Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5773840 | Journal of Complexity | 2017 | 17 Pages |
Abstract
Most commonly used adaptive algorithms for univariate real-valued function approximation and global minimization lack theoretical guarantees. Our new locally adaptive algorithms are guaranteed to provide answers that satisfy a user-specified absolute error tolerance for a cone, C, of non-spiky input functions in the Sobolev space W2,â[a,b]. Our algorithms automatically determine where to sample the function-sampling more densely where the second derivative is larger. The computational cost of our algorithm for approximating a univariate function f on a bounded interval with Lâ-error no greater than ε is O(âfâ³â12/ε) as εâ0. This is the same order as that of the best function approximation algorithm for functions in C. The computational cost of our global minimization algorithm is of the same order and the cost can be substantially less if f significantly exceeds its minimum over much of the domain. Our Guaranteed Automatic Integration Library (GAIL) contains these new algorithms. We provide numerical experiments to illustrate their superior performance.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Sou-Cheng T. Choi, Yuhan Ding, Fred J. Hickernell, Xin Tong,