Smolyak cubature of given polynomial degree with few nodes for increasing dimension

DOI10.1007/S002110200401zbMATH Open1024.65023OpenAlexW2034878612MaRDI QIDQ1865745FDOQ1865745

Authors: Knut Petras 

Publication date: 27 March 2003

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110200401

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zbMATH Keywords

error boundsnumerical examplesmathematical financecubature formulaeminimal number of nodesdegree of polynomial exactnessSmolyak cubaturetensor product problems

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63)

Cited In (24)

• Robust PID design by chance-constrained optimization
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• Cubature formulas for function spaces with moderate smoothness
• On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
• Fast construction of the Fejér and Clenshaw-Curtis quadrature rules
• Smolyak's construction of cubature formulas of arbitrary trigonometric degree
• Nontensorial Clenshaw-Curtis cubature
• A rapid and efficient isogeometric design space exploration framework with application to structural mechanics
• Cubature formulas for symmetric measures in higher dimensions with few points
• Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
• Fast calculation of coefficients in the Smolyak algorithm
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• On the Smolyak cubature error for analytic functions
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
• Adaptive Smolyak Pseudospectral Approximations
• A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
• Quadrature algorithms for high dimensional singular integrands on simplices
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
• Computing discrepancies of Smolyak quadrature rules
• Likelihood approximation by numerical integration on sparse grids
• Principles of verified numerical integration
• Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
• Projective Integral Updates for High-Dimensional Variational Inference

Uses Software

• PATSYM

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