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Sparse Grids and Applications |
Jochen Garcke; Michael Griebel
Springer Berlin Heidelberg
Sparse Grids and Applications
Sparse Grids in a Nutshell
Authors

Jochen Garcke

ARI Id

1674219834877_3465592

Access

Not Available Free

Pages

57-80

DOI

10.1007/978-3-642-31703-3_3

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-31703-3_3

Table of Contents of Book
Showing 1 to 15 of 15 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-x
An Adaptive Sparse Grid Approach for Time Series Prediction
Bastian Bohn; Michael Griebel
1-30
Efficient Analysis of High Dimensional Data in Tensor Formats
Mike Espig; Wolfgang Hackbusch; Alexander Litvinenko; Hermann G. Matthies; Elmar Zander
31-56
Sparse Grids in a Nutshell
Jochen Garcke
57-80
Intraday Foreign Exchange Rate Forecasting Using Sparse Grids
Jochen Garcke; Thomas Gerstner; Michael Griebel
81-105
Dimension- and Time-Adaptive Multilevel Monte Carlo Methods
Thomas Gerstner; Stefan Heinz
107-120
An Efficient Sparse Grid Galerkin Approach for the Numerical Valuation of Basket Options Under Kou’s Jump-Diffusion Model
Michael Griebel; Alexander Hullmann
121-150
The Use of Sparse Grid Approximation for the r-Term Tensor Representation
Wolfgang Hackbusch
151-159
On Multilevel Quadrature for Elliptic Stochastic Partial Differential Equations
Helmut Harbrecht; Michael Peters; Markus Siebenmorgen
161-179
Local and Dimension Adaptive Stochastic Collocation for Uncertainty Quantification
John D. Jakeman; Stephen G. Roberts
181-203
The Combination Technique for the Initial Value Problem in Linear Gyrokinetics
Christoph Kowitz; Dirk Pflüger; Frank Jenko; Markus Hegland
205-222
Model Reduction with the Reduced Basis Method and Sparse Grids
Benjamin Peherstorfer; Stefan Zimmer; Hans-Joachim Bungartz
223-242
Spatially Adaptive Refinement
Dirk Pflüger
243-262
Asymptotic Expansion Around Principal Components and the Complexity of Dimension Adaptive Algorithms
Christoph Reisinger
263-276
Back Matter
277-283
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 15 of 15 entries
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