On applicability of the sparse grid method in the worst case setting

Fengbo Hang, Youming Li

Research output: Contribution to journalArticlepeer-review

Abstract

Let Tk: Wrkp → Wsk q be bounded linear operators. We provide several sufficient conditions for the validity of the inequality ∥ ⊗k Tk ∥ ≤ Πk ∥ Tk. These results can be applied to error and cost estimates for the sparse grid method.

Original languageEnglish (US)
Pages (from-to)95-105
Number of pages11
JournalNumerical Algorithms
Volume42
Issue number2
DOIs
StatePublished - Jun 2006

Keywords

  • Information-based complexity
  • Smolyak's algorithm
  • Sparse grid method

ASJC Scopus subject areas

  • Applied Mathematics

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