Sparse Grids And Applications
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Sparse Grids And Applications
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Author : Jochen Garcke
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-10-13
Sparse Grids And Applications written by Jochen Garcke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-13 with Mathematics categories.
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.
Sparse Grids And Applications Munich 2018
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Author : Hans-Joachim Bungartz
language : en
Publisher: Springer Nature
Release Date : 2022-03-14
Sparse Grids And Applications Munich 2018 written by Hans-Joachim Bungartz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-14 with Mathematics categories.
Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fifth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including uncertainty quantification, plasma physics simulations, and computational chemistry, to name but a few.
Sparse Grids And Applications Munich 2012
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Author : Jochen Garcke
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-04-11
Sparse Grids And Applications Munich 2012 written by Jochen Garcke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-11 with Mathematics categories.
Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretization schemes fail in more than three or four dimensions, sparse grids make it possible to overcome the “curse” of dimensionality to some degree, extending the number of dimensions that can be dealt with. This volume of LNCSE collects the papers from the proceedings of the second workshop on sparse grids and applications, demonstrating once again the importance of this numerical discretization scheme. The selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures, and the range of applications extends to uncertainty quantification settings and clustering, to name but a few examples.
Sparse Grids And Applications Stuttgart 2014
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Author : Jochen Garcke
language : en
Publisher: Springer
Release Date : 2016-03-16
Sparse Grids And Applications Stuttgart 2014 written by Jochen Garcke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-16 with Computers categories.
This volume of LNCSE is a collection of the papers from the proceedings of the third workshop on sparse grids and applications. Sparse grids are a popular approach for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different guises, are frequently the method of choice, be it spatially adaptive in the hierarchical basis or via the dimensionally adaptive combination technique. Demonstrating once again the importance of this numerical discretization scheme, the selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures. The book also discusses a range of applications, including uncertainty quantification and plasma physics.
Sparse Grids And Applications Miami 2016
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Author : Jochen Garcke
language : en
Publisher: Springer
Release Date : 2018-06-20
Sparse Grids And Applications Miami 2016 written by Jochen Garcke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-20 with Mathematics categories.
Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fourth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including computational chemistry, computational fluid dynamics, and big data analytics, to name but a few.
Sparse Grids And Applications Munich 2018
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Author :
language : en
Publisher:
Release Date : 2021
Sparse Grids And Applications Munich 2018 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with Numerical analysis categories.
Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fifth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including uncertainty quantification, plasma physics simulations, and computational chemistry, to name but a few.
Sparse Grid Quadrature In High Dimensions With Applications In Finance And Insurance
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Author : Markus Holtz
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-22
Sparse Grid Quadrature In High Dimensions With Applications In Finance And Insurance written by Markus Holtz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-22 with Mathematics categories.
This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.
Grid Based Nonlinear Estimation And Its Applications
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Author : Bin Jia
language : en
Publisher: CRC Press
Release Date : 2019-04-25
Grid Based Nonlinear Estimation And Its Applications written by Bin Jia and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-25 with Mathematics categories.
Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.
Numerical Analysis And Its Applications
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Author : Lubin Vulkov
language : en
Publisher: Springer
Release Date : 2003-07-31
Numerical Analysis And Its Applications written by Lubin Vulkov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-31 with Mathematics categories.
This book constitutes the thoroughly refereed post-proceedings of the Second International Conference on Numerical Analysis and Its Applications, NAA 2000, held in Rousse, Bulgaria in June 2000.The 90 revised papers presented were carefully selected for inclusion in the book during the two rounds of inspection and reviewing. All current aspects of numerical analysis are addressed. Among the application fields covered are computational sciences and engineering, chemistry, physics, economics, simulation, etc.
Maximum Simulated Likelihood Methods And Applications
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Author : William Greene
language : en
Publisher: Emerald Group Publishing
Release Date : 2010-12-03
Maximum Simulated Likelihood Methods And Applications written by William Greene and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-03 with Business & Economics categories.
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.