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Sibirskii Zhurnal Vychislitel'noi Matematiki, 1998, Volume 1, Number 2, Pages 119–134
(Mi sjvm296)
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This article is cited in 5 scientific papers (total in 5 papers)
On the permissible class of interpolations for discrete-stochastic procedures of global estimation of functions
A. V. Voitishek Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
Problems are considered of construction and convergence of numerical discrete-stochastic procedures for
approximation of the functions presented in integral form. The procedures include introduction of a discrete
grid, estimation of the function at grid nodes using Monte Carlo methods and interpolation of the function using
the values at the grid nodes. The results obtained formerly for the multilinear approximation are generalized to
the case of interpolation which is based on expanding the function under study in a basis of positive functions
forming a partition of unity. The Strang-Fix approximation is considered as an example of such interpolation.
The statements are formulated on the rate of convergence of discrete-stochastic procedures for approximation
of an integral depending on a parameter.
Received: 05.11.1997
Citation:
A. V. Voitishek, “On the permissible class of interpolations for discrete-stochastic procedures of global estimation of functions”, Sib. Zh. Vychisl. Mat., 1:2 (1998), 119–134
Linking options:
https://www.mathnet.ru/eng/sjvm296 https://www.mathnet.ru/eng/sjvm/v1/i2/p119
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