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

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.


Year:
Oct 02 2014
Publisher:
Écublens, MATHICSE
Keywords:
Note:
MATHICSE Technical Report Nr. 41.2014 September 2014
Related to:
Laboratories:




 Record created 2019-01-22, last modified 2019-06-07

Version 1:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)