Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification.We review four selected real-world...Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification.We review four selected real-world applications of sparse grids:financial product pricing with the Black-Scholes model,interactive explo-ration of simulation data with sparse-grid-based surrogate models,analysis of simu-lation data through sparse grid data mining methods,and stability investigations of plasma turbulence simulations.展开更多
文摘Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification.We review four selected real-world applications of sparse grids:financial product pricing with the Black-Scholes model,interactive explo-ration of simulation data with sparse-grid-based surrogate models,analysis of simu-lation data through sparse grid data mining methods,and stability investigations of plasma turbulence simulations.
