Empirical Interpolation Decomposition
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Many physical problems need a multidimensional description and involve high dimensional spaces. Standard discretization techniques often lead to an excessive computation time. To solve this problem, we develop in this paper an empirical interpolation decomposition (EID) for multivariate functions. This method provides an approximate representation of a given function in separate form. Error estimates of the developed EID are derived and some properties are given.
KeywordsEmpirical interpolation decomposition Multivariate functions
This work was supported by a public grant as part of the Investissement d’avenir project, reference ANR-11 LABX-0056-LMH, LabEx LMH.
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