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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 1998 Volume 1, Number 2, Pages 119–134 (Mi sjvm296)

This article is cited 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.

UDC: 519.245

Received: 05.11.1997



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