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Author: Erich Novak
Publisher: European Mathematical Society
ISBN: 9783037190845
Category : Mathematics
Languages : en
Pages : 684
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Book Description
This is the second volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The second volume deals with algorithms using standard information consisting of function values for the approximation of linear and selected nonlinear functionals. An important example is numerical multivariate integration. The proof techniques used in volumes I and II are quite different. It is especially hard to establish meaningful lower error bounds for the approximation of functionals by using finitely many function values. Here, the concept of decomposable reproducing kernels is helpful, allowing it to find matching lower and upper error bounds for some linear functionals. It is then possible to conclude tractability results from such error bounds. Tractability results, even for linear functionals, are very rich in variety. There are infinite-dimensional Hilbert spaces for which the approximation with an arbitrarily small error of all linear functionals requires only one function value. There are Hilbert spaces for which all nontrivial linear functionals suffer from the curse of dimensionality. This holds for unweighted spaces, where the role of all variables and groups of variables is the same. For weighted spaces one can monitor the role of all variables and groups of variables. Necessary and sufficient conditions on the decay of the weights are given to obtain various notions of tractability. The text contains extensive chapters on discrepancy and integration, decomposable kernels and lower bounds, the Smolyak/sparse grid algorithms, lattice rules and the CBC (component-by-component) algorithms. This is done in various settings. Path integration and quantum computation are also discussed. This volume is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It is also well suited for graduate courses and seminars. There are 61 open problems listed to stimulate future research in tractability.
Author: Erich Novak
Publisher: European Mathematical Society
ISBN: 9783037190845
Category : Mathematics
Languages : en
Pages : 684
Get Book Here
Book Description
This is the second volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The second volume deals with algorithms using standard information consisting of function values for the approximation of linear and selected nonlinear functionals. An important example is numerical multivariate integration. The proof techniques used in volumes I and II are quite different. It is especially hard to establish meaningful lower error bounds for the approximation of functionals by using finitely many function values. Here, the concept of decomposable reproducing kernels is helpful, allowing it to find matching lower and upper error bounds for some linear functionals. It is then possible to conclude tractability results from such error bounds. Tractability results, even for linear functionals, are very rich in variety. There are infinite-dimensional Hilbert spaces for which the approximation with an arbitrarily small error of all linear functionals requires only one function value. There are Hilbert spaces for which all nontrivial linear functionals suffer from the curse of dimensionality. This holds for unweighted spaces, where the role of all variables and groups of variables is the same. For weighted spaces one can monitor the role of all variables and groups of variables. Necessary and sufficient conditions on the decay of the weights are given to obtain various notions of tractability. The text contains extensive chapters on discrepancy and integration, decomposable kernels and lower bounds, the Smolyak/sparse grid algorithms, lattice rules and the CBC (component-by-component) algorithms. This is done in various settings. Path integration and quantum computation are also discussed. This volume is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It is also well suited for graduate courses and seminars. There are 61 open problems listed to stimulate future research in tractability.
Author: Erich Novak
Publisher: European Mathematical Society
ISBN: 9783037190265
Category : Mathematics
Languages : en
Pages : 402
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Book Description
Multivariate problems occur in many applications. These problems are defined on spaces of $d$-variate functions and $d$ can be huge--in the hundreds or even in the thousands. Some high-dimensional problems can be solved efficiently to within $\varepsilon$, i.e., the cost increases polynomially in $\varepsilon^{-1}$ and $d$. However, there are many multivariate problems for which even the minimal cost increases exponentially in $d$. This exponential dependence on $d$ is called intractability or the curse of dimensionality. This is the first volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. It is devoted to tractability in the case of algorithms using linear information and develops the theory for multivariate problems in various settings: worst case, average case, randomized and probabilistic. A problem is tractable if its minimal cost is not exponential in $\varepsilon^{-1}$ and $d$. There are various notions of tractability, depending on how we measure the lack of exponential dependence. For example, a problem is polynomially tractable if its minimal cost is polynomial in $\varepsilon^{-1}$ and $d$. The study of tractability was initiated about 15 years ago. This is the first and only research monograph on this subject. Many multivariate problems suffer from the curse of dimensionality when they are defined over classical (unweighted) spaces. In this case, all variables and groups of variables play the same role, which causes the minimal cost to be exponential in $d$. But many practically important problems are solved today for huge $d$ in a reasonable time. One of the most intriguing challenges of the theory is to understand why this is possible. Multivariate problems may become weakly tractable, polynomially tractable or even strongly polynomially tractable if they are defined over weighted spaces with properly decaying weights. One of the main purposes of this book is to study weighted spaces and obtain necessary and sufficient conditions on weights for various notions of tractability. The book is of interest for researchers working in computational mathematics, especially in approximation of high-dimensional problems. It may be also suitable for graduate courses and seminars. The text concludes with a list of thirty open problems that can be good candidates for future tractability research.
Author: Lucas Bordeaux
Publisher: Cambridge University Press
ISBN: 1107025192
Category : Computers
Languages : en
Pages : 401
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Book Description
An overview of the techniques developed to circumvent computational intractability, a key challenge in many areas of computer science.
Author: Fred J. Hickernell
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110635461
Category : Mathematics
Languages : en
Pages : 158
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Book Description
The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based complexity, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian probabilistic numerical methods and numerical methods for stochastic differential equations.
Author: Paul Humphreys
Publisher: Routledge
ISBN: 1136668500
Category : Philosophy
Languages : en
Pages : 307
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Book Description
Although scientific models and simulations differ in numerous ways, they are similar in so far as they are posing essentially philosophical problems about the nature of representation. This collection is designed to bring together some of the best work on the nature of representation being done by both established senior philosophers of science and younger researchers. Most of the pieces, while appealing to existing traditions of scientific representation, explore new types of questions, such as: how understanding can be developed within computational science; how the format of representations matters for their use, be it for the purpose of research or education; how the concepts of emergence and supervenience can be further analyzed by taking into account computational science; or how the emphasis upon tractability--a particularly important issue in computational science--sheds new light on the philosophical analysis of scientific reasoning.
Author: Peter Kritzer
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110375036
Category : Mathematics
Languages : en
Pages : 294
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Book Description
This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
Author: Eryk Infeld
Publisher: Cambridge University Press
ISBN: 9780521582018
Category : Mathematics
Languages : en
Pages : 358
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Book Description
The physics and mathematics of nonlinear dynamics, chaotic and complex systems constitute some of the most fascinating developments of late twentieth century science. It turns out that chaotic bahaviour can be understood, and even utilized, to a far greater degree than had been suspected. Surprisingly, universal constants have been discovered. The implications have changed our understanding of important phenomena in physics, biology, chemistry, economics, medicine and numerous other fields of human endeavor. In this book, two dozen scientists and mathematicians who were deeply involved in the "nonlinear revolution" cover most of the basic aspects of the field.
Author: Jochen Renz
Publisher: Springer
ISBN: 3540707360
Category : Computers
Languages : en
Pages : 219
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Book Description
Spatial knowledge representation and reasoning with spatial knowledge are relevant issues for many application areas such as robotics, geographical information systems, and computer vision. Exceeding purely quantitative approaches, more recently initiated qualitative approaches allow for dealing with spatial information on a more abstract level that is closer to the way humans think and speak. Starting out with the qualitative, topological constraint calculus RCC8 proposed by Randell, Cui, and Cohn, this work presents answers to a variety of open questions regarding RCC8. The open issues concerning computational properties are solved by exploiting a broad variety of results and methods from logic and theoretical computer science. Questions concerning practical performance are addressed by large-scale empirical computational experiments. The most impressive result is probably the complete classification of computational properties for all fragments of RCC8.
Author: Mark Wallace
Publisher: Springer
ISBN: 3540302018
Category : Computers
Languages : en
Pages : 837
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Book Description
The 10th International Conference on the Principles and Practice of Constraint Programming (CP 2003) was held in Toronto, Canada, during September 27 – October 1, 2004. Information about the conference can be found on the Web at http://ai.uwaterloo.ca/~cp2004/ Constraint programming (CP) is about problem modelling, problem solving, programming, optimization, software engineering, databases, visualization, user interfaces, and anything to do with satisfying complex constraints. It reaches into mathematics, operations research, arti?cial intelligence, algorithms, c- plexity, modelling and programming languages, and many aspects of computer science. Moreover, CP is never far from applications, and its successful use in industry and government goes hand in hand with the success of the CP research community. Constraintprogrammingcontinuesto beanexciting,?ourishingandgrowing research?eld,astheannualCPconferenceproceedingsamplywitness.Thisyear, from 158 submissions, we chose 46 to be published in full in the proceedings. Instead of selecting one overall best paper, we picked out four “distinguished” papers – though we were tempted to select at least 12 such papers. In addition we included 16 short papersin the proceedings– these were presentedas posters at CP 2004. This volume includes summaries of the four invited talks of CP 2004. Two speakers from industry were invited. However these were no ordinary industrial representatives,buttwoofthe leadingresearchersinthe CPcommunity:Helmut Simonis of Parc Technologies, until its recent takeover by Cisco Systems; and Jean Francoi ̧ s Puget, Director of Optimization Technology at ILOG. The other two invited speakers are also big movers and shakers in the researchcommunity.
Author: Felipe Cucker
Publisher: Cambridge University Press
ISBN: 0521739705
Category : Mathematics
Languages : en
Pages : 287
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Book Description
Surveys and summaries of the latest research in numerical analysis, optimization, computer algebra and scientific computing.
