An Adaptive Derivative-based Method for Function Approximation

Tong, C

关键词: ALGORITHMS;    APPROXIMATIONS;    CONSTRUCTION;    FUNCTIONALS;    SAMPLING;   

DOI  :  10.2172/945874
RP-ID  :  LLNL-TR-408156
PID  :  OSTI ID: 945874
Others  :  TRN: US200904%%183

学科分类：社会科学、人文和艺术（综合）

美国|英语

来源: SciTech Connect

【 摘 要 】

To alleviate the high computational cost of large-scale multi-physics simulations to study the relationships between the model parameters and the outputs of interest, response surfaces are often used in place of the exact functional relationships. This report explores a method for response surface construction using adaptive sampling guided by derivative information at each selected sample point. This method is especially suitable for applications that can readily provide added information such as gradients and Hessian with respect to the input parameters under study. When higher order terms (third and above) in the Taylor series are negligible, the approximation error for this method can be controlled. We present details of the adaptive algorithm and numerical results on a few test problems.