Adaptive Sparse Grids with Nonlinear Basis in Interval Problems for Dynamical Systems

Abstract

Problems with interval uncertainties arise in many applied fields. The authors have earlier developed, tested, and proved an adaptive interpolation algorithm for solving this class of problems. The algorithm’s idea consists of constructing a piecewise polynomial function that interpolates the dependence of the problem solution on point values of interval parameters. The classical version of the algorithm uses polynomial full grid interpolation and, with a large number of uncertainties, the algorithm becomes difficult to apply due to the exponential growth of computational costs. Sparse grid interpolation requires significantly less computational resources than interpolation on full grids, so their use seems promising. A representative number of examples have previously confirmed the effectiveness of using adaptive sparse grids with a linear basis in the adaptive interpolation algorithm. The purpose of this paper is to apply adaptive sparse grids with a nonlinear basis for modeling dynamic systems with interval parameters. The corresponding interpolation polynomials on the quadratic basis and the fourth-degree basis are constructed. The efficiency, performance, and robustness of the proposed approach are demonstrated on a representative set of problems.