Sparse Grid Methods for Higher Dimensional Approximation

Name: Sparse Grid Methods for Higher Dimensional Approximation
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838121406
Price: 87.31 EUR
Availability: InStock

Theory and Experiments on Benefits and Limitations of Sparse Grid Approximation Methods and Generalizations to Low Effective Dimensionality

Autor: Christian Feuersänger

Jazyk:

Väzba: Brožovaná

Vydavateľ: Sudwestdeutscher Verlag Fur Hochschulschriften AG

Dostupnosť: U vydavateľa na objednávku

Odosielame za 17-27 dní

87.31 €

Approximation of functions depending on more than three variables is relevant for the simulation of...

Informácie o knihe

Autor

Christian Feuersänger

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2010

Stránok

184

EAN

9783838121406

ISBN

3838121406

Enbook ID

06936935

Vydavateľ

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Hmotnosť

288

Rozmery

152 x 229 x 18

Kompletný popis

Approximation of functions depending on more than three variables is relevant for the simulation of dynamic models. Especially stochastic models lead to a wide range of applications like simulation of polymeric liquids, kinetic equations for forces acting on offshore wind parks, or even the pricing of financial products. Sparse Grids have been designed to significantly reduce the cost to approximate high-dimensional functions under certain smoothness conditions. This book presents tools to design and work with Sparse Grids, including construction properties, algorithms, data structures and error estimates. It also discusses inherent limitations and their benefits when it comes to the simulation of stochastic models, namely to the representation of probability density functions. Furthermore, the book reveals new space- and dimension-adaptive Sparse Grids which are suitable for functions that effectively depend on only a few of their input variables.

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Sparse Grid Methods for Higher Dimensional Approximation

Theory and Experiments on Benefits and Limitations of Sparse Grid Approximation Methods and Generalizations to Low Effective Dimensionality

Informácie o knihe

Kompletný popis

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Zákazníci, ktorí si kúpili túto knihu, kúpili tiež