Author:
Peherstorfer Benjamin,Kowitz Christoph,Pflüger Dirk,Bungartz Hans-Joachim
Abstract
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 exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of plasma turbulence simulations.
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization,Modeling and Simulation
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