Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness
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- by Michael Griebel, Helmut Harbrecht and Reinhold Schneider HTML | PDF
- Math. Comp. 92 (2023), 1729-1746 Request permission
Abstract:
Let $\Omega _i\subset \mathbb {R}^{n_i}$, $i=1,\ldots ,m$, be given domains. In this article, we study the low-rank approximation with respect to $L^2(\Omega _1\times \dots \times \Omega _m)$ of functions from Sobolev spaces with dominating mixed smoothness. To this end, we first estimate the rank of a bivariate approximation, i.e., the rank of the continuous singular value decomposition. In comparison to the case of functions from Sobolev spaces with isotropic smoothness, compare Griebel and Harbrecht [IMA J. Numer. Anal. 34 (2014), pp. 28–54] and Griebel and Harbrecht [IMA J. Numer. Anal. 39 (2019), pp. 1652–1671], we obtain improved results due to the additional mixed smoothness. This convergence result is then used to study the tensor train decomposition as a method to construct multivariate low-rank approximations of functions from Sobolev spaces with dominating mixed smoothness. We show that this approach is able to beat the curse of dimension.References
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Additional Information
- Michael Griebel
- Affiliation: Institut für Numerische Simulation, Universität Bonn, Friedrich-Hirzebruch-Allee 7, 53115 Bonn, Germany; and Fraunhofer Institute for Algorithms and Scientific Computing (SCAI), Schloss Birlinghoven, 53754 Sankt Augustin, Germany
- MR Author ID: 270664
- Email: griebel@ins.uni-bonn.de
- Helmut Harbrecht
- Affiliation: Departement Mathematik und Informatik, Universität Basel, Spiegelgasse 1, 4051 Basel, Switzerland
- MR Author ID: 682387
- Email: helmut.harbrecht@unibas.ch
- Reinhold Schneider
- Affiliation: Institute of Mathematics, Technical University of Berlin, Straße des 17. Juni 136, 10623 Berlin, Germany
- MR Author ID: 224723
- Email: schneidr@math.tu-berlin.de
- Received by editor(s): March 7, 2022
- Received by editor(s) in revised form: August 12, 2022, November 24, 2022, and February 20, 2023
- Published electronically: March 7, 2023
- Additional Notes: The first author was supported by the Hausdorff Center for Mathematics in Bonn, funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy -EXC-2047/1-390685813 and the Sonderforschungsbereich 1060 The Mathematics of Emergent Effects.
- © Copyright 2023 American Mathematical Society
- Journal: Math. Comp. 92 (2023), 1729-1746
- MSC (2020): Primary 41A17, 41A25, 41A30, 41A65
- DOI: https://doi.org/10.1090/mcom/3813
- MathSciNet review: 4570339