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Sparse Grids and Applications

Sparse Grids and Applications
Author: Jochen Garcke
Publisher: Springer Science & Business Media
Total Pages: 290
Release: 2012-10-13
Genre: Mathematics
ISBN: 3642317022

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In the recent decade, there has been a growing interest in the numerical treatment of high-dimensional problems. It is well known that classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. The technique of sparse grids helps overcome this problem to some extent under suitable regularity assumptions. This discretization approach is obtained from a multi-scale basis by a tensor product construction and subsequent truncation of the resulting multiresolution series expansion. This volume of LNCSE is a collection of the papers from the proceedings of the workshop on sparse grids and its applications held in Bonn in May 2011. The selected articles present recent advances in the mathematical understanding and analysis of sparse grid discretization. Aspects arising from applications are given particular attention.


Sparse Grids and Applications

Sparse Grids and Applications
Author: Jochen Garcke
Publisher: Springer Science & Business Media
Total Pages: 290
Release: 2012-10-13
Genre: Mathematics
ISBN: 3642317030

Download Sparse Grids and Applications Book in PDF, ePub and Kindle

In the recent decade, there has been a growing interest in the numerical treatment of high-dimensional problems. It is well known that classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. The technique of sparse grids helps overcome this problem to some extent under suitable regularity assumptions. This discretization approach is obtained from a multi-scale basis by a tensor product construction and subsequent truncation of the resulting multiresolution series expansion. This volume of LNCSE is a collection of the papers from the proceedings of the workshop on sparse grids and its applications held in Bonn in May 2011. The selected articles present recent advances in the mathematical understanding and analysis of sparse grid discretization. Aspects arising from applications are given particular attention.


Sparse Grids and Applications - Munich 2018

Sparse Grids and Applications - Munich 2018
Author: Hans-Joachim Bungartz
Publisher: Springer Nature
Total Pages: 268
Release: 2022-03-14
Genre: Mathematics
ISBN: 3030813622

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Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fifth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including uncertainty quantification, plasma physics simulations, and computational chemistry, to name but a few.


Sparse Grids and Applications - Miami 2016

Sparse Grids and Applications - Miami 2016
Author: Jochen Garcke
Publisher: Springer
Total Pages: 262
Release: 2018-06-20
Genre: Mathematics
ISBN: 3319754262

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Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fourth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including computational chemistry, computational fluid dynamics, and big data analytics, to name but a few.


Sparse Grids and Applications - Munich 2012

Sparse Grids and Applications - Munich 2012
Author: Jochen Garcke
Publisher: Springer Science & Business Media
Total Pages: 345
Release: 2014-04-11
Genre: Mathematics
ISBN: 3319045377

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Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretization schemes fail in more than three or four dimensions, sparse grids make it possible to overcome the “curse” of dimensionality to some degree, extending the number of dimensions that can be dealt with. This volume of LNCSE collects the papers from the proceedings of the second workshop on sparse grids and applications, demonstrating once again the importance of this numerical discretization scheme. The selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures, and the range of applications extends to uncertainty quantification settings and clustering, to name but a few examples.


Sparse Grids and Applications - Stuttgart 2014

Sparse Grids and Applications - Stuttgart 2014
Author: Jochen Garcke
Publisher: Springer
Total Pages: 348
Release: 2016-03-16
Genre: Computers
ISBN: 331928262X

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This volume of LNCSE is a collection of the papers from the proceedings of the third workshop on sparse grids and applications. Sparse grids are a popular approach for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different guises, are frequently the method of choice, be it spatially adaptive in the hierarchical basis or via the dimensionally adaptive combination technique. Demonstrating once again the importance of this numerical discretization scheme, the selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures. The book also discusses a range of applications, including uncertainty quantification and plasma physics.


Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
Author: Markus Holtz
Publisher: Springer Science & Business Media
Total Pages: 194
Release: 2010-10-22
Genre: Mathematics
ISBN: 3642160042

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This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.


Sparse grids

Sparse grids
Author: Sascha Hilgenfeldt
Publisher:
Total Pages: 20
Release: 1995
Genre: Multigrid methods (Numerical analysis)
ISBN:

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Abstract: "Sparse grid methods applied to solve partial differential equations allow for a substantial reduction of numerical effort (to obtain equal error magnitudes) compared to conventional finite element methods. A short introduction to this new approach is given. Using a Ritz-Galerkin method on rectangular sparse grids, stationary Schrödinger equations of dimensionality D [> or =] 2 are solved numerically for a number of generic problems and the results are compared to exact values, perturbative results, and numerical computations of other authors. For problems with oscillator potentials (harmonic or anharmonic), the accuracy of eigenvalues for similar numbers of grid points and equal order of basis functions is increased by up to two orders of magnitude with respect to conventional FEM. Good solutions are obtained for singular potentials (hydrogen atom and hydrogen molecular ion), where the sparse grid was automatically refined using a local adaptation strategy. Schrödinger problems of high dimensionality (up to D=8) become tractable with this algorithm, regardless of symmetries or separabilities of the potential functions, i.e. similar accuracies are to be expected for arbitrary potentials. As an example of a physically significant and intrinsically high-dimensional problem, eigenstates of a spin boson coupling model were computed."


Sparse Grids

Sparse Grids
Author: S. Hilgenfeldt
Publisher:
Total Pages: 20
Release: 1995
Genre:
ISBN:

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B-splines for Sparse Grids

B-splines for Sparse Grids
Author: Julian Valentin
Publisher:
Total Pages:
Release: 2019
Genre:
ISBN:

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