hierarchical
Employ a hierarchical sparse grid construction
Specification
Alias: None
Arguments: None
Description
Stochastic collocation with sparse grids can employ either a nodal or hierarchical formulation. The hierarchical formulation requires nested interpolation rules as it utilizes increments in collocation points along with hierarchical weights defined from a hierarchical basis formulation.
This keyword requests the hierarchical formulation, which has benefits for adaptive refinement by supporting direct computation of increments in targeted statistics (e.g. mean, covariance, reliability indices), avoiding loss of precision from subtractive cancellation.
