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Sparse Grids and Applications

Name: Sparse Grids and Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01661628
Price: 107.29 EUR
Availability: InStock
Author: Jochen Garcke
ISBN: 9783642317026

Jochen Garcke

Michael Griebel

Language

English

Book Hardback

Libristo code: 01661628

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2012

In the recent decade, there has been a growing interest in the numerical treatment of high-dimension... Full description

Libristo code: 01661628

263 b

107.29 € VAT included

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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.