Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

Fabio Nobile, Lorenzo Tamellini, Raul Tempone

Research output: Chapter in Book/Report/Conference proceedingConference contribution

15 Scopus citations

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.
Original languageEnglish (US)
Title of host publicationSpectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014
PublisherSpringer Nature
Pages475-482
Number of pages8
ISBN (Print)9783319197999
DOIs
StatePublished - Nov 26 2015

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01

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