Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
KAUST DepartmentApplied Mathematics and Computational Science Program
Permanent link to this recordhttp://hdl.handle.net/10754/622137
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AbstractIn 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.
CitationNobile F, Tamellini L, Tempone R (2015) Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs. Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014: 475–482. Available: http://dx.doi.org/10.1007/978-3-319-19800-2_44.
PublisherSpringer Science + Business Media
Conference/Event name10th International Conference on Spectral and High-Order Methods, ICOSAHOM 2014