A quasi-optimal sparse grids procedure for groundwater flows
Thursday 29th November 2012
Beck, J.; Nobile, F.; Tamellini, L.; Tempone, R.
In this work we explore the extension of the quasi-optimal sparse grids method proposed in our previous work “On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods” to a Darcy problem where the permeability is modeled as a lognormal random field. We propose an explicit a-priori/a-posteriori procedure for the construction of such quasi-optimal grid and show its effectiveness on a numerical example. In this approach, the two main ingredients are an estimate of the decay of the Hermite coefficients of the solution and an efficient nested quadrature rule with respect to the Gaussian weight.