Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

DOI10.1016/J.JCP.2014.09.014zbMATH Open1349.65422arXiv1407.1061OpenAlexW1979307734MaRDI QIDQ349696FDOQ349696

Authors: John D. Jakeman, Tim Wildey 

Publication date: 5 December 2016

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

Abstract: In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.

Full work available at URL: https://arxiv.org/abs/1407.1061

Recommendations

• Adjoint error estimation for stochastic collocation methods
• Adaptive sparse grids and extrapolation techniques
• Towards the development of an \(h\)-\(p\)-refinement strategy based upon error estimate sensitivity
• An adaptive high-order piecewise polynomial based sparse grid collocation method with applications
• An adaptive sparse grid method for elliptic PDEs with stochastic coefficients

zbMATH Keywords

uncertainty quantificationadaptivitysparse gridsA posteriori error estimationstochastic collocation

Mathematics Subject Classification ID

Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Partial difference equations (39A14) Numerical methods for difference equations (65Q10)

Cites Work

• Gaussian processes for machine learning.
• Sparse grids
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Dimension-adaptive tensor-product quadrature
• An optimal control approach to a posteriori error estimation in finite element methods
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A posteriori error estimation and adaptive mesh refinement for a multiscale operator decomposition approach to fluid-solid heat transfer
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• Title not available (Why is that?)
• Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality
• Goal-oriented error estimation and adaptivity for the finite element method
• A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database
• Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
• A posteriori error analysis of parameterized linear systems using spectral methods
• A posteriori error analysis of stochastic differential equations using polynomial chaos expansions
• Estimating the error of numerical solutions of systems of reaction-diffusion equations
• Propagation of uncertainties using improved surrogate models
• Numerical approach for quantification of epistemic uncertainty

Cited In (4)

• A posteriori analysis of an IMEX entropy-viscosity formulation for hyperbolic conservation laws with dissipation
• Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification
• A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
• An adaptive high-order piecewise polynomial based sparse grid collocation method with applications

This page was built for publication: Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q349696)