A Christoffel function weighted least squares algorithm for collocation approximations
نویسندگان
چکیده
منابع مشابه
A Christoffel function weighted least squares algorithm for collocation approximations
We propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo appr...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2016
ISSN: 0025-5718,1088-6842
DOI: 10.1090/mcom/3192