【摘 要】
：
In this talk,we discuss the problem of approximating a multivariate function by discrete least squares projection.The independent variables of the function are
【机 构】
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InstituteofComputationalMathematics,AMSS,ChineseAcademyofSciences
【出 处】
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2014 Workshop on Recent Advances in Numerical Analysis(2014数
论文部分内容阅读
In this talk,we discuss the problem of approximating a multivariate function by discrete least squares projection.The independent variables of the function are assumed to be random variables,stemming from the motivating application of uncertainty quantification.In particular,we shall focus on the choice of sampling points,and the stability issue of the least-squares approach.Both bounded problems and unbounded problems will be discussed.We shall also discuss the case where both function evaluations and derivative evaluations are available,and in this case,a weighted approach will be introduced to control the stability.
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