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Volume 8, Issue 1
Selected Recent Applications of Sparse Grids

Benjamin Peherstorfer, Christoph Kowitz, Dirk Pflüger & Hans-Joachim Bungartz

Numer. Math. Theor. Meth. Appl., 8 (2015), pp. 47-77.

Published online: 2015-08

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  • Abstract

Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification. We review four selected real-world applications of sparse grids: financial product pricing with the Black-Scholes model, interactive exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of plasma turbulence simulations.

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@Article{NMTMA-8-47, author = {}, title = {Selected Recent Applications of Sparse Grids}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2015}, volume = {8}, number = {1}, pages = {47--77}, abstract = {

Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification. We review four selected real-world applications of sparse grids: financial product pricing with the Black-Scholes model, interactive exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of plasma turbulence simulations.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.2015.w05si}, url = {http://global-sci.org/intro/article_detail/nmtma/12399.html} }
TY - JOUR T1 - Selected Recent Applications of Sparse Grids JO - Numerical Mathematics: Theory, Methods and Applications VL - 1 SP - 47 EP - 77 PY - 2015 DA - 2015/08 SN - 8 DO - http://doi.org/10.4208/nmtma.2015.w05si UR - https://global-sci.org/intro/article_detail/nmtma/12399.html KW - AB -

Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification. We review four selected real-world applications of sparse grids: financial product pricing with the Black-Scholes model, interactive exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of plasma turbulence simulations.

Benjamin Peherstorfer, Christoph Kowitz, Dirk Pflüger & Hans-Joachim Bungartz. (2020). Selected Recent Applications of Sparse Grids. Numerical Mathematics: Theory, Methods and Applications. 8 (1). 47-77. doi:10.4208/nmtma.2015.w05si
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