Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs

DOI10.1007/s00211-015-0773-yzbMath1351.41004OpenAlexW333648068MaRDI QIDQ315715

Raúl Tempone, Fabio Nobile, Lorenzo Tamellini

Publication date: 22 September 2016

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

Full work available at URL: https://doi.org/10.1007/s00211-015-0773-y

zbMATH Keywords

elliptic PDE with random coefficientssparse-grid polynomial approximationstochastic collocation method

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to stochastic differential and integral equations (65C30) Approximation by polynomials (41A10)

Related Items

Multi-index Monte Carlo: when sparsity meets sampling ⋮ A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data ⋮ Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation ⋮ A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty ⋮ A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method ⋮ IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains ⋮ Analytic regularity and stochastic collocation of high-dimensional Newton iterates ⋮ Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems ⋮ A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems ⋮ A Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic Functions ⋮ Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs) ⋮ An Adaptive Multiscale Approach for Electronic Structure Methods ⋮ Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity ⋮ A stochastic collocation approach for parabolic PDEs with random domain deformations ⋮ Sparse quadrature for high-dimensional integration with Gaussian measure ⋮ A hybrid collocation-perturbation approach for PDEs with random domains ⋮ Interpolation of sparse high-dimensional data ⋮ Multilevel approximation of parametric and stochastic PDES ⋮ Multi-index stochastic collocation for random PDEs ⋮ A sparse-grid isogeometric solver ⋮ Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs ⋮ A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients ⋮ PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

Uses Software

• Sparse grids Matlab kit

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multi-index Monte Carlo: when sparsity meets sampling
• Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
• High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
• On asymptotics and estimates for the uniform norms of the Lagrange interpolation polynomials corresponding to the Chebyshev nodal points
• From quantum to classical molecular dynamics: Reduced models and numerical analysis.
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Dimension-adaptive tensor-product quadrature
• The h, p and h-p versions of the finite element method in 1 dimension. I. The error analysis of the p-version
• On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
• High dimensional polynomial interpolation on sparse grids
• Auswertung der Normen von Interpolationsoperatoren
• Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
• Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
• Optimized general sparse grid approximation spaces for operator equations
• Sparse Tensor Discretization of Elliptic sPDEs
• ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
• ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
• A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Spectral Methods for Uncertainty Quantification
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Numerical Optimization
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Sparse grids
• Sparse Spectral Approximations of High-Dimensional Problems Based on Hyperbolic Cross
• Is Gauss Quadrature Better than Clenshaw–Curtis?
• The Optimum Addition of Points to Quadrature Formulae
• A Quasi-optimal Sparse Grids Procedure for Groundwater Flows
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs