Adaptive sparse grids and extrapolation techniques

Brendan Harding*

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    9 Citations (Scopus)

    Abstract

    In this paper we extend the study of (dimension) adaptive sparse grids by building a lattice framework around projections onto hierarchical surpluses. Using this we derive formulas for the explicit calculation of combination coefficients, in particular providing a simple formula for the coefficient update used in the adaptive sparse grids algorithm. Further, we are able to extend error estimates for classical sparse grids to adaptive sparse grids. Multi-variate extrapolation has been well studied in the context of sparse grids. This too can be studied within the adaptive sparse grids framework and doing so leads to an adaptive extrapolation algorithm.

    Original languageEnglish
    Title of host publicationSparse Grids and Applications, 2014
    EditorsDirk Pflüger, Jochen Garcke
    PublisherSpringer Verlag
    Pages79-102
    Number of pages24
    ISBN (Print)9783319282602
    DOIs
    Publication statusPublished - 2016
    Event3rd Workshop on Sparse Grids and Applications, SGA 2014 - Stuttgart, Germany
    Duration: 1 Sept 20145 Sept 2014

    Publication series

    NameLecture Notes in Computational Science and Engineering
    Volume109
    ISSN (Print)1439-7358

    Conference

    Conference3rd Workshop on Sparse Grids and Applications, SGA 2014
    Country/TerritoryGermany
    CityStuttgart
    Period1/09/145/09/14

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