Adaptive Smolyak Pseudospectral Approximations
Polynomial approximations of computationally intensive models are central to uncertainty quantification. This paper describes an adaptive method for nonintrusive pseudospectral approximation, based on Smolyak's algorithm with generalized sparse grids. We rigorously analyze and extend the nonada...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society for Industrial and Applied Mathematics
2014
|
| Online Access: | http://hdl.handle.net/1721.1/86020 https://orcid.org/0000-0001-8242-3290 |