Adaptive Smolyak Pseudospectral Approximations
From MaRDI portal
Publication:5404608
DOI10.1137/120890715zbMath1294.41004arXiv1209.1406OpenAlexW2962852715MaRDI QIDQ5404608
Youssef M. Marzouk, Patrick R. Conrad
Publication date: 28 March 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.1406
orthogonal polynomialssparse gridsquadrature formulaapproximation theorypseudospectral approximationuncertainty quantificationSmolyak algorithms
Multidimensional problems (41A63) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Tensor products of linear operators (47A80)
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