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Hierarchical Polynomial-Bases & Sparse Grids 1/21 grid: Gitter <> сéтка sparse: spärlich, dünn <> рéдкий.

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Presentation on theme: "Hierarchical Polynomial-Bases & Sparse Grids 1/21 grid: Gitter <> сéтка sparse: spärlich, dünn <> рéдкий."— Presentation transcript:

1 Hierarchical Polynomial-Bases & Sparse Grids 1/21 grid: Gitter <> сéтка sparse: spärlich, dünn <> рéдкий

2 2/21 1. Introduction Let be a function space and 1.1 A few properties of function spaces A few examples: - C n (Ω, R) is the space of n times differentiable functions from R d to R - span{1,x,x 2,…,x n } - span{ f i } is a subspace of - is a infinite dimensional vector space -

3 3/21 Image 1.2 The tensor product Let f and g be two functions, then the tensor product is defined by So if we have the function φ for example: the tensor product is otherwise: sonst <> в другой случае

4 4/21 Sometimes we want to measure the length of a function. In C n (Ω,R) we will look at three different norms: 1.3 Norms in function spaces (energy norm)

5 5/21 2. The hierarchical basis On page 3 we have seen a function φ. Now we will define functions, which are closely related to φ: Image These are basis functions of R Image 2.1 A simple function space

6 6/21 We define: and get If we take now these basis functions of W k we get the hierarchical basis of V n odd: ungerade <> нечётный Image 2.2 A new basis Image Applying the tensor product to these functions, we get a hierarchical basis of higher dimensional spaces V n,d of dimension d.

7 7/21 For all basis functions φ k,i the following equations hold: equation: Gleichung <> уравнение

8 8/21 2.3 Approximation Now we want to approximate a function f in C([0,1], R) with f(0) = f(1) = 0 by a function in V n. Example (function values) (hierarchical surplus) surplus: Überschuss <> избыток

9 9/21 With the help of the integral representation of the coefficients we get the following estimates: estimate: Abschätzung <> оценка and from this

10 10/21 3. Sparse grids For multi-indices we define: 3.1 Multi-indices

11 11/21 A d-dimensional grid can be written as a multi- index with mesh size mesh: Masche <> петля The grid points are Now we can assign every x m,i a function Example 3.2 Grids

12 12/21 3.3 Curse of dimensionality The dimension of is But as we seen before curse: Fluch <> проклятие and we get

13 13/21 3.4 The solution We search for subspaces W l where the quotient is as big as possible Image benefit: Nutzen <> польза

14 14/21 There exists also an optimal choice of grids for the energy-norm. We get the function space and the estimates

15 15/21 3.5 -complexity

16 16/21 4. Higher-order polynomials 4.1 Construction Now we want to generalize the piecewise linear basis functions to polynomials of arbitrary degree. We use the tensor product: Image arbitrary: beliebig <> любой with To determine this polynomial we need p j +1 points. For that we have to look at the hierarchical ancestors. Example ancestor: Vorfahr <> предок

17 17/21 is now defined as the Lagrangian interpolation polynomial with the following properties: and is zero for the p j -2 next ancestors. Example This scheme is not correct for the linear basis functions, as they are only piecewise linear and need three definition points.

18 18/21 4.2 Estimates For the basis polynomials we get: We define a constant-function

19 19/21 The estimates for the hierarchical surplus are: withas before we get for

20 20/21 For a function out of the order of approximation is given by But as the costs do not change: we can define the same as before

21 21/21 4.3 ε- complexities For we get

22 The End

23 Image1 Bild1

24 Image2 Bild2

25 Bild3 Image3 n= 3n= 1 and n= 2 φ 1,1 φ 3,5

26 Bild4 Image4 This is an example for a function in V 3

27 Bild5 Image5 nodal point basis natural hierarchical basis φ 1,1 φ 2,1 φ 2,3 node: Knoten <> узел W1W2W3W1W2W3

28 Bild6 Image6

29 Example1

30 l=(3,2) h l = (1/8,1/4) Example2

31 Image7 W (1,1) W (2,1) W (1,2)

32 Image8

33 Example3 01

34 Example4

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