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Showing 1 to 1 of 1 for “"Pseudospectral Approximation"”.
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Discrete Sparse Fourier Hermite Approximations in High Dimensions
… the discrete sparse Fourier Hermite approximation of a function in a specified Hilbert space of arbitrary dimension is defined, and theoretical error bounds of the numerically computed approximation are proven. Computing the Fourier Hermite approximation in high dimensions suffers …