In [10], a novel approach for numerical quadrature has been developed, based on a spatially adaptive variant of the sparse grid combination technique [7]. In this thesis, the resulting procedure, henceforth referred to as the split-extend scheme, has been subject to a slight modifcation regarding one of its fundamental operations, essentially reducing its consumption of function evaluations per application. This modified procedure, restricted to piecewise linear basis functions, has been put to the test with regard to a selection of widely used functions taken from [5] and [8], some of which have already been employed in [10]. In several cases, the corresponding results have either shown a noticeably increased performance or proved to be at least on par with the basic scheme, which indicates that the method itself might be worthy of further investigation and improvement.
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In [10], a novel approach for numerical quadrature has been developed, based on a spatially adaptive variant of the sparse grid combination technique [7]. In this thesis, the resulting procedure, henceforth referred to as the split-extend scheme, has been subject to a slight modifcation regarding one of its fundamental operations, essentially reducing its consumption of function evaluations per application. This modified procedure, restricted to piecewise linear basis functions, has been put to...
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