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Toni Volkmer

Multivariate Approximation and High-Dimensional Sparse FFT Based on Rank-1 Lattice Sampling

Autor: Toni Volkmer

ISBN: 978-3-96100-020-3

Seitenzahl: 175

Erscheinungsdatum: 14.07.2017

 

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Produktinformationen "Multivariate Approximation and High-Dimensional Sparse FFT Based on Rank-1 Lattice Sampling"

In this work, the fast evaluation and reconstruction of multivariate trigonometric polynomials with frequencies supported on arbitrary index sets of finite cardinality is considered, where rank-1 lattices are used as spatial discretizations. The approximation of multivariate smooth periodic functions by trigonometric polynomials is studied, based on a one-dimensional FFT applied to function samples. The smoothness of the functions is characterized via the decay of their Fourier coefficients, and various estimates for sampling errors are shown, complemented by numerical tests for up to 25 dimensions. In addition, the special case of perturbed rank-1 lattice nodes is considered, and a fast Taylor expansion based approximation method is developed. One main contribution is the transfer of the methods to the non-periodic case. Multivariate algebraic polynomials in Chebyshev form are used as ansatz functions and rank-1 Chebyshev lattices as spatial discretizations. This strategy allows for using fast algorithms based on a one-dimensional DCT. The smoothness of a function can be characterized via the decay of its Chebyshev coefficients. From this point of view, estimates for sampling errors are shown as well as numerical tests for up to 25 dimensions. A further main contribution is the development of a high-dimensional sparse FFT method based on rank-1 lattice sampling, which allows for determining unknown frequency locations belonging to the approxi­mately largest Fourier or Chebyshev coefficients of a function.

 

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