Sparse grids and applications / [edited by] Jochen Garcke, Michael Griebel.

Contributor(s): Garcke, Jochen [editor] | Griebel, Michael, 1960- [editor]Material type: TextTextLanguage: English Series: Lecture notes in computational science and engineering ; 88Copyright date: New York : Springer, c2013Edition: First EditionDescription: x, 276 pages : illustrations (some color) ; 24 cmISBN: 9783642317026Subject(s): Sparse matrices | Matrices dispersas | Mathematics | Matemáticas | Numerical analysis | Análisis numéricoDDC classification: 510
Partial contents:
An adaptive sparse grid approach for time series prediction -- Efficient analysis of high dimensional data in tensor formats -- Sparse grids in a nutshell -- Intraday foreign exchange rate forecasting using sparse grids -- Dimension- and time-adaptive multilevel monte carlo methods -- An efficient sparse grid galerkin approach for the numerical valuation of basket options under kou´s jump-diffusion model -- The use of sparse grid approximation for the r-term tensor representation -- On multilevel quadradure for elliptic stochastic partial differential equations -- Local and dimension adaptive stochastic collacation for uncertainty quantification -- The combination technique for the initial value problem in linear gyrokinetics -- Model reduction with the reduced basis method and sparse grids -- Spatially adaptive refinement -- Asymptotiv around principal components and the complexity of dimension adaptive algorithms
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Libro académico Libro académico Biblioteca del Campus
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Libro académico Libro académico Biblioteca del Campus
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Libro académico Libro académico Biblioteca del Campus
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Includes index.

Includes bibliographical references

An adaptive sparse grid approach for time series prediction -- Efficient analysis of high dimensional data in tensor formats -- Sparse grids in a nutshell -- Intraday foreign exchange rate forecasting using sparse grids -- Dimension- and time-adaptive multilevel monte carlo methods -- An efficient sparse grid galerkin approach for the numerical valuation of basket options under kou´s jump-diffusion model -- The use of sparse grid approximation for the r-term tensor representation -- On multilevel quadradure for elliptic stochastic partial differential equations -- Local and dimension adaptive stochastic collacation for uncertainty quantification -- The combination technique for the initial value problem in linear gyrokinetics -- Model reduction with the reduced basis method and sparse grids -- Spatially adaptive refinement -- Asymptotiv around principal components and the complexity of dimension adaptive algorithms

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