Tensor-product approximation to operators and functions in high dimensions

  • Authors:
  • Wolfgang Hackbusch;Boris N. Khoromskij

  • Affiliations:
  • Max-Planck-Institute for Mathematics in the Sciences, Inselstr. 22-26, D-04103 Leipzig, Germany;Max-Planck-Institute for Mathematics in the Sciences, Inselstr. 22-26, D-04103 Leipzig, Germany

  • Venue:
  • Journal of Complexity
  • Year:
  • 2007

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Abstract

In recent papers tensor-product structured Nystrom and Galerkin-type approximations of certain multi-dimensional integral operators have been introduced and analysed. In the present paper, we focus on the analysis of the collocation-type schemes with respect to the tensor-product basis in a high spatial dimension d. Approximations up to an accuracy O(N^-^@a^/^d) are proven to have the storage complexity O(dN^1^/^dlog^qN) with q independent of d, where N is the discrete problem size. In particular, we apply the theory to a collocation discretisation of the Newton potential with the kernel 1|x-y|, x,y@?R^d, d=3. Numerical illustrations are given in the case of d=3.