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Three-input degree-two chaos uses ten total-degree modes versus twenty-seven tensor modes

Example

For three independent uniform inputs on [−1,1] with admissible cutoff p=(2,2,2), a total-degree order-two chaos basis has ten modes, while the full coordinatewise degree-two tensor basis has twenty-seven modes. A tensor Gaussian rule with three nodes in each coordinate also uses twenty-seven node evaluations.

Facts & Assumptions

Given: Three independent uniform inputs on [−1,1], cutoffs pj=2, total-degree order s=2, and a three-node Gaussian rule for each marginal.

[F1]

Total-degree and hyperbolic-cross chaos index sets defines the cutoff total-degree set by coordinate sum and the tensor box by coordinatewise cutoffs.

[F2]

The stated chaos index sets are finite and contain zero confirms the specified finite sets are legitimate index sets containing zero.

[F3]

Tensor-product Gaussian quadrature preserves coordinatewise exactness gives exactly ∏jmj distinct nodes for a tensor rule with coordinate orders mj.

Verification

1.1F1F2givenalgebra

For one uniform marginal, the moment Gram matrix through degree two is (101/301/301/301/5). Its quadratic form at (c0,c1,c2) is (c0+c2/3)2+c12/3+4c22/45, which is positive for every nonzero vector; all required moments are finite on [−1,1]. Thus the cutoff is admissible. In three coordinates, the total-degree set has one zero multi-index, three degree-one indices, three indices 2ej, and three indices ei+ej with i<j. These are disjoint and exhaust the nonnegative triples with sum at most two, so its cardinality is 1+3+3+3=10.

2.1F1F3step 1.1algebra∎

The full degree-two tensor box has 3 choices in each of three coordinates, hence 33=27 multi-indices. The three-node Gaussian rules are defined for the positive uniform measures on [−1,1]; their tensor rule with m1=m2=m3=3 has 33=27 distinct nodes by [F3]. Thus in this example the total-degree basis uses ten modes compared with twenty-seven tensor modes and node evaluations.

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