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MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs

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Bibliographic Details
Title: MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
Authors: Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl
Contributors: MATHICSE-Group
Publisher Information: MATHICSE
Écublens
Publication Year: 2019
Collection: Ecole Polytechnique Fédérale Lausanne (EPFL): Infoscience
Subject Terms: Uncertainty Quantication, PDEs with random data, linear elliptic equations, Stochastic Collocation methods, Sparse grids approximation, Leja points, Clenshaw{Curtis points)
Description: In this work we compare numerically different families of nested quadrature points, i.e. the classic Clenshaw{Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence suggests that the performances of both families are essentially comparable within such framework. ; CSQI ; MATHICSE Technical Report Nr. 41.2014 September 2014
Document Type: report
Language: unknown
Relation: https://infoscience.epfl.ch/record/263229/files/41.2014_FN-LT-RTnew.pdf; #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/153709
DOI: 10.5075/epfl-MATHICSE-263229
Availability: https://doi.org/10.5075/epfl-MATHICSE-263229
https://infoscience.epfl.ch/handle/20.500.14299/153709
https://hdl.handle.net/20.500.14299/153709
Accession Number: edsbas.7F79104D
Database: BASE
Description
Abstract:In this work we compare numerically different families of nested quadrature points, i.e. the classic Clenshaw{Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence suggests that the performances of both families are essentially comparable within such framework. ; CSQI ; MATHICSE Technical Report Nr. 41.2014 September 2014
DOI:10.5075/epfl-MATHICSE-263229