Sparse Grids and Applications

• Corporate Author: SpringerLink (Online service)
• Other Authors: Garcke, Jochen (Editor), Griebel, Michael (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Lecture Notes in Computational Science and Engineering, 88
• Subjects: Mathematics.; Computer science > Mathematics.; Computer mathematics.; Computational Mathematics and Numerical Analysis.; Computational Science and Engineering.; Mathematics of Computing.

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 overcom...