A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions. (June 2016)

• Record Type: Journal Article
• Authors: Stoyanov, Miroslav K.; Webster, Clayton G.
• Is Part Of: Computers & mathematics with applications. Volume 71:issue 11(2016)
• Page Start: 2449
• Page End: 2465
• Publication Date: 2016-06
• Subjects: Sparse grids -- Quasi-optimal approximation -- Multidimensional interpolation; Electronic data processing -- Periodicals; Mathematics -- Data processing -- Periodicals; 510.28541
• DOI: 10.1016/j.camwa.2015.12.045
• Languages: English
• ISSNs: 0898-1221

Abstract

Abstract: In this work we develop a dynamically adaptive sparse grids (SG) method for quasi-optimal interpolation of multidimensional analytic functions defined over a product of one dimensional bounded domains. The goal of such approach is to construct an interpolant in space that corresponds to the "best M -terms" based on sharp a priori estimate of polynomial coefficients. In the past, SG methods have been successful in achieving this, with a traditional construction that relies on the solution to a Knapsack problem: only the most profitable hierarchical surpluses are added to the SG. However, this approach requires additional sharp estimates related to the size of the analytic region and the norm of the interpolation operator, i.e., the Lebesgue constant. Instead, we present an iterative SG procedure that adaptively refines an estimate of the region and accounts for the effects of the Lebesgue constant. Our approach does not require any a priori knowledge of the analyticity or operator norm, is easily generalized to both affine and non-affine analytic functions, and can be applied to sparse grids built from one dimensional rules with arbitrary growth of the number of nodes. In several numerical examples, we utilize our dynamically adaptive SG to interpolate quantities of interest related to the solutions of parametrized elliptic and hyperbolic PDEs, and compare the performance of our quasi-optimal interpolant to several alternative SG schemes.