Sparse Grids and Applications - Munich 2012

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 o...