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math.NA2021
Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in R^n
Warren Hare, Gabriel Jarry-Bolduc, Chayne Planiden
This work investigates the asymptotic behaviour of the gradient approximation method called the generalized simplex gradient (GSG). This method has an error bound that at first gla…
math.NA2020
Error bounds for overdetermined and underdetermined generalized centred simplex gradients
Warren Hare, Gabriel Jarry--Bolduc, Chayne Planiden
Using the Moore--Penrose pseudoinverse, this work generalizes the gradient approximation technique called centred simplex gradient to allow sample sets containing any number of poi…