Talk
Adaptive Cross Approximation of Functions of Three and Four Variables
- Mario Bebendorf (Rheinische Friedrich-Wilhelms-Universität Bonn, Institut für Numerische Simulation)
Abstract
We present and analyze a new scheme for the approximation of functions of three and four variables by sums of products of univariate functions. The method is based on the Adaptive Cross Approximation (ACA) initially designed for the approximation of bivariate functions. The stability analysis required in the case of four variables will give insight on how to extend the method to functions in high dimensions. Numerical examples validate our estimates.
