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Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids

Jakeman, John; Archibald, Richard; Xiu, Dongbin

Description

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]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
URI: http://hdl.handle.net/1885/18968
Source: Journal of Computational Physics
DOI: 10.1016/j.jcp.2011.02.022

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