This paper describes an extension of Fourier approximation methods for multivariate functions defined on bounded domains to unbounded ones via a multivariate change of coordinate mapping. In this approach we adapt algorithms for the evaluation and reconstruction of multivariate trigonometric polynomials based on single and multiple reconstructing rank-1 lattices and make use of dimension incremental construction methods for sparse frequency sets. Various numerical tests confirm obtained theoretical results for the transformed methods.
We combine a periodization strategy for weighted $$L_{2}$$ L 2 -integrands with efficient approximation methods in order to approximate multivariate non-periodic functions on the high-dimensional cube $$\left[ -\frac{1}{2},\frac{1}{2}\right] ^{d}$$ - 1 2 , 1 2 d . Our concept allows to determine conditions on the d-variate torus-to-cube transformations $${\psi :\left[ -\frac{1}{2},\frac{1}{2}\right] ^{d}\rightarrow \left[ -\frac{1}{2},\frac{1}{2}\right] ^{d}}$$ ψ : - 1 2 , 1 2 d → - 1 2 , 1 2 d such that a non-periodic function is transformed into a smooth function in the Sobolev space $${\mathcal {H}}^{m}(\mathbb {T}^{d})$$ H m ( T d ) when applying $$\psi $$ ψ . We adapt $$L_{\infty }(\mathbb {T}^{d})$$ L ∞ ( T d ) - and $$L_{2}(\mathbb {T}^{d})$$ L 2 ( T d ) -approximation error estimates for single rank-1 lattice approximation methods and adjust algorithms for the fast evaluation and fast reconstruction of multivariate trigonometric polynomials on the torus in order to apply these methods to the non-periodic setting. We illustrate the theoretical findings by means of numerical tests in up to $$d=5$$ d = 5 dimensions.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.