High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
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high-dimensional problemsLebesgue constantLeja sequenceadaptive interpolation algorithmparametric partial differential equationssparse interpolation operatorsparse polynomial interpolationtensorisation
Multidimensional problems (41A63) Numerical interpolation (65D05) Boundary value problems for second-order elliptic equations (35J25) Interpolation in approximation theory (41A05) Approximation by polynomials (41A10) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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Cites work
- scientific article; zbMATH DE number 3135364 (Why is no real title available?)
- scientific article; zbMATH DE number 627771 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive stochastic Galerkin method for random elliptic operators
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
- Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
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- Computational Aspects of Polynomial Interpolation in Several Variables
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Dimension-adaptive tensor-product quadrature
- Finite elements for elliptic problems with stochastic coefficients
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- High dimensional polynomial interpolation on sparse grids
- High-order Galerkin approximations for parametric second-order elliptic partial differential equations
- Lagrange interpolation at real projections of Leja sequences for the unit disk
- On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
- On the Lebesgue constant of Leja sequences for the unit disk and its applications to multivariate interpolation
- On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
- Reduced basis method for linear elasticity problems with many parameters
- Solvability problems of bivariate interpolation I
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- Sparse tensor approximation of parametric eigenvalue problems
- Sparse tensor discretization of elliptic SPDEs
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- \textit{A priori} convergence of the greedy algorithm for the parametrized reduced basis method
Cited in
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- Domain uncertainty quantification in computational electromagnetics
- Newton interpolation using \(\Re \)-Leja sequences
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Hyperbolic cross approximation in infinite dimensions
- Multivariate polynomial interpolation on lower sets
- On the cardinality of lower sets and universal discretization
- Weighted approximate Fekete points: sampling for least-squares polynomial approximation
- Hierarchical tensor approximation of output quantities of parameter-dependent PDEs
- Nodal bases for the serendipity family of finite elements
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- Stability analysis of hierarchical tensor methods for time-dependent PDEs
- Constructing least-squares polynomial approximations
- Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements
- On tensor product approximation of analytic functions
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- A scalable estimator of sets of integral operators
- Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- Sparse polynomial approximations for affine parametric saddle point problems
- Dynamic tensor approximation of high-dimensional nonlinear PDEs
- Multivariate approximation in downward closed polynomial spaces
- Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- Interpolation of sparse high-dimensional data
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- A multilevel stochastic collocation method for partial differential equations with random input data
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
- Electromagnetic wave scattering by random surfaces: shape holomorphy
- A hybrid collocation-perturbation approach for PDEs with random domains
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- Approximate methods for stochastic eigenvalue problems
- New Bounds on the Lebesgue Constants of Leja Sequences on the Unit Disc and on $$\mathfrak {R}$$-Leja Sequences
- Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations and applications to feedback control of semilinear parabolic PDEs
- A posteriori error estimation for the stochastic collocation finite element method
- High-Order Polynomial Recovery in Finite Element Advection Schemes
- 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
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Large deformation shape uncertainty quantification in acoustic scattering
- Deep learning in high dimension: neural network expression rates for generalized polynomial chaos expansions in UQ
- Adaptive Polynomial Interpolation on Evenly Spaced Meshes
- Correcting for unknown errors in sparse high-dimensional function approximation
- Uncertainty quantification analysis in discrete fracture network flow simulations
- The numerical approximation of nonlinear functionals and functional differential equations
- On the stability of polynomial interpolation using hierarchical sampling
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
- \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
- Stochastic modeling and regularity of the nonlinear elliptic curl-curl equation
- Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
- An adaptive high-order piecewise polynomial based sparse grid collocation method with applications
- Multilevel approximation of parametric and stochastic PDES
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- Linear collective collocation approximation for parametric and stochastic elliptic PDEs
- Shape holomorphy of the stationary Navier-Stokes equations
- Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets
- Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
- A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
- Stochastic Methods for Solving High-Dimensional Partial Differential Equations
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
- Convergence of adaptive stochastic collocation with finite elements
- Model reduction using sparse polynomial interpolation for the incompressible Navier-Stokes equations
- Novel results for the anisotropic sparse grid quadrature
- A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
- Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
- Randomized least-squares with minimal oversampling and interpolation in general spaces
- An adaptive sparse grid rational Arnoldi method for uncertainty quantification of dynamical systems in the frequency domain
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
- Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
- A kernel framework for learning differential equations and their solution operators
- Towards optimal sampling for learning sparse approximation in high dimensions
- Error estimates of a bi-fidelity method for a multi-phase Navier-Stokes-Vlasov-Fokker-Planck system with random inputs
- Kernel methods are competitive for operator learning
- Error analysis of kernel/GP methods for nonlinear and parametric PDEs
- Uncertainty quantification analysis of bifurcations of the Allen-Cahn equation with random coefficients
- Approximating the stationary Bellman equation by hierarchical tensor products
- Global Polynomial Level Sets for Numerical Differential Geometry of Smooth Closed Surfaces
- Multilevel domain uncertainty quantification in computational electromagnetics
- A combination technique for optimal control problems constrained by random PDEs
- Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
- Neural and spectral operator surrogates: unified construction and expression rate bounds
- Characterising model dynamics using sparse grid interpolation: parameter estimation of cholera
- An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use
- Sparse approximation of triangular transports. I: The finite-dimensional case
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems
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