@Article{NMTMA-8-1, 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 = {https://global-sci.com/article/90563/selected-recent-applications-of-sparse-grids} }