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Selected Recent Applications of Sparse Grids

Published online by Cambridge University Press:  03 March 2015

Benjamin Peherstorfer*
Affiliation:
Scientific Computing Group, Dept. of Computer Science, Boltzmannstr. 3, 85748 Garching, Germany
Christoph Kowitz
Affiliation:
Institute for Advanced Study, Technische Universität München, Lichtenbergstr. 2a, 85748 Garching, Germany
Dirk Pflüger
Affiliation:
Institute for Parallel and Distributed Systems, University of Stuttgart, Universitätsstr. 38, 70569 Stuttgart, Germany
Hans-Joachim Bungartz
Affiliation:
Scientific Computing Group, Dept. of Computer Science, Boltzmannstr. 3, 85748 Garching, Germany
*
*Email address: pehersto@in.tum.de (B. Peherstorfer)
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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.

Type
Research Article
Copyright
Copyright © Global-Science Press 2015 

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Selected Recent Applications of Sparse Grids
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