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Full-Text Articles in Physical Sciences and Mathematics
Efficient Methods For Multidimensional Global Polynomial Approximation With Applications To Random Pdes, Peter A. Jantsch
Efficient Methods For Multidimensional Global Polynomial Approximation With Applications To Random Pdes, Peter A. Jantsch
Doctoral Dissertations
In this work, we consider several ways to overcome the challenges associated with polynomial approximation and integration of smooth functions depending on a large number of inputs. We are motivated by the problem of forward uncertainty quantification (UQ), whereby inputs to mathematical models are considered as random variables. With limited resources, finding more efficient and accurate ways to approximate the multidimensional solution to the UQ problem is of crucial importance, due to the “curse of dimensionality” and the cost of solving the underlying deterministic problem.
The first way we overcome the complexity issue is by exploiting the structure of the …