Titlebook: Simulation-Driven Modeling and Optimization; ASDOM, Reykjavik, Au Slawomir Koziel,Leifur Leifsson,Xin-She Yang Conference proceedings 2016

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Sobol Indices for Dimension Adaptivity in Sparse Grids,conventional adaptation schemes on sparse grids (Gerstner and Griebel, Computing .(1), 65–87, 2003), and seen to perform comparably, without requiring the expense associated with a look-ahead error estimate. It is demonstrated for an expensive computer model of contaminant flow over a barrier.