edoc

Novel results for the anisotropic sparse quadrature and their impact on random diffusion problems

Haji-Ali, Abdul-Lateev and Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus. (2015) Novel results for the anisotropic sparse quadrature and their impact on random diffusion problems. Preprints Fachbereich Mathematik, 2015 (27).

[img] PDF - Published Version
671Kb

Official URL: https://edoc.unibas.ch/69999/

Downloads: Statistics Overview

Abstract

This article is dedicated to the anisotropic sparse Gaussian quadrature for functions which are analytically extendable into an anisotropic tensor product domain. Based on a novel estimate for the cardinality of the anisotropic index set, we are able to substantially improve the error versus cost estimates of the anisotropic sparse quadrature. To validate the theoretical findings, we use the anisotropic sparse Gaussian quadrature to compute the moments of elliptic partial differential equations with random diffusion.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht)
12 Special Collections > Preprints Fachbereich Mathematik
UniBasel Contributors:Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus
Item Type:Preprint
Publisher:Universität Basel
Language:English
Last Modified:08 May 2019 19:02
Deposited On:28 Mar 2019 09:51

Repository Staff Only: item control page