A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
From MaRDI portal
Publication:2007287
DOI10.1016/J.CAMWA.2015.12.045zbMATH Open1443.65010arXiv1508.01125OpenAlexW2963940996MaRDI QIDQ2007287FDOQ2007287
Authors: Miroslav K. Stoyanov, Clayton G. Webster 
Publication date: 12 October 2020
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Abstract: In this work we develop a dynamically adaptive sparse grids (SG) method for quasi-optimal interpolation of multidimensional analytic functions defined over a product of one dimensional bounded domains. The goal of such approach is to construct an interpolant in space that corresponds to the "best -terms" based on sharp a priori estimate of polynomial coefficients. In the past, SG methods have been successful in achieving this, with a traditional construction that relies on the solution to a Knapsack problem: only the most profitable hierarchical surpluses are added to the SG. However, this approach requires additional sharp estimates related to the size of the analytic region and the norm of the interpolation operator, i.e., the Lebesgue constant. Instead, we present an iterative SG procedure that adaptively refines an estimate of the region and accounts for the effects of the Lebesgue constant. Our approach does not require any a priori knowledge of the analyticity or operator norm, is easily generalized to both affine and non-affine analytic functions, and can be applied to sparse grids build from one dimensional rules with arbitrary growth of the number of nodes. In several numerical examples, we utilize our dynamically adaptive SG to interpolate quantities of interest related to the solutions of parametrized elliptic and hyperbolic PDEs, and compare the performance of our quasi-optimal interpolant to several alternative SG schemes.
Full work available at URL: https://arxiv.org/abs/1508.01125
Recommendations
- Multivariate quadrature on adaptive sparse grids
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- scientific article; zbMATH DE number 66109
- B-spline quasi-interpolation on sparse grids
- Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation
Multidimensional problems (41A63) Numerical interpolation (65D05) Interpolation in approximation theory (41A05)
Cites Work
- Sparse grids
- Title not available (Why is that?)
- A general multipurpose interpolation procedure: The magic points
- Title not available (Why is that?)
- A method for numerical integration on an automatic computer
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Convergence rates for greedy algorithms in reduced basis methods
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A least-squares approximation of partial differential equations with high-dimensional random inputs
- On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Title not available (Why is that?)
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- Greedy algorithms for reduced bases in Banach spaces
- On Leja sequences: some results and applications
- Simple cubature formulas with high polynomial exactness
- Stochastic finite element methods for partial differential equations with random input data
- A GRADIENT-BASED SAMPLING APPROACH FOR DIMENSION REDUCTION OF PARTIAL DIFFERENTIAL EQUATIONS WITH STOCHASTIC COEFFICIENTS
Cited In (9)
- Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- An efficient second-order accurate and continuous interpolation for block-adaptive grids
- An evolve-filter-relax stabilized reduced order stochastic collocation method for the time-dependent Navier-Stokes equations
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- An efficient and accurate penalty-projection eddy viscosity algorithm for stochastic magnetohydrodynamic flow problems
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- The gap between theory and practice in function approximation with deep neural networks
- Dynamic Sparsing in Stiff Extrapolation Methods
This page was built for publication: A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2007287)
