A HYPERSPHERICAL ADAPTIVE SPARSE-GRID METHOD FOR HIGH-DIMENSIONAL DISCONTINUITY DETECTION

作者：Zhang G^*; Webster C; Gunzburger M; Burkardt J

来源：SIAM Journal on Numerical Analysis, 2015, 53(3): 1508-1536.

DOI：10.1137/140971531

• discontinuity detection
• hyperspherical coordinate system
• adaptive sparse grid
• rare events
• hierarchical acceleration

This work proposes and analyzes a hyperspherical adaptive hierarchical sparse-grid method for detecting jump discontinuities of functions in high-dimensional spaces. The method is motivated by the theoretical and computational inefficiencies of well-known adaptive sparse-grid methods for discontinuity detection. Our novel approach constructs a function representation of the discontinuity hypersurface of an N-dimensional discontinuous quantity of interest, by virtue of a hyperspherical transformation. Then, a sparse-grid approximation of the transformed function is built in the hyperspherical coordinate system, whose value at each point is estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of the hypersurface, the new technique can identify jump discontinuities with significantly reduced computational cost, compared to existing methods. Moreover, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. Rigorous complexity analyses of the new method are provided as are several numerical examples that illustrate the effectiveness of the approach.

• 出版日期2015