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working paper
MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
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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41.2014_FN-LT-RTnew.pdf
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openaccess
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561.6 KB
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Adobe PDF
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8ca075fdc47222d7dc1fa320baa2aeef