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

DOI10.1016/J.JCP.2014.09.014MaRDI QIDQ349696zbMATHOpenAlexFDO

Authors John D. Jakeman, Tim Wildey

Publication date 5 December 2016

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

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

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)

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.

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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

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