Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
Chapter
Publication Date:
2015
abstract:
In this work we compare 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 both families perform comparably within such framework.
Iris type:
02.01 Contributo in volume (Capitolo o Saggio)
Keywords:
random PDE; sparse grids stochastic collocation; Leja points; clenshaw-curtis points
List of contributors:
Tamellini, Lorenzo
Book title:
Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014
Published in: