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High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
(2012)SAM Research ReportWe consider the problem of Lagrange polynomial interpolation in high or countably infinite dimension, motivated by the fast computation of solution to parametric/stochastic PDE’s. In such applications there is a substantial advantage in considering polynomial spaces that are sparse and anisotropic with respect to the different parametric variables. In an adaptive context, the polynomial space is enriched at different stages of the ...Report