Institut für Numerische Simulation (INS): Auflistung Institut für Numerische Simulation (INS) nach Autor "Michael Griebel"
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Analysis of tensor approximation schemes for continuous functions
Michael Griebel; Helmut Harbrecht (2019-03)In this article, we analyze tensor approximation schemes for continuous functions. We assume that the function to be approximated lies in an isotropic Sobolev space and discuss the cost when approximating this function in ... -
Generalized sparse grid interpolation based on the fast discrete Fourier transform
Michael Griebel; Jan Hamaekers (2019-03)In [9], an algorithm for trigonometric interpolation involving only so-called <em>standard information</em> of multivariate functions on generalized sparse grids has been suggested and a study on its application for the ... -
Kernel-based stochastic collocation for the random two-phase Navier-Stokes equations
Michael Griebel; Christian Rieger; Peter Zaspel (2018-10)In this work, we apply stochastic collocation methods with radial kernel basis functions for an uncertainty quantification of the random incompressible two-phase Navier–Stokes equations. Our approach is nonintrusive and ... -
On the numerical approximation of the Karhunen-Loève expansion for lognormal random fields
Michael Griebel; Guanglian Li (2019-07)The Karhunen-Loève (KL) expansion is a popular method for approximating random fields by transforming an infinite-dimensional stochastic domain into a finite-dimensional parameter space. Its numerical approximation is of ... -
Optimally rotated coordinate systems for adaptive least-squares regression on sparse grids
Bastian Bohn; Michael Griebel; Jens Oettershagen (2018-02)For low-dimensional data sets with a large amount of data points, standard kernel methods are usually not feasible for regression anymore. Besides simple linear models or involved heuristic deep learning models, grid-based ...