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Garcke, Jochen

Sparse Grids and Applications

Garcke, Jochen - Sparse Grids and Applications, ebook

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ISBN: 9783642317033
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Table of contents

1. An Adaptive Sparse Grid Approach for Time Series Prediction
Bastian Bohn, Michael Griebel

2. Efficient Analysis of High Dimensional Data in Tensor Formats
Mike Espig, Wolfgang Hackbusch, Alexander Litvinenko, Hermann G. Matthies, Elmar Zander

3. Sparse Grids in a Nutshell
Jochen Garcke

4. Intraday Foreign Exchange Rate Forecasting Using Sparse Grids
Jochen Garcke, Thomas Gerstner, Michael Griebel

5. Dimension- and Time-Adaptive Multilevel Monte Carlo Methods
Thomas Gerstner, Stefan Heinz

6. An Efficient Sparse Grid Galerkin Approach for the Numerical Valuation of Basket Options Under Kou’s Jump-Diffusion Model
Michael Griebel, Alexander Hullmann

7. The Use of Sparse Grid Approximation for the r-Term Tensor Representation
Wolfgang Hackbusch

8. On Multilevel Quadrature for Elliptic Stochastic Partial Differential Equations
Helmut Harbrecht, Michael Peters, Markus Siebenmorgen

9. Local and Dimension Adaptive Stochastic Collocation for Uncertainty Quantification
John D. Jakeman, Stephen G. Roberts

10. The Combination Technique for the Initial Value Problem in Linear Gyrokinetics
Christoph Kowitz, Dirk Pflüger, Frank Jenko, Markus Hegland

11. Model Reduction with the Reduced Basis Method and Sparse Grids
Benjamin Peherstorfer, Stefan Zimmer, Hans-Joachim Bungartz

12. Spatially Adaptive Refinement
Dirk Pflüger

13. Asymptotic Expansion Around Principal Components and the Complexity of Dimension Adaptive Algorithms
Christoph Reisinger

Keywords: Mathematics, Computational Mathematics and Numerical Analysis, Computational Science and Engineering, Mathematics of Computing

Author(s)
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Lecture Notes in Computational Science and Engineering
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642317033

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