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Selected Recent Applications of Sparse Grids

  • Benjamin Peherstorfer (a1), Christoph Kowitz (a2), Dirk Pflüger (a3) and Hans-Joachim Bungartz (a1)
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.

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Corresponding author
*Email address: pehersto@in.tum.de (B. Peherstorfer)
References
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