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Selected Recent Applications of Sparse Grids

Selected Recent Applications of Sparse Grids
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Year:    2015

Numerical Mathematics: Theory, Methods and Applications, Vol. 8 (2015), Iss. 1 : pp. 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.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2015.w05si

Numerical Mathematics: Theory, Methods and Applications, Vol. 8 (2015), Iss. 1 : pp. 47–77

Published online:    2015-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    31

Keywords:   

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