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Selected Recent Applications of Sparse Grids
Published online by Cambridge University Press: 03 March 2015
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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.
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- Research Article
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- Numerical Mathematics: Theory, Methods and Applications , Volume 8 , Issue 1 , February 2015 , pp. 47 - 77
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- Copyright © Global-Science Press 2015
References
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