8 Papers

NAAug 19, 2014
Besov regularity of solutions to the p-Poisson equation

Stephan Dahlke, Lars Diening, Christoph Hartmann et al.

In this paper, we study the regularity of solutions to the $p$-Poisson equation for all $1<p<\infty$. In particular, we are interested in smoothness estimates in the adaptivity scale $ B^σ_τ(L_τ(Ω))$, $1/τ= σ/d+1/p$, of Besov spaces. The regularity in this scale determines the order of approximation that can be achieved by adaptive and other nonlinear approximation methods. It turns out that, especially for solutions to $p$-Poisson equations with homogeneous Dirichlet boundary conditions on bounded polygonal domains, the Besov regularity is significantly higher than the Sobolev regularity which justifies the use of adaptive algorithms. This type of results is obtained by combining local Hölder with global Sobolev estimates. In particular, we prove that intersections of locally weighted Hölder spaces and Sobolev spaces can be continuously embedded into the specific scale of Besov spaces we are interested in. The proof of this embedding result is based on wavelet characterizations of Besov spaces.

NASep 8, 2014
Besov regularity for operator equations on patchwise smooth manifolds

Stephan Dahlke, Markus Weimar

We study regularity properties of solutions to operator equations on patchwise smooth manifolds $\partialΩ$ such as, e.g., boundaries of polyhedral domains $Ω\subset \mathbb{R}^3$. Using suitable biorthogonal wavelet bases $Ψ$, we introduce a new class of Besov-type spaces $B_{Ψ,q}^α(L_p(\partial Ω))$ of functions $u\colon\partialΩ\rightarrow\mathbb{C}$. Special attention is paid on the rate of convergence for best $n$-term wavelet approximation to functions in these scales since this determines the performance of adaptive numerical schemes. We show embeddings of (weighted) Sobolev spaces on $\partialΩ$ into $B_{Ψ,τ}^α(L_τ(\partial Ω))$, $1/τ=α/2 + 1/2$, which lead us to regularity assertions for the equations under consideration. Finally, we apply our results to a boundary integral equation of the second kind which arises from the double layer ansatz for Dirichlet problems for Laplace's equation in $Ω$.

NAOct 7, 2016
Adaptive wavelet BEM for boundary integral equations: Theory and numerical experiments

Stephan Dahlke, Helmut Harbrecht, Manuela Utzinger et al.

In this paper, we are concerned with the numerical treatment of boundary integral equations by means of the adaptive wavelet boundary element method (BEM). In particular, we consider the second kind Fredholm integral equation for the double layer potential operator on patchwise smooth manifolds contained in $\mathbb{R}^3$. The corresponding operator equations are treated by means of adaptive implementations that are in complete accordance with the underlying theory. The numerical experiments demonstrate that adaptive methods really pay off in this setting. The observed convergence rates fit together very well with the theoretical predictions that can be made on the basis of a systematic investigation of the Besov regularity of the exact solution. Keywords: Besov spaces, weighted Sobolev spaces, adaptive wavelet BEM, non-linear approximation, integral equations, double layer potential operator, regularity, manifolds.

NAMar 6, 2015
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions: Error bounds and tractability

Dirk Nuyens, Gowri Suryanarayana, Markus Weimar

We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded independent of the number of dimensions. In particular, we study the application of unshifted and randomly shifted rank-$1$ lattice rules in such a problem setting. We derive conditions under which multivariate integration is polynomially or strongly polynomially tractable with the Monte Carlo rate of convergence $O(n^{-1/2})$. Furthermore, we prove that those tractability results can be achieved with shifted lattice rules and that the shifts are indeed necessary. Finally, we show the existence of rank-$1$ lattice rules whose worst case error on the permutation- and shift-invariant spaces converge with (almost) optimal rate. That is, we derive error bounds of the form $O(n^{-λ/2})$ for all $1 \leq λ< 2 α$, where $α$ denotes the smoothness of the spaces. Keywords: Numerical integration, Quadrature, Cubature, Quasi-Monte Carlo methods, Rank-1 lattice rules.

NANov 28, 2016
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions

Dirk Nuyens, Gowri Suryanarayana, Markus Weimar

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper estimate for the $n$th minimal worst case error for such problems, and showed that under certain conditions this upper bound only weakly depends on the dimension. We extend these results by proposing two (semi-) explicit construction schemes. We develop a component-by-component algorithm to find the generating vector for a shifted rank-$1$ lattice rule that obtains a rate of convergence arbitrarily close to $\mathcal{O}(n^{-α})$, where $α>1/2$ denotes the smoothness of our function space and $n$ is the number of cubature nodes. Further, we develop a semi-constructive algorithm that builds on point sets which can be used to approximate the integrands of interest with a small error; the cubature error is then bounded by the error of approximation. Here the same rate of convergence is achieved while the dependence of the error bounds on the dimension $d$ is significantly improved.

FAAug 20, 2014
Almost diagonal matrices and Besov-type spaces based on wavelet expansions

Markus Weimar

This paper is concerned with problems in the context of the theoretical foundation of adaptive (wavelet) algorithms for the numerical treatment of operator equations. It is well-known that the analysis of such schemes naturally leads to function spaces of Besov type. But, especially when dealing with equations on non-smooth manifolds, the definition of these spaces is not straightforward. Nevertheless, motivated by applications, recently Besov-type spaces $B^α_{Ψ,q}(L_p(Γ))$ on certain two-dimensional, patchwise smooth surfaces were defined and employed successfully. In the present paper, we extend this definition (based on wavelet expansions) to a quite general class of $d$-dimensional manifolds and investigate some analytical properties (such as, e.g., embeddings and best $n$-term approximation rates) of the resulting quasi-Banach spaces. In particular, we prove that different prominent constructions of biorthogonal wavelet systems $Ψ$ on domains or manifolds $Γ$ which admit a decomposition into smooth patches actually generate the same Besov-type function spaces $B^α_{Ψ,q}(L_p(Γ))$, provided that their univariate ingredients possess a sufficiently large order of cancellation and regularity (compared to the smoothness parameter $α$ of the space). For this purpose, a theory of almost diagonal matrices on related sequence spaces $b^α_{p,q}(\nabla)$ of Besov type is developed. Keywords: Besov spaces, wavelets, localization, sequence spaces, adaptive methods, non-linear approximation, manifolds, domain decomposition.

NANov 13, 2014
Notes on $(s,t)$-weak tractability: A refined classification of problems with (sub)exponential information complexity

Paweł Siedlecki, Markus Weimar

In the last 20 years a whole hierarchy of notions of tractability was proposed and analyzed by several authors. These notions are used to classify the computational hardness of continuous numerical problems $S=(S_d)_{d\in\mathbb{N}}$ in terms of the behavior of their information complexity $n(ε,S_d)$ as a function of the accuracy $ε$ and the dimension $d$. By now a lot of effort was spend on either proving quantitative positive results (such as, e.g., the concrete dependence on $ε$ and $d$ within the well-established framework of polynomial tractability), or on qualitative negative results (which, e.g., state that a given problem suffers from the so-called curse of dimensionality). Although several weaker types of tractability were introduced recently, the theory of information-based complexity still lacks a notion which allows to quantify the exact (sub-/super-)exponential dependence of $n(ε,S_d)$ on both parameters $ε$ and $d$. In this paper we present the notion of $(s,t)$-weak tractability which attempts to fill this gap. Within this new framework the parameters $s$ and $t$ are used to quantitatively refine the huge class of polynomially intractable problems. For linear, compact operators between Hilbert spaces we provide characterizations of $(s,t)$-weak tractability w.r.t. the worst case setting in terms of singular values. In addition, our new notion is illustrated by classical examples which recently attracted some attention. In detail, we study approximation problems between periodic Sobolev spaces and integration problems for classes of smooth functions. Keywords: Information-based complexity, Multivariate numerical problems, Hilbert spaces, Tractablity, Approximation, Integration.

NAAug 14, 2012
The Complexity of Linear Tensor Product Problems in (Anti-) Symmetric Hilbert Spaces

Markus Weimar

We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its worst case error in terms of the singular values of the univariate problem. Moreover, we show that this algorithm is optimal with respect to a wide class of algorithms and investigate its complexity. We clarify the influence of different (anti-) symmetry conditions on the complexity, compared to the classical unrestricted problem. In particular, for symmetric problems we give characterizations for polynomial tractability and strong polynomial tractability in terms of the amount of the assumed symmetry. Finally, we apply our results to the approximation problem of solutions of the electronic Schrödinger equation.