High dimensional polynomial interpolation on sparse grids
DOI10.1023/A:1018977404843zbMATH Open0944.41001OpenAlexW2142863015MaRDI QIDQ1968633FDOQ1968633
Authors: Volker Barthelmann, Klaus Ritter, Erich Novak
Publication date: 21 March 2000
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1018977404843
Recommendations
Multidimensional problems (41A63) Numerical interpolation (65D05) Interpolation in approximation theory (41A05) Rate of convergence, degree of approximation (41A25)
Cited In (only showing first 100 items - show all)
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- A weighted POD method for elliptic PDEs with random inputs
- A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
- Non-intrusive reduced order modeling of unsteady flows using artificial neural networks with application to a combustion problem
- Maximally informative next experiments for nonlinear models
- Computational singular perturbation with non-parametric tabulation of slow manifolds for time integration of stiff chemical kinetics
- Fast Bayesian optimal experimental design for seismic source inversion
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Algorithms and complexity for functions on general domains
- Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions
- A stochastic collocation approach for parabolic PDEs with random domain deformations
- A hybrid collocation-perturbation approach for PDEs with random domains
- Optimization of black-box problems using Smolyak grids and polynomial approximations
- Error formulas for Lagrange projectors determined by Cartesian sets
- A posteriori error estimation for elliptic partial differential equations with small uncertainties
- Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input
- Proper orthogonal decomposition-based model order reduction via radial basis functions for molecular dynamics systems
- A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations
- Multi-level convolutional autoencoder networks for parametric prediction of spatio-temporal dynamics
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Computational Science - ICCS 2004
- SAMBA: sparse approximation of moment-based arbitrary polynomial chaos
- A two-level sparse grid collocation method for semilinear stochastic elliptic equation
- A parameterized non-intrusive reduced order model and error analysis for general time-dependent nonlinear partial differential equations and its applications
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- Stochastic modeling and regularity of the nonlinear elliptic curl-curl equation
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Exponential convergence of an approximation problem for infinitely differentiable multivariate functions
- A Christoffel function weighted least squares algorithm for collocation approximations
- Stochastic smoothed profile method for modeling random roughness in flow problems
- Sequential Bayesian inference for static parameters in dynamic state space models
- Stability analysis of hierarchical tensor methods for time-dependent PDEs
- A fast discrete spectral method for stochastic partial differential equations
- An adaptive high-order piecewise polynomial based sparse grid collocation method with applications
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
- Interpolation of sparse high-dimensional data
- On weak tractability of the Smolyak algorithm for approximation problems
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- Sparse polynomial prediction
- Adjoint error estimation for stochastic collocation methods
- Can social security be welfare improving when there is demographic uncertainty?
- A novel recursive method to reconstruct multivariate functions on the unit cube
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes
- Non-intrusive reduced order modeling of nonlinear problems using neural networks
- Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
- Interpolation of functions from Besov-type spaces on Gauß-Chebyshev grids
- Efficient reduced basis methods for saddle point problems with applications in groundwater flow
- A posteriori error estimation for the stochastic collocation finite element method
- A sequential reduction method for inference in generalized linear mixed models
- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
- A Laplace method for under-determined Bayesian optimal experimental designs
- Dynamic tensor approximation of high-dimensional nonlinear PDEs
- Compressive sensing with cross-validation and stop-sampling for sparse polynomial chaos expansions
- Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation
- Convergence of probability densities using approximate models for forward and inverse problems in uncertainty quantification
- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals
- Multivariate polynomial interpolation on lower sets
- Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
- A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
- Analysis methods for computer experiments: how to assess and what counts?
- A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
- Propagation of uncertainties in density-driven flow
- The numerical approximation of nonlinear functionals and functional differential equations
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- A preconditioning approach for improved estimation of sparse polynomial chaos expansions
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Sampling inequalities for sparse grids
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Sparse adaptive approximation of high dimensional parametric initial value problems
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Analysis of stochastic mimetic finite difference methods and their applications in single-phase stochastic flows
- Robust topology optimization based on stochastic collocation methods under loading uncertainties
- Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
- Fast prediction of deterministic functions using sparse grid experimental designs
- Efficient uncertainty quantification with the polynomial chaos method for stiff systems
- On tensor product approximation of analytic functions
- Non-intrusive reduced order modelling of the Navier-Stokes equations
- An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
- UNCERTAINTY MODELING USING FUZZY ARITHMETIC BASED ON SPARSE GRIDS: APPLICATIONS TO DYNAMIC SYSTEMS
- Fast discrete algorithms for sparse Fourier expansions of high dimensional functions
- Computing expensive multivariate functions of fuzzy numbers using sparse grids
- High-order statistics in global sensitivity analysis: decomposition and model reduction
- Fast Bayesian approach for parameter estimation
- Spline interpolation on sparse grids
- Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
- Computing equilibrium in OLG models with stochastic production
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Exploring emerging manycore architectures for uncertainty quantification through embedded stochastic Galerkin methods
- Orthogonal polynomial expansions on sparse grids
- Novel results for the anisotropic sparse grid quadrature
- A randomized tensor quadrature method for high dimensional polynomial approximation
- Multi-fidelity Gaussian process regression for prediction of random fields
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- Spectral tensor-train decomposition
- Stochastic model order reduction in randomly parametered linear dynamical systems
- Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
Uses Software
This page was built for publication: High dimensional polynomial interpolation on sparse grids
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1968633)