Sparse Grids and Applications
By: edited by Jochen Garcke, Michael Griebel
Contributors: Griebel, Michael; SpringerLink (Online service)
Series: Lecture Notes in Computational Science and Engineering -- 88
Publisher: Springer Berlin Heidelberg; Imprint: Springer
Published: 2013
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 283
ISBN-13: 9783642317033
Subjects: Mathematics; Computational Mathematics and Numerical Analysis; Mathematics of Computing; Computer science; Computational Science and Engineering
Description: <p>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.</p><p> </p><p> </p>