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Numerical example Stationary diffusion equation with random coefficient field
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Multilevel Weighted Least Squares Polynomial Approximation – Sören Wolfers, KAUST
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- 1 Intro
- 2 Polynomial least squares approximation
- 3 Accuracy - Summary
- 4 Accuracy - References
- 5 Sampling from optimal density
- 6 Single level approach to inexact evaluations Ides Apply least squares approximation to freed to Problem: Good approximation requires both a large subspace
- 7 Multilevel approach to inexact evaluations
- 8 Multilevel convergence analysis
- 9 Numerical example Stationary diffusion equation with random coefficient field
- 10 Setup
- 11 Curse of dimensionality
- 12 Smolyak decomposition
- 13 Decay of mixed differences
- 14 Adaptive algorithm
- 15 Special case multilevel polynomial approximation
