A weighted empirical interpolation method:a prioriconvergence analysis and applications

DOI10.1051/m2an/2013128zbMath1304.65097OpenAlexW2010916308WikidataQ56995911 ScholiaQ56995911MaRDI QIDQ2877710

Peng Chen, Gianluigi Rozza, Alfio M. Quarteroni

Publication date: 25 August 2014

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2013128

zbMATH Keywords

algorithmrandom variableserror boundsgreedy algorithmreduced basis methodgeometric Brownian motionweighted interpolationKarhunen-Loève expansionKolmogorov \(N\)-widthempirical interpolation methodsa priori convergence analysis

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Brownian motion (60J65) Numerical interpolation (65D05)

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