Weighted discrete least-squares polynomial approximation using randomized quadratures

DOI10.1016/J.JCP.2015.06.042zbMath1349.60086OpenAlexW2185333993MaRDI QIDQ2374682

Dongbin Xiu, Tao Zhou, Akil C. Narayan

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.06.042

zbMATH Keywords

orthogonal polynomialsleast squares methoduncertainty quantificationgeneralized polynomial chaos

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic processes (60G99) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Numerical integration (65D30)

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