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Sparse grids and applications / / Jochen Garcke, Michael Griebel, editors
| Sparse grids and applications / / Jochen Garcke, Michael Griebel, editors |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, : Springer, 2013 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 510 |
| Altri autori (Persone) |
GarckeJochen
GriebelMichael |
| Collana | Lecture notes in computational science and engineering |
| Soggetto topico | Numerical grid generation (Numerical analysis) |
| ISBN | 3-642-31703-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sparse Grids and Applications; Preface; Contents; Contributors; An Adaptive Sparse Grid Approach for Time Series Prediction; 1 Introduction and Problem Formulation; 2 Takens' Theorem and the Delay Embedding Scheme; 3 The Regression Problem and the Regularized Least Squares Approach; 3.1 Minimization for an Arbitrary Basis; 3.2 Minimization for a Kernel Basis in a Reproducing Kernel Hilbert Space; 4 Discretization via Sparse Grids; 4.1 Multilevel Hierarchical Bases and Regular Sparse Grids; 4.2 Space-Adaptive Sparse Grids; 4.3 Dimension-Adaptive Sparse Grids; 5 Numerical Results
5.1 Hénon Map in 2d5.2 Jump Map in 5d; 5.3 Small Dataset of the ANN and CI Forecasting Competition 2006/2007; 6 Concluding Remarks; References; Efficient Analysis of High Dimensional Data in Tensor Formats; 1 Introduction; 1.1 Tensorial Quantities; 2 Discretisation of Diffusion Problem with Uncertain Coefficient; 2.1 Spatial Discretisation; 2.2 Stochastic Discretisation; 2.3 Quadrature Rules and Sparse Integration Grids; 3 The Canonical Tensor Format; 4 Analysis of High Dimensional Data; 4.1 Computation of the Maximum Norm and Corresponding Index; 4.2 Computation of the Characteristic 4.3 Computation of Level Sets, Frequency, Mean Value, and Variance4.4 Computation of the Pointwise Inverse; 5 Complexity Analysis; 6 Numerical Experiments; 7 Conclusion; References; Sparse Grids in a Nutshell; 1 Introduction; 2 Sparse Grids; 2.1 Hierarchical Subspace-Splitting; 2.2 Properties of the Hierarchical Subspaces; 2.3 Sparse Grids; 2.4 Hierarchy Using Constant Functions; 3 Sparse Grid Combination Technique; 3.1 Optimised Combination Technique; References; Intraday Foreign Exchange Rate Forecasting Using Sparse Grids; 1 Introduction 2 Exchange Rate Forecasting as a Data Mining Problem2.1 Input Data; 2.2 Delay Embedding into a Feature Space; 2.3 Regularized Least Squares Regression; 3 Sparse Grid Discretization; 3.1 Sparse Grid Combination Technique; 4 Numerical Results; 4.1 Experimental Data; 4.2 Quality Assessment; 4.3 Forecasting Using a Single Currency Pair; 4.4 Forecasting Using Multiple Currency Pairs; 4.5 Towards a Practical Trading Strategy; 5 Conclusions; References; Dimension- and Time-Adaptive Multilevel Monte Carlo Methods; 1 Introduction; 2 Multilevel Monte Carlo Method 3 Adaptive Multilevel Monte Carlo Methods3.1 Dimension-Adaptive Algorithm; 3.2 Time-Adaptive Algorithm; 4 Numerical Results; 4.1 Dimension-Adaptive Algorithm; 4.2 Time-Adaptive Algorithm; 5 Concluding Remarks; References; An Efficient Sparse Grid Galerkin Approach for the Numerical Valuation of Basket Options Under Kou's Jump-Diffusion Model; 1 Introduction; 2 Option Pricing with Kou's Model; 2.1 One-Dimensional Model; 2.2 Multi-dimensional Case and Dependence Modelling; 2.3 Representation of the Multi-dimensional Process as Lévy Process; 2.4 Option Pricing; 3 Numerical Treatment 3.1 Time Discretization and Weak Formulation |
| Record Nr. | UNINA-9910438144103321 |
| New York, : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sparse Grids and Applications - Miami 2016 / / edited by Jochen Garcke, Dirk Pflüger, Clayton G. Webster, Guannan Zhang
| Sparse Grids and Applications - Miami 2016 / / edited by Jochen Garcke, Dirk Pflüger, Clayton G. Webster, Guannan Zhang |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (X, 262 p. 56 illus., 41 illus. in color.) |
| Disciplina | 518 |
| Collana | Lecture Notes in Computational Science and Engineering |
| Soggetto topico |
Computer mathematics
Computer science—Mathematics Computer simulation Approximation theory Computational Mathematics and Numerical Analysis Mathematics of Computing Simulation and Modeling Approximations and Expansions |
| ISBN | 3-319-75426-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910300101003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sparse Grids and Applications - Munich 2012 / / edited by Jochen Garcke, Dirk Pflüger
| Sparse Grids and Applications - Munich 2012 / / edited by Jochen Garcke, Dirk Pflüger |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (345 p.) |
| Disciplina | 004.36 |
| Collana | Lecture Notes in Computational Science and Engineering |
| Soggetto topico |
Computer science - Mathematics
Computational Mathematics and Numerical Analysis Computational Science and Engineering |
| ISBN | 3-319-04537-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Gerrit Buse, Dirk Pfl¨uger, and Riko Jacob: Efficient Pseudorecursive Evaluation Schemes for Non-Adaptive Sparse Grids -- Oliver G. Ernst and Bj¨orn Sprungk: Stochastic Collocation for Elliptic PDEs with Random Data – The Lognormal Case -- Michael Griebel and Helmut Harbrecht: On the Convergence of the Combination Technique -- Michael Griebel and Jan Hamaekers: Fast Discrete Fourier Transform on Generalized Sparse Grids -- Michael Griebel and Jens Oettershagen: Dimension-adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities -- Max Gunzburger, Clayton G. Webster, and Guannan Zhang: An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data -- Brendan Harding and Markus Hegland: Robust Solutions to PDEs with Multiple Grids -- Riko Jacob: Efficient Regular Sparse Grid Hierarchization by a Dynamic Memory Layout -- Valeriy Khakhutskyy and Dirk Pflüger: Alternating Direction Method of Multipliers for Hierarchical Basis Approximators -- Christoph Kowitz and Markus Hegland: An Opticom Method for Computing Eigenpairs -- Benjamin Peherstorfer, Fabian Franzelin, Dirk Pfl¨uger, and Hans-Joachim Bungartz: Classification with Probability Density Estimation on Sparse Grids -- Bettina Schieche and Jens Lang: Adjoint Error Estimation for Stochastic Collocation Methods -- Sebastian Ullmann and Jens Lang: POD-Galerkin Modeling and Sparse-Grid Collocation for a Natural Convection Problem with Stochastic Boundary Conditions -- Matthias Wong and Markus Hegland: Opticom and the Iterative Combination Technique for Convex Minimisation. . |
| Record Nr. | UNINA-9910299963203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sparse grids and applications - Munich 2018 / / Hans-Joachim Bungartz, Jochen Garcke and Dirk Pflüger, editors
| Sparse grids and applications - Munich 2018 / / Hans-Joachim Bungartz, Jochen Garcke and Dirk Pflüger, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (268 pages) |
| Disciplina | 519.4 |
| Collana | Lecture notes in computational science and engineering |
| Soggetto topico |
Numerical grid generation (Numerical analysis)
Sparse matrices Numerical analysis Matrius disperses Anàlisi numèrica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-81362-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910552723703321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sparse grids and applications - Munich 2018 / / Hans-Joachim Bungartz, Jochen Garcke and Dirk Pflüger, editors
| Sparse grids and applications - Munich 2018 / / Hans-Joachim Bungartz, Jochen Garcke and Dirk Pflüger, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (268 pages) |
| Disciplina | 519.4 |
| Collana | Lecture notes in computational science and engineering |
| Soggetto topico |
Numerical grid generation (Numerical analysis)
Sparse matrices Numerical analysis Matrius disperses Anàlisi numèrica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-81362-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466548203316 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Sparse Grids and Applications - Stuttgart 2014 / / edited by Jochen Garcke, Dirk Pflüger
| Sparse Grids and Applications - Stuttgart 2014 / / edited by Jochen Garcke, Dirk Pflüger |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Computational Science and Engineering |
| Soggetto topico |
Computer mathematics
Algorithms Computational Science and Engineering Algorithm Analysis and Problem Complexity |
| ISBN | 3-319-28262-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Peng Chen and Christoph Schwab: Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion -- Fabian Franzelin and Dirk Pflüger: From Data to Uncertainty: An E_cient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty -- Helmut Harbrecht and Michael Peters: Combination Technique Based Second Moment Analysis for Elliptic PDEs on Random Domains -- Brendan Harding: Adaptive sparse grids and extrapolation techniques -- Philipp Hupp and Riko Jacob: A Cache-Optimal Alternative to the Unidirectional Hierarchization Algorithm -- Valeriy Khakhutskyy and Markus Hegland: Spatially-Dimension- Adaptive Sparse Grids for Online Learning -- Katharina Kormann and Eric Sonnendrücker: Sparse Grids for the Vlasov–Poisson Equation -- Fabio Nobile, Lorenzo Tamellini, Francesco Tesei and Raul Tempone: An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient -- David Pfander, Alexander Heinecke, and Dirk Pflüger: A New Subspace-Based Algorithm for E_cient Spatially Adaptive Sparse Grid Regression, Classification and Multi- Evaluation -- Sharif Rahman, Xuchun Ren, and Vaibhav Yadav: High-Dimensional Stochastic Design Optimization by Adaptive-Sparse Polynomial Dimensional Decomposition -- Jie Shen, Yingwei Wang, and Haijun Yu: E_cient Spectral-Element Methods for the Electronic Schrödinger Equation -- Hoang Tran, Clayton G. Webster, and Guannan Zhang: A Sparse Grid Method for Bayesian Uncertainty Quantification with Application to Large Eddy Simulation Turbulence Models -- Julian Valentin and Dirk Pflüger: Hierarchical Gradient-Based Optimization with BSplines on Sparse Grids. |
| Record Nr. | UNINA-9910254070203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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