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

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Fabio Nobile, Lorenzo Tamellini
2015
conference papers

Abstract

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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https://infoscience.epfl.ch/entities/publication/996c44b8-7f1e-4eba-b885-8d2464bce665

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