution and Quasi-Monte Carlo Methods by : Peter Kritzer

Download or read book Uniform Distribution and Quasi-Monte Carlo Methods written by Peter Kritzer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2014-08-19 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

The Journal of Integral Equations and Applications

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Publisher :
ISBN 13 :
Total Pages : 636 pages
Book Rating : 4.3/5 (21 download)

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Book Synopsis The Journal of Integral Equations and Applications by :

Download or read book The Journal of Integral Equations and Applications written by and published by . This book was released on 2012 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Monte Carlo and Quasi-Monte Carlo Methods 2012

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Publisher : Springer Science & Business Media
ISBN 13 : 3642410952
Total Pages : 680 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 2012 by : Josef Dick

Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2012 written by Josef Dick and published by Springer Science & Business Media. This book was released on 2013-12-05 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Extraction of Quantifiable Information from Complex Systems

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Publisher : Springer
ISBN 13 : 3319081594
Total Pages : 446 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Extraction of Quantifiable Information from Complex Systems by : Stephan Dahlke

Download or read book Extraction of Quantifiable Information from Complex Systems written by Stephan Dahlke and published by Springer. This book was released on 2014-11-13 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.

Tractability of Multivariate Problems: Standard information for operators

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Publisher : Samfundslitteratur
ISBN 13 : 9783037191163
Total Pages : 608 pages
Book Rating : 4.1/5 (911 download)

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Book Synopsis Tractability of Multivariate Problems: Standard information for operators by : Erich Novak

Download or read book Tractability of Multivariate Problems: Standard information for operators written by Erich Novak and published by Samfundslitteratur. This book was released on 2008 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The third volume deals with algorithms using standard information consisting of function values. Linear and selected nonlinear operators are studied. The most important example studied in volume III is the approximation of multivariate functions. Many other linear and some nonlinear problems are closely related to the approximation of multivariate functions. While the lower bounds obtained in volume I for the class of linear information also yield lower bounds for the standard class of function values, new techniques for upper bounds are presented in volume III. One of the main issues here is to verify when the power of standard information is nearly the same as the power of linear information. In particular, for the approximation problem defined over Hilbert spaces, the power of standard and linear information is the same in the randomized and average case (with Gaussian measures) settings, whereas in the worst case setting this is not true. The book is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It may be well suited for graduate courses and seminars. The text contains 58 open problems for future research in tractability.

Nonlinear Potential Theory on Metric Spaces

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Publisher : European Mathematical Society
ISBN 13 : 9783037190999
Total Pages : 422 pages
Book Rating : 4.1/5 (99 download)

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Book Synopsis Nonlinear Potential Theory on Metric Spaces by : Anders Björn

Download or read book Nonlinear Potential Theory on Metric Spaces written by Anders Björn and published by European Mathematical Society. This book was released on 2011 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The $p$-Laplace equation is the main prototype for nonlinear elliptic problems and forms a basis for various applications, such as injection moulding of plastics, nonlinear elasticity theory, and image processing. Its solutions, called p-harmonic functions, have been studied in various contexts since the 1960s, first on Euclidean spaces and later on Riemannian manifolds, graphs, and Heisenberg groups. Nonlinear potential theory of p-harmonic functions on metric spaces has been developing since the 1990s and generalizes and unites these earlier theories. This monograph gives a unified treatment of the subject and covers most of the available results in the field, so far scattered over a large number of research papers. The aim is to serve both as an introduction to the area for interested readers and as a reference text for active researchers. The presentation is rather self contained, but it is assumed that readers know measure theory and functional analysis. The first half of the book deals with Sobolev type spaces, so-called Newtonian spaces, based on upper gradients on general metric spaces. In the second half, these spaces are used to study p-harmonic functions on metric spaces, and a nonlinear potential theory is developed under some additional, but natural, assumptions on the underlying metric space. Each chapter contains historical notes with relevant references, and an extensive index is provided at the end of the book.

Faber Systems and Their Use in Sampling, Discrepancy, Numerical Integration

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Publisher : European Mathematical Society
ISBN 13 : 9783037191071
Total Pages : 120 pages
Book Rating : 4.1/5 (91 download)

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Book Synopsis Faber Systems and Their Use in Sampling, Discrepancy, Numerical Integration by : Hans Triebel

Download or read book Faber Systems and Their Use in Sampling, Discrepancy, Numerical Integration written by Hans Triebel and published by European Mathematical Society. This book was released on 2012 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals first with Haar bases, Faber bases and Faber frames for weighted function spaces on the real line and the plane. It extends results in the author's book, ``Bases in Function Spaces, Sampling, Discrepancy, Numerical Integration'' (EMS, 2010), from unweighted spaces (preferably in cubes) to weighted spaces. The obtained assertions are used to study sampling and numerical integration in weighted spaces on the real line and weighted spaces with dominating mixed smoothness in the plane. A short chapter deals with the discrepancy for spaces on intervals.

Ridge Functions and Applications in Neural Networks

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Publisher : American Mathematical Society
ISBN 13 : 1470467658
Total Pages : 186 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Ridge Functions and Applications in Neural Networks by : Vugar E. Ismailov

Download or read book Ridge Functions and Applications in Neural Networks written by Vugar E. Ismailov and published by American Mathematical Society. This book was released on 2021-12-17 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have witnessed a growth of interest in the special functions called ridge functions. These functions appear in various fields and under various guises. They appear in partial differential equations (where they are called plane waves), in computerized tomography, and in statistics. Ridge functions are also the underpinnings of many central models in neural network theory. In this book various approximation theoretic properties of ridge functions are described. This book also describes properties of generalized ridge functions, and their relation to linear superpositions and Kolmogorov's famous superposition theorem. In the final part of the book, a single and two hidden layer neural networks are discussed. The results obtained in this part are based on properties of ordinary and generalized ridge functions. Novel aspects of the universal approximation property of feedforward neural networks are revealed. This book will be of interest to advanced graduate students and researchers working in functional analysis, approximation theory, and the theory of real functions, and will be of particular interest to those wishing to learn more about neural network theory and applications and other areas where ridge functions are used.

75 Years of Mathematics of Computation

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Publisher : American Mathematical Soc.
ISBN 13 : 1470451638
Total Pages : 378 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis 75 Years of Mathematics of Computation by : Susanne C. Brenner

Download or read book 75 Years of Mathematics of Computation written by Susanne C. Brenner and published by American Mathematical Soc.. This book was released on 2020-07-29 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2018 marked the 75th anniversary of the founding of Mathematics of Computation, one of the four primary research journals published by the American Mathematical Society and the oldest research journal devoted to computational mathematics. To celebrate this milestone, the symposium “Celebrating 75 Years of Mathematics of Computation” was held from November 1–3, 2018, at the Institute for Computational and Experimental Research in Mathematics (ICERM), Providence, Rhode Island. The sixteen papers in this volume, written by the symposium speakers and editors of the journal, include both survey articles and new contributions. On the discrete side, there are four papers covering topics in computational number theory and computational algebra. On the continuous side, there are twelve papers covering topics in machine learning, high dimensional approximations, nonlocal and fractional elliptic problems, gradient flows, hyperbolic conservation laws, Maxwell's equations, Stokes's equations, a posteriori error estimation, and iterative methods. Together they provide a snapshot of significant achievements in the past quarter century in computational mathematics and also in important current trends.

Introduction to Quasi-Monte Carlo Integration and Applications

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Publisher : Springer
ISBN 13 : 3319034251
Total Pages : 206 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Introduction to Quasi-Monte Carlo Integration and Applications by : Gunther Leobacher

Download or read book Introduction to Quasi-Monte Carlo Integration and Applications written by Gunther Leobacher and published by Springer. This book was released on 2014-09-12 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.

A Panorama of Discrepancy Theory

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Publisher : Springer
ISBN 13 : 3319046969
Total Pages : 708 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis A Panorama of Discrepancy Theory by : William Chen

Download or read book A Panorama of Discrepancy Theory written by William Chen and published by Springer. This book was released on 2014-10-07 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first work on Discrepancy Theory to show the present variety of points of view and applications covering the areas Classical and Geometric Discrepancy Theory, Combinatorial Discrepancy Theory and Applications and Constructions. It consists of several chapters, written by experts in their respective fields and focusing on the different aspects of the theory. Discrepancy theory concerns the problem of replacing a continuous object with a discrete sampling and is currently located at the crossroads of number theory, combinatorics, Fourier analysis, algorithms and complexity, probability theory and numerical analysis. This book presents an invitation to researchers and students to explore the different methods and is meant to motivate interdisciplinary research.