Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
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Publication:5176058
DOI10.1137/140966368zbMath1316.65018arXiv1404.5663OpenAlexW2951381089MaRDI QIDQ5176058
John D. Jakeman, Akil C. Narayan
Publication date: 2 March 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.5663
sparse gridGauss quadraturehigh-dimensional interpolationasymptotic distribution of nodesadaptive Smolyak grid constructionClenshaw-Curtis-Smolyak gridweighted Leja sequence
Numerical interpolation (65D05) Multidimensional problems (41A63) Interpolation in approximation theory (41A05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
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