Handbook of Uncertainty Quantification 2015
DOI: 10.1007/978-3-319-11259-6_29-1
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Sparse Collocation Methods for Stochastic Interpolation and Quadrature

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“…Recently, the SG interpolation is developed with the aim of using fewer interpolation points to achieve a comparable accuracy with the full tensor interpolation (Barthelmann et al, ; Gunzburger et al ): frakturT L, d[]|η|bold-italicθfalse∑L+11L+d|1L|||bold-scriptℓ1|0ptd1L|||bold-scriptℓ1scriptUNscriptℓ1scriptUNscriptℓd[]|η. The SG interpolant frakturT L, d[]|η|bold-italicθ in equation is a weighted sum of a series of tensor‐product interpolants scriptUNscriptℓ1scriptUNscriptℓd[]|η. Each of these interpolants is similar to the one in equation , but defined on a coarse grid with different resolution levels in different dimensions, i.e ., scriptℓi and Nscriptℓi may differ from each other for i=1, , d.…”
Section: Methodsmentioning
confidence: 99%
“…Recently, the SG interpolation is developed with the aim of using fewer interpolation points to achieve a comparable accuracy with the full tensor interpolation (Barthelmann et al, ; Gunzburger et al ): frakturT L, d[]|η|bold-italicθfalse∑L+11L+d|1L|||bold-scriptℓ1|0ptd1L|||bold-scriptℓ1scriptUNscriptℓ1scriptUNscriptℓd[]|η. The SG interpolant frakturT L, d[]|η|bold-italicθ in equation is a weighted sum of a series of tensor‐product interpolants scriptUNscriptℓ1scriptUNscriptℓd[]|η. Each of these interpolants is similar to the one in equation , but defined on a coarse grid with different resolution levels in different dimensions, i.e ., scriptℓi and Nscriptℓi may differ from each other for i=1, , d.…”
Section: Methodsmentioning
confidence: 99%