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Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
Conference proceeding   Peer reviewed

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

Fabio Nobile, Lorenzo Tamellini and Raul Tempone
SPECTRAL AND HIGH ORDER METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS ICOSAHOM 2014, Vol.106, pp.475-482
Lecture Notes in Computational Science and Engineering
01/01/2015
DOI: https://doi.org/10.1007/978-3-319-19800-2_44

Abstract

Computer Science Computer Science, Theory & Methods Engineering Engineering, Electrical & Electronic Mathematics Mathematics, Applied Physical Sciences Science & Technology Technology
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.

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