An <i>hp</i>‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use
An <i>hp</i>‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use
This paper introduces an $hp$-adaptive multi-element stochastic collocation method, which additionally allows to re-use existing model evaluations during either $h$- or $p$-refinement. The collocation method is based on weighted Leja nodes. After $h$-refinement, local interpolations are stabilized by adding and sorting Leja nodes on each newly created sub-element in a …