Math 2.0

Approximations and expansions Definition

Multivariate approximation

Builds on Normed vector spaceError of best approximationPolynomials in several variables

Definition

Let d≥2d \ge 2, let Ω⊆ℝd\Omega \subseteq \R^d, and let XX be a normed space of real functions on Ω\Omega, such as C(Ω)C(\Omega) for compact Ω\Omega or Lp(Ω)L^p(\Omega). Let V1,V2,…V_1, V_2, \dots be subsets of XX, called approximating families, usually finite-dimensional subspaces or sets described by nn parameters. Multivariate approximation is the approximation of functions f∈Xf \in X of the dd variables by elements of the families VnV_n. Its quality is measured by the error of best approximation E(f,Vn)=inf⁡v∈Vn∥f−v∥X.E(f, V_n) = \inf_{v \in V_n} \norm{f - v}_X. The subject studies how E(f,Vn)E(f, V_n) depends on nn, on dd and on the smoothness of ff.

Remarks

Example: Ω=[0,1]d\Omega = [0, 1]^d, X=C(Ω)X = C(\Omega), and VnV_n the polynomials in several variables of total degree at most nn, a space of dimension (n+dd)\binom{n + d}{d}. By the Stone–Weierstrass theorem, E(f,Vn)→0E(f, V_n) \to 0 for every continuous ff.

Non-example: for d=1d = 1 the same question is univariate approximation, the classical case covered by the Weierstrass approximation theorem.

A typical rate for a fixed dimension: if ff has bounded derivatives of order ss and VnV_n has dimension NN, the best linear methods give errors of order N−s/dN^{-s/d}. This rate degrades as dd grows.

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  1. Error of best approximation concept
  2. Normed vector space concept
  3. Polynomials in several variables concept
  4. Multivariate approximation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Approximation_theory
About this page
Tag77NG85NDQM
URIm2://77NG85NDQM
Kinddefinition
WritingW0 stub
MSC41A63, 41A10
DefinesMultivariate approximation
UsesNormed vector space, Error of best approximation, Polynomials in several variables

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