Journal article
Novel results for the anisotropic sparse grid quadrature
- Abstract:
- This article is dedicated to the anisotropic sparse grid quadrature for functions which are analytically extendable into an anisotropic tensor product domain. Taking into account this anisotropy, we end up with a dimension independent error versus cost estimate of the proposed quadrature. In addition, we provide a novel and improved estimate for the cardinality of the underlying anisotropic index set. To validate the theoretical findings, we present several examples ranging from simple quadrature problems to diffusion problems on random domains. These examples demonstrate the remarkable convergence behaviour of the anisotropic sparse grid quadrature in applications.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Access Document
- Files:
-
-
(Preview, Accepted manuscript, pdf, 583.1KB, Terms of use)
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- Publisher copy:
- 10.1016/j.jco.2018.02.003
Authors
- Publisher:
- Elsevier
- Journal:
- Journal of Complexity More from this journal
- Volume:
- 47
- Pages:
- 62-85
- Publication date:
- 2018-02-21
- Acceptance date:
- 2018-02-08
- DOI:
- EISSN:
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1090-2708
- ISSN:
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0885-064X
- Language:
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English
- Keywords:
- Pubs id:
-
pubs:823574
- UUID:
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uuid:5110c838-628d-42dd-9977-0f96b114d02e
- Local pid:
-
pubs:823574
- Deposit date:
-
2018-02-09
Terms of use
- Copyright holder:
- Elsevier Inc.
- Copyright date:
- 2018
- Rights statement:
- © 2018 Elsevier Inc. All rights reserved.
- Notes:
- This is the accepted manuscript version of the article. The final version is available online from Elsevier at: https://doi.org/10.1016/j.jco.2018.02.003
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