On ANOVA expansions and strategies for choosing the anchor point

DOI10.1016/j.amc.2010.08.061zbMath1206.65125OpenAlexW2152465813MaRDI QIDQ613264

Jan S. Hesthaven, Zhen Gao

Publication date: 20 December 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/190410

zbMATH Keywords

ANOVA decompositionsparse grid quadratureanchor pointhigh-dimensional integralsanalysis-of-variationanchored ANOVA expansionANOVA expansion

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (15)

A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods ⋮ Numerical methods for high-dimensional probability density function equations ⋮ Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation ⋮ Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs ⋮ On the use of ANOVA expansions in reduced basis methods for parametric partial differential equations ⋮ Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations ⋮ High-Dimensional Dynamic Stochastic Model Representation ⋮ A combination between the reduced basis method and the ANOVA expansion: on the computation of sensitivity indices ⋮ Sensitivity analysis using anchored ANOVA expansion and high-order moments computation ⋮ Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method ⋮ An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs ⋮ An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems ⋮ A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations ⋮ ANOVA Gaussian process modeling for high-dimensional stochastic computational models ⋮ A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media

Uses Software

• gss
• TESTPACK

Cites Work

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• Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty
• Numerical integration using sparse grids
• Explicit cost bounds of algorithms for multivariate tensor product problems
• General foundations of high-dimensional model representations
• The effective dimension and quasi-Monte Carlo integration
• High dimensional polynomial interpolation on sparse grids
• Anchor Points Matter in ANOVA Decomposition
• Better Estimation of PERT Activity Time Parameters
• Three-Point Approximations for Continuous Random Variables
• Efficient Solution of Ordinary Differential Equations with High-Dimensional Parametrized Uncertainty

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