Local and Dimension Adaptive Sparse Grid Interpolation and Quadrature

  title={Local and Dimension Adaptive Sparse Grid Interpolation and Quadrature},
  author={John D. Jakeman and Stephen G. Roberts},
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid algorithm and hierarchical surplus-guided local adaptivity. A high-degree basis is used to obtain a high-order method which, given sufficient smoothness, performs significantly better than the piecewise-linear basis. The underlying generalised sparse grid… CONTINUE READING
Related Discussions
This paper has been referenced on Twitter 3 times. VIEW TWEETS


Publications referenced by this paper.
Showing 1-10 of 13 references

Similar Papers

Loading similar papers…