Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

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Bibliographic Details
Title: Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
Authors: Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raul
Contributors: Kirby, Robert M., Berzins, Martin, Hesthaven, Jan S.
Publisher Information: Springer
Publication Year: 2014
Collection: Ecole Polytechnique Fédérale Lausanne (EPFL): Infoscience
Subject Terms: Uncertainty Quantification, PDEs with random data, linear elliptic equations, Stochastic Collocation methods, Sparse grids approximation, Leja points, Clenshaw–Curtis points
Description: In this work we compare 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 both families perform comparably within such framework. ; CSQI
Document Type: conference object
Language: unknown
ISBN: 978-3-319-19800-2
3-319-19800-9
ISSN: 1439-7358
Relation: https://infoscience.epfl.ch/record/201919/files/2015_Nobile_Tamellini_Tempone_LNCSE_Comparison.pdf; https://infoscience.epfl.ch/record/201919/files/icosahom2014-proceedings.zip; Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014; Lecture Notes in Computational Science and Engineering; 106; International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM'14); #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/107171; WOS:000368440400044
DOI: 10.1007/978-3-319-19800-2_44
Availability: https://doi.org/10.1007/978-3-319-19800-2_44
https://infoscience.epfl.ch/handle/20.500.14299/107171
https://hdl.handle.net/20.500.14299/107171
Accession Number: edsbas.9643F450
Database: BASE
Description
Abstract:In this work we compare 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 both families perform comparably within such framework. ; CSQI
ISBN:9783319198002
3319198009
ISSN:14397358
DOI:10.1007/978-3-319-19800-2_44