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  4. MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
 
working paper

MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs

Nobile, Fabio  
•
Tamellini, Lorenzo  
•
Tempone, Raúl
October 2, 2014

In this work we compare numerically different families of nested quadrature points, i.e. the classic Clenshaw{Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence suggests that the performances of both families are essentially comparable within such framework.

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Type
working paper
DOI
10.5075/epfl-MATHICSE-263229
Author(s)
Nobile, Fabio  
Tamellini, Lorenzo  
Tempone, Raúl
Corporate authors
MATHICSE-Group
Date Issued

2014-10-02

Publisher

MATHICSE

Subjects

Uncertainty Quantication

•

PDEs with random data

•

linear elliptic equations

•

Stochastic Collocation methods

•

Sparse grids approximation

•

Leja points

•

Clenshaw{Curtis points)

Note

MATHICSE Technical Report Nr. 41.2014 September 2014

Written at

EPFL

EPFL units
CSQI  
RelationURL/DOI

IsPreviousVersionOf

https://infoscience.epfl.ch/record/201919
Available on Infoscience
January 22, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/153709
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