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Lecture Notes in Computational Science and Engineering

Sparse Grids and Applications

Editors: Garcke, Jochen, Griebel, Michael (Eds.)

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About this book

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.

About the authors

Jochen Garcke is Professor at the Institute of Numerical Simulation, University of Bonn. Michael Griebel is Managing Editor of the journal Numerische Mathematik, series editor of LNCSE and volume editor of the proceedings on Meshfree Methods for PDEs, published as LNCSE 43, 57, 65 and 79.

Table of contents (13 chapters)

  • An Adaptive Sparse Grid Approach for Time Series Prediction

    Bohn, Bastian (et al.)

    Pages 1-30

  • Efficient Analysis of High Dimensional Data in Tensor Formats

    Espig, Mike (et al.)

    Pages 31-56

  • Sparse Grids in a Nutshell

    Garcke, Jochen

    Pages 57-80

  • Intraday Foreign Exchange Rate Forecasting Using Sparse Grids

    Garcke, Jochen (et al.)

    Pages 81-105

  • Dimension- and Time-Adaptive Multilevel Monte Carlo Methods

    Gerstner, Thomas (et al.)

    Pages 107-120

Buy this book

eBook $119.00
price for Brazil (gross)
  • ISBN 978-3-642-31703-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for Brazil
  • ISBN 978-3-642-31702-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for Brazil
  • ISBN 978-3-642-42660-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Sparse Grids and Applications
Editors
  • Jochen Garcke
  • Michael Griebel
Series Title
Lecture Notes in Computational Science and Engineering
Series Volume
88
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-31703-3
DOI
10.1007/978-3-642-31703-3
Hardcover ISBN
978-3-642-31702-6
Softcover ISBN
978-3-642-42660-5
Series ISSN
1439-7358
Edition Number
1
Number of Pages
X, 286
Topics