Multivariate function approximation using sparse grids and high Dimensional Model Representation – a comparison

• Authors: Mateusz Baran
• Languages of publication: PL

Abstracts

PL

In many areas of science and technology, there is a need for effective procedures for approximating multivariate functions. Sparse grids and cut-HDMR (High Dimensional Model Representation) are two alternative approaches to such multivariate approximations. It is therefore interesting to compare these two methods. Numerical experiments performed in this study indicate that the sparse grid approximation is more accurate than the cut-HDMR approximation that uses a comparable number of known values of the approximated function unless the approximated function can be expressed as a sum of high order polynomials of one or two variables.

Keywords

PL

Sparse Grids, Approximation, Numerical experiments, Metamodelling, Curse of dimensionality

• Publisher: [unknown2]
• Journal: Czasopismo Techniczne
• Year: -

Dates

online

2015-04-09

Contributors

author

Mateusz Baran