Selected Recent Applications of Sparse Grids. Issue 1 (3rd March 2015)

• Record Type: Journal Article
• Authors: Peherstorfer, Benjamin; Kowitz, Christoph; Pflüger, Dirk; Bungartz, Hans-Joachim
• Is Part Of: Numerical mathematics. Volume 8:Issue 1(2015)
• Page Start: 47
• Page End: 77
• Publication Date: 2015-03-03
• Subjects: 65M60, -- 65M22, -- 62P05, -- 65D05, -- 62H30, -- 65F15; Sparse grids, -- hierarchical decomposition, -- adaptivity, -- combination technique; Numerical analysis -- Periodicals; Numerical analysis; Periodicals; 518.05
• DOI: 10.4208/nmtma.2015.w05si
• Languages: English
• ISSNs: 1004-8979

Abstract

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.