TY - JOUR
T1 - Selected Recent Applications of Sparse Grids
AU - Peherstorfer, Benjamin
AU - Kowitz, Christoph
AU - Pflüger, Dirk
AU - Bungartz, Hans Joachim
N1 - Publisher Copyright:
© 2015 Global-Science Press.
PY - 2015
Y1 - 2015
N2 - 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.
AB - 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.
KW - Sparse grids
KW - adaptivity
KW - combination technique
KW - hierarchical decomposition
UR - http://www.scopus.com/inward/record.url?scp=84993661875&partnerID=8YFLogxK
U2 - 10.4208/nmtma.2015.w05si
DO - 10.4208/nmtma.2015.w05si
M3 - Article
AN - SCOPUS:84993661875
SN - 1004-8979
VL - 8
SP - 47
EP - 77
JO - Numerical Mathematics
JF - Numerical Mathematics
IS - 1
ER -