Sparse Grids and Applications
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.
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Sparse Grids and Applications
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.
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Sparse Grids and Applications

Sparse Grids and Applications

Sparse Grids and Applications

Sparse Grids and Applications

Paperback(2013)

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Overview

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.

Product Details

ISBN-13: 9783642426605
Publisher: Springer Berlin Heidelberg
Publication date: 11/10/2014
Series: Lecture Notes in Computational Science and Engineering , #88
Edition description: 2013
Pages: 286
Product dimensions: 6.10(w) x 9.25(h) x 0.02(d)

About the Author

Jochen Garcke is Professor at the Institute of Numerical Simulation, University of Bonn. Michael Griebel is Managing Editor of the journal Numerische Mathematik, series editor of LNCSE and volume editor of the proceedings on Meshfree Methods for PDEs, published as LNCSE 43, 57, 65 and 79.
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