1Blurb:: Level to use in sparse grid integration or interpolation
2
3Description::
4
5Multi-dimensional integration by the Smolyak sparse grid method
6(specified with sparse_grid_level and, optionally,
7dimension_preference). The underlying one-dimensional integration
8rules are the same as for the tensor-product quadrature case; however,
9the default rule selection is nested for sparse grids (Genz-Keister
10for normals/transformed normals and Gauss-Patterson for
11uniforms/transformed uniforms). This default can be overridden with an
12explicit non_nested specification (resulting in Gauss-Hermite for
13normals/transformed normals and Gauss-Legendre for
14uniforms/transformed uniforms). As for tensor quadrature, the
15dimension_preference specification enables the use of anisotropic
16sparse grids (refer to the PCE description in the User's Manual for
17the anisotropic index set constraint definition). Similar to
18anisotropic tensor grids, the dimension with greatest preference will
19have resolution at the full sparse_grid_level and all other dimension
20resolutions will be reduced in proportion to their reduced
21preference. For PCE with either isotropic or anisotropic sparse grids,
22a summation of tensor-product expansions is used, where each
23anisotropic tensor-product quadrature rule underlying the sparse grid
24construction results in its own anisotropic tensor-product expansion
25as described in case 1. These anisotropic tensor-product expansions
26are summed into a sparse PCE using the standard Smolyak summation
27(again, refer to the User's Manual for additional details). As for
28quadrature_order, the sparse_grid_level specification admits an array
29input for enabling specification of multiple grid resolutions used by
30certain advanced solution methodologies.
31
32A corresponding sequence specification is documented at, e.g.,
33\ref method-multifidelity_polynomial_chaos-sparse_grid_level_sequence and
34\ref method-multifidelity_stoch_collocation-sparse_grid_level_sequence
35
36
37Topics::
38Examples::
39Theory::
40Faq::
41See_Also::
42method-multifidelity_polynomial_chaos-sparse_grid_level_sequence
43method-multifidelity_stoch_collocation-sparse_grid_level_sequence
44