Orthogonal polynomial expansions on sparse grids

DOI10.1016/j.jco.2014.04.001zbMath1300.65009MaRDI QIDQ457562

Yanzhao Cao, Ying Jiang, Yuesheng Xu

Publication date: 29 September 2014

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2014.04.001

zbMATH Keywords

algorithm; stability; collocation method; numerical experiments; analytic function; sparse grid; spectral method; exponential convergence; orthogonal polynomial; fast cosine transform

Mathematics Subject Classification ID

65N35: Spectral, collocation and related methods for boundary value problems involving PDEs

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

65T50: Numerical methods for discrete and fast Fourier transforms

65D15: Algorithms for approximation of functions

26E05: Real-analytic functions

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