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On the efficient computation of high-dimensional integrals and the approximation by exponential sums

Authors :
Wolfgang Hackbusch
Dietrich Braess
Source :
Multiscale, Nonlinear and Adaptive Approximation ISBN: 9783642034121
Publication Year :
2009
Publisher :
Springer Berlin Heidelberg, 2009.

Abstract

The approximation of the functions 1/x and \(1/\sqrt{x}\) by exponential sums enables us to evaluate some high-dimensional integrals by products of one-dimensional integrals. The degree of approximation can be estimated via the study of rational approximation of the square root function. The latter has interesting connections with the Babylonian method and Gauss’ arithmetic-geometric process.

Details

ISBN :
978-3-642-03412-1
ISBNs :
9783642034121
Database :
OpenAIRE
Journal :
Multiscale, Nonlinear and Adaptive Approximation ISBN: 9783642034121
Accession number :
edsair.doi...........770a63ac53562da163e0f68efecf8883