Adaptive Smolyak Pseudospectral Approximations
نویسندگان
چکیده
منابع مشابه
Adaptive Smolyak Pseudospectral Approximations
Polynomial approximations of computationally intensive models are central to uncertainty quantification. This paper describes an adaptive method for nonintrusive pseudospectral approximation, based on Smolyak’s algorithm with generalized sparse grids. We rigorously analyze and extend the nonadaptive method proposed in [P. G. Constantine, M. S. Eldred, and E. T. Phipps, Comput. Methods Appl. Mec...
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Fourier-based pseudospectral (PS) methods have been used since the 1970s for obtaining spectrally accurate solutions to PDEs in periodic geometries. Radial basis functions (RBFs) were introduced about the same time for interpolation on scattered nodes in irregular geometries. As was later recognized, they can also be used for accurate numerical solution of PDEs. Although the main strength of RB...
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\Identiication of non-linear optput-aane systems using an orthogonal least-squares algorithm," 43 as k increases. Hence, as the number of iterations increases beyond the number of coherent structures, the set grows more and more singular. For the orthogonal pursuit, on the other hand, we have
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2013
ISSN: 1064-8275,1095-7197
DOI: 10.1137/120890715