An adaptive high-order piecewise polynomial based sparse grid collocation method with applications

DOI10.1016/J.JCP.2020.109770MaRDI QIDQ6330737arXivFDO

Authors Zhanjing Tao, Yan Jiang, Yingda Cheng

Publication date 9 December 2019

Numerical interpolation (65D05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well studied in the literature. The contribution of this work is the introduction of a systematic framework for collocation onto high-order piecewise polynomial space that is allowed to be discontinuous. We consider both Lagrange and Hermite interpolation methods on nested collocation points. Our construction includes a wide range of function space, including those used in sparse grid continuous finite element method. Error estimates are provided, and the numerical results in function interpolation, integration and some benchmark problems in uncertainty quantification are used to compare different collocation schemes.

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