Convergence rates of high dimensional Smolyak quadrature

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Author
Zech, Jakob
Schwab, Christoph
Date
2017-06
Type
  • Report
Publication status
published
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Journal / series
SAM Research Report
Volume
2017-27
Publisher
SAM, ETH Zürich
Subject
generalized polynomial chaos; Smolyak Quadrature; sparsity; holomorphy
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Funding
159940 - Numerical Analysis of PDEs with High-Dimensional Input Data (SNF)
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