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Sparse Grid Adaptive Interpolation in Problems of Modeling Dynamic Systems with Interval Parameters

Author

Listed:
  • Alexander Yu Morozov

    (Federal Research Center “Computer Science and Control” of Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia)

  • Andrey A. Zhuravlev

    (Federal Research Center “Computer Science and Control” of Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia)

  • Dmitry L. Reviznikov

    (Federal Research Center “Computer Science and Control” of Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia)

Abstract

The paper is concerned with the issues of modeling dynamic systems with interval parameters. In previous works, the authors proposed an adaptive interpolation algorithm for solving interval problems; the essence of the algorithm is the dynamic construction of a piecewise polynomial function that interpolates the solution of the problem with a given accuracy. The main problem of applying the algorithm is related to the curse of dimension, i.e., exponential complexity relative to the number of interval uncertainties in parameters. The main objective of this work is to apply the previously proposed adaptive interpolation algorithm to dynamic systems with a large number of interval parameters. In order to reduce the computational complexity of the algorithm, the authors propose using adaptive sparse grids. This article introduces a novelty approach of applying sparse grids to problems with interval uncertainties. The efficiency of the proposed approach has been demonstrated on representative interval problems of nonlinear dynamics and computational materials science.

Suggested Citation

  • Alexander Yu Morozov & Andrey A. Zhuravlev & Dmitry L. Reviznikov, 2021. "Sparse Grid Adaptive Interpolation in Problems of Modeling Dynamic Systems with Interval Parameters," Mathematics, MDPI, vol. 9(4), pages 1-17, February.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:4:p:298-:d:492246
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    References listed on IDEAS

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    1. Johannes Brumm & Simon Scheidegger, 2017. "Using Adaptive Sparse Grids to Solve High‐Dimensional Dynamic Models," Econometrica, Econometric Society, vol. 85, pages 1575-1612, September.
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    Cited by:

    1. Mikhail Posypkin & Andrey Gorshenin & Vladimir Titarev, 2022. "Preface to the Special Issue on “Control, Optimization, and Mathematical Modeling of Complex Systems”," Mathematics, MDPI, vol. 10(13), pages 1-8, June.

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