Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
In this paper we present a set of efficient algorithms for detection and identification of discontinuities in high dimensional space. The method is based on extension of polynomial annihilation for discontinuity detection in low dimensions. Compared to the earlier work, the present method poses significant improvements for high dimensional problems. The core of the algorithms relies on adaptive refinement of sparse grids. It is demonstrated that in the commonly encountered cases where a...[Show more]
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|Source:||Journal of Computational Physics|
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