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Sampling inequalities for sparse grids

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Abstract

Sampling inequalities play an important role in deriving error estimates for various reconstruction processes. They provide quantitative estimates on a Sobolev norm of a function, defined on a bounded domain, in terms of a discrete norm of the function’s sampled values and a smoothness term which vanishes if the sampling points become dense. The density measure, which is typically used to express these estimates, is the mesh norm or Hausdorff distance of the discrete points to the bounded domain. Such a density measure intrinsically suffers from the curse of dimension. The curse of dimension can be circumvented, at least to a certain extend, by considering additional structures. Here, we will focus on bounded mixed regularity. In this situation sparse grid constructions have been proven to overcome the curse of dimension to a certain extend. In this paper, we will concentrate on a special construction for such sparse grids, namely Smolyak’s method and provide sampling inequalities for mixed regularity functions on such sparse grids in terms of the number of points in the sparse grid. Finally, we will give some applications of these sampling inequalities.

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Acknowledgments

We thank Michael Griebel for helpful discussions. The authors acknowledge partial support by the Deutsche Forschungsgemeinschaft through the Collaborative Research Centers (SFB) 1060 and the Hausdorff Center for Mathematics.

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Correspondence to Holger Wendland.

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Rieger, C., Wendland, H. Sampling inequalities for sparse grids. Numer. Math. 136, 439–466 (2017). https://doi.org/10.1007/s00211-016-0845-7

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  • DOI: https://doi.org/10.1007/s00211-016-0845-7

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