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Kämmerer, L.* ; Kunis, S.

On the stability of the hyperbolic cross discrete Fourier transform.

Numer. Math. 117, 581-600 (2011)
DOI
Open Access Green möglich sobald Postprint bei der ZB eingereicht worden ist.
A straightforward discretisation of problems in high dimensions often leads to an exponential growth in the number of degrees of freedom. Sparse grid approximations allow for a severe decrease in the number of used Fourier coefficients to represent functions with bounded mixed derivatives and the fast Fourier transform (FFT) has been adapted to this thin discretisation. We show that this so called hyperbolic cross FFT suffers from an increase of its condition number for both increasing refinement and increasing spatial dimension.
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Publikationstyp Artikel: Journalartikel
Dokumenttyp Wissenschaftlicher Artikel
Korrespondenzautor
Schlagwörter Trigonometric approximation; Hyperbolic cross; Sparse grid; Fast Fourier transform
ISSN (print) / ISBN 0029-599x
e-ISSN 0945-3245
Zeitschrift Numerische Mathematik
Quellenangaben Band: 117, Heft: 3, Seiten: 581-600 Artikelnummer: , Supplement: ,
Verlag Springer
Verlagsort Berlin ; Heidelberg [u.a.]
Nichtpatentliteratur Publikationen
Begutachtungsstatus Peer reviewed