Sparse Grid Methods for Higher Dimensional Approximation

Name: Sparse Grid Methods for Higher Dimensional Approximation
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838121406
Price: 456.31 RON
Availability: InStock

Theory and Experiments on Benefits and Limitations of Sparse Grid Approximation Methods and Generalizations to Low Effective Dimensionality

Autor: Christian Feuersänger

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Editura: Sudwestdeutscher Verlag Fur Hochschulschriften AG

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456.31 lei

Approximation of functions depending on more than three variables is relevant for the simulation of...

Informații despre carte

Autor

Christian Feuersänger

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

184

EAN

9783838121406

ISBN

3838121406

Enbook ID

06936935

Editura

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Greutate

288

Dimensiuni

152 x 229 x 18

Descriere completă

Approximation of functions depending on more than three variables is relevant for the simulation of dynamic models. Especially stochastic models lead to a wide range of applications like simulation of polymeric liquids, kinetic equations for forces acting on offshore wind parks, or even the pricing of financial products. Sparse Grids have been designed to significantly reduce the cost to approximate high-dimensional functions under certain smoothness conditions. This book presents tools to design and work with Sparse Grids, including construction properties, algorithms, data structures and error estimates. It also discusses inherent limitations and their benefits when it comes to the simulation of stochastic models, namely to the representation of probability density functions. Furthermore, the book reveals new space- and dimension-adaptive Sparse Grids which are suitable for functions that effectively depend on only a few of their input variables.

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Sparse Grid Methods for Higher Dimensional Approximation

Theory and Experiments on Benefits and Limitations of Sparse Grid Approximation Methods and Generalizations to Low Effective Dimensionality

Informații despre carte

Descriere completă

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