Sparse Tensor Product Wavelet Approximation of Singular Functions


On product domains, sparse-grid approximation yields optimal, dimension-independent convergence rates when the function that is approximated has L2-bounded mixed derivatives of a sufficiently high order. We show that the solution of Poisson’s equation on the n-dimensional hypercube with Dirichlet boundary conditions and smooth right-hand side generally does… (More)
DOI: 10.1137/090764694


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