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

Type
Conference Paper
Authors
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul cc
KAUST Department
Applied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Date
2015-11-26
Online Publication Date
2015-11-26
Print Publication Date
2015
Permanent link to this record
http://hdl.handle.net/10754/622137

Metadata
Show full item record
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.
Citation
Nobile 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.
Publisher
Springer Nature
Journal
Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014
Conference/Event name
10th International Conference on Spectral and High-Order Methods, ICOSAHOM 2014
DOI
10.1007/978-3-319-19800-2_44
Collections
Conference Papers; Applied Mathematics and Computational Science Program; Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division