Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions
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Publication:2904830
DOI10.1137/100788859zbMath1248.65031OpenAlexW1964960445MaRDI QIDQ2904830
Zhongqiang Zhang, Min-Seok Choi, George Em. Karniadakis
Publication date: 23 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0fd1b02da21ba36c902023746bb559f13c9540e4
weightsnumerical examplesDirac measuretruncation errorquasi-Monte Carloeffective dimensionintegration erroranchor pointsweighted Korobov spacesanalysis of variance methodanchored ANOVAJacobi polynomial chaos
Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
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