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Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation - MaRDI portal

Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation (Q5176058)

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scientific article; zbMATH DE number 6409875
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Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
scientific article; zbMATH DE number 6409875

    Statements

    Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation (English)
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    2 March 2015
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    weighted Leja sequence
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    asymptotic distribution of nodes
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    sparse grid
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    adaptive Smolyak grid construction
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    high-dimensional interpolation
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    Gauss quadrature
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    Clenshaw-Curtis-Smolyak grid
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