Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points
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Publication:5358956
DOI10.1137/15M1028303zbMath1371.41005MaRDI QIDQ5358956
Saman Ghili, Gianluca Iaccarino
Publication date: 22 September 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
pseudospectral approximationuncertainty quantificationpolynomial chaos expansioncubature rulesleast squares approximation
Multidimensional problems (41A63) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32)
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