Sparse adaptive approximation of high dimensional parametric initial value problems
DOI10.1007/S10013-013-0011-9zbMATH Open1272.34012OpenAlexW2000408025MaRDI QIDQ353046FDOQ353046
Authors: Markus Hansen, Christoph Schwab 
Publication date: 12 July 2013
Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/154965
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ordinary differential equationsinitial value problemTaylor series\(N\)-term approximationanalyticity in infinite-dimensional spacesparametric dependence
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear differential equations in abstract spaces (34G20) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Infinite-dimensional holomorphy (46G20)
Cites Work
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- Ordinary differential equations in Banach spaces
- Analytic regularity and GPC approximation for control problems constrained by linear parametric elliptic and parabolic PDEs
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- On the Lebesgue constant of Leja sequences for the unit disk and its applications to multivariate interpolation
Cited In (22)
- Sparse grids and applications -- Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1--5, 2014
- Optimal approximation of infinite-dimensional holomorphic functions
- Sparse-grid, reduced-basis Bayesian inversion
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Higher-Order Quasi-Monte Carlo Training of Deep Neural Networks
- Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations
- Multilevel approximation of parametric and stochastic PDES
- QMC Galerkin discretization of parametric operator equations
- Complexity of parametric initial value problems in Banach spaces
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Scaling limits in computational Bayesian inversion
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- On the Complexity of Parametric ODEs and Related Problems
- Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
- Higher order quasi Monte-Carlo integration in uncertainty quantification
- Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points
- Efficient solution of ordinary differential equations with high-dimensional parametrized uncertainty
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
Uses Software
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