Publications

Comparison of Clenshaw–Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs

Bibliography:

F. Nobile, L. Tamellini, R. Tempone, Comparison of Clenshaw–Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs, International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM'14), Salt Lake City, Utah, USA, June 23-27, 2014.  Spectral and High Order Methods for Partial Differential Equations. Volume 106 of the series Lecture Notes in Computational Science and Engineering, pp 475-482. Springer, 2015​​​

Authors:

F. Nobile, L. Tamellini, R. Tempone

Keywords:

Uncertainty Quantification ; PDEs with random data ; linear elliptic equations ; Stochastic Collocation methods ; Sparse grids approximation ; Leja points ; Clenshaw–Curtis points

Year:

2015

Abstract:

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.

ISSN:

1439-7358 / DOI 10.1007/978-3-319-19800-2_44