Extraction of Quantifiable Information from Complex Systems [[electronic resource] /] / edited by Stephan Dahlke, Wolfgang Dahmen, Michael Griebel, Wolfgang Hackbusch, Klaus Ritter, Reinhold Schneider, Christoph Schwab, Harry Yserentant |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (446 p.) |
Disciplina | 515.35 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Partial differential equations
Applied mathematics Engineering mathematics Computer mathematics Numerical analysis Probabilities Approximation theory Partial Differential Equations Applications of Mathematics Computational Mathematics and Numerical Analysis Numerical Analysis Probability Theory and Stochastic Processes Approximations and Expansions |
ISBN | 3-319-08159-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | D. Belomestny, C. Bender, F. Dickmann, and N. Schweizer: Solving Stochastic Dynamic Programs by Convex Optimization and Simulation -- W. Dahmen, C. Huang, G. Kutyniok, W -- Q Lim, C. Schwab, and G. Welper: Efficient Resolution of Anisotropic Structures -- R. Ressel, P. Dülk, S. Dahlke, K. S. Kazimierski, and P. Maass: Regularity of the Parameter-to-state Map of a Parabolic Partial Differential Equation -- N. Chegini, S. Dahlke, U. Friedrich, and R. Stevenson: Piecewise Tensor Product Wavelet Bases by Extensions and Approximation Rates -- P. A. Cioica, S. Dahlke, N. Döhring, S. Kinzel, F. Lindner, T. Raasch, K. Ritter, and R. Schilling: Adaptive Wavelet Methods for SPDEs -- M. Altmayer, S. Dereich, S. Li, T. Müller-Gronbach, A. Neuenkirch, K. Ritter and L. Yaroslavtseva: Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations -- O. G. Ernst, B. Sprungk, and H -- J. Starkloff: Bayesian Inverse Problems and Kalman Filters -- J. Diehl, P. Friz, H. Mai, H. Oberhauser, S. Riedel, and W. Stannat: Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs -- J. Garcke and I. Klompmaker: Adaptive Sparse Grids in Reinforcement Learning -- J. Ballani, L. Grasedyck, and M. Kluge: A Review on Adaptive Low-Rank Approximation Techniques in the Hierarchical Tensor Format -- M. Griebel, J. Hamaekers, and F. Heber: A Bond Order Dissection ANOVA Approach for Efficient Electronic Structure Calculations -- W. Hackbusch and R. Schneider: Tensor Spaces and Hierarchical Tensor Representations -- L. Jost, S. Setzer, and M. Hein: Nonlinear Eigenproblems in Data Analysis - Balanced Graph Cuts and the Ratio DCA-Prox -- M. Guillemard, D. Heinen, A. Iske, S. Krause-Solberg, and G. Plonka: Adaptive Approximation Algorithms for Sparse Data Representation -- T. Jahnke and V. Sunkara: Error Bound for Hybrid Models of Two-scaled Stochastic Reaction Systems -- R. Kiesel, A. Rupp, and K. Urban: Valuation of Structured Financial Products by Adaptive Multi wavelet Methods in High Dimensions -- L Kämmerer, S. Kunis, I. Melzer, D. Potts, and T. Volkmer: Computational Methods for the Fourier Analysis of Sparse High-Dimensional Functions -- E. Herrholz, D. Lorenz, G. Teschke, and D. Trede: Sparsity and Compressed Sensing in Inverse Problems -- C. Lubich: Low-Rank Dynamics -- E. Novak and D. Rudolf: Computation of Expectations by Markov Chain Monte Carlo Methods -- H. Yserentant: Regularity, Complexity, and Approximability of Electronic Wave functions -- Index. |
Record Nr. | UNINA-9910299974603321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Meshfree Methods for Partial Differential Equations IX [[electronic resource] /] / edited by Michael Griebel, Marc Alexander Schweitzer |
Edizione | [1st ed. 2019.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (VIII, 206 p. 64 illus., 30 illus. in color.) |
Disciplina | 518 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Numerical analysis
Partial differential equations Computer mathematics Algorithms Applied mathematics Engineering mathematics Numerical Analysis Partial Differential Equations Computational Science and Engineering Mathematical and Computational Engineering |
ISBN | 3-030-15119-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Travis B. Fillmore, Varun Gupta and C. Armando Duarte: Preconditioned Conjugate Gradient Solvers for the Generalized Finite Element Method -- Csaba Gáspár: A Fast and Stable Multi-Level Solution Technique for the Method of Fundamental Solutions -- J. H. Gosse and E. J. Sharp: Explicit Margin of Safety Assessment of Composite Structure -- Rüdiger Kempf, Holger Wendland and Christian Rieger: Kernel-based Reconstructions for Parametric PDEs -- Jörg Kuhnert, Isabel Michel and Reiner Mack: Fluid Structure Interaction (FSI) in the MESHFREE Finite Pointset Method (FPM): Theory and Applications -- Fabian Nick, Hans-Joachim Plum and Jörg Kuhnert: Parallel Detection of Subsystems in Linear Subsystems Arising in the MESHFREE Finite Pointset Method -- Andriy Sokolov, Oleg Davydov and Stefan Turek: Numerical Study of the RBF-FD Level Set Based Method for Partial Differential Equations on Evolving-in-Time Surfaces -- Modesar Shakoor, Jiaying Gao, Zeliang Liu, and Wing Kam Liu: A Data-Driven Multiscale Theory For Modeling Damage and Fracture of Composite Materials -- C. T. Wu, Youcai Wu, Wei Hu, Xiaofei Pan: Modeling the Friction Drilling Process Using a Thermo-Mechanical Coupled Smoothed Particle Galerkin Method -- Matthias Birner and Marc Alexander Schweitzer: Global-Local Enrichments in PUMA -- Clelia Albrecht, Constanze Klaar and Marc Alexander Schweitzer: Stable and Efficient Quantum Mechanical Calculations with PUMA on Triclinic Lattices. |
Record Nr. | UNINA-9910338249103321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Meshfree Methods for Partial Differential Equations VI [[electronic resource] /] / edited by Michael Griebel, Marc Alexander Schweitzer |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (242 p.) |
Disciplina | 515.353 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Computer mathematics
Applied mathematics Engineering mathematics Mathematical physics Computer science—Mathematics Chemoinformatics Materials science Computational Science and Engineering Mathematical and Computational Engineering Theoretical, Mathematical and Computational Physics Mathematics of Computing Computer Applications in Chemistry Materials Science, general |
Soggetto genere / forma | Conference proceedings. |
ISBN |
1-283-94567-3
3-642-32979-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ESPResSo 3.1 – Molecular Dynamics Software for Coarse-Grained Models: A. Arnold, O. Lenz, S. Kesselheim, R. Weeber, F. Fahrenberger, D. Roehm, P. Košovan, C. Holm -- On the Rate of Convergence of the Hamiltonian Particle-Mesh Method Onno Bokhove, Vladimir Molchanov, Marcel Oliver, Bob Peeters -- Peridynamics: A Nonlocal Continuum Theory -- Etienne Emmrich, Richard B. Lehoucq, Dimitri Puhst -- Immersed Molecular Electrokinetic Finite Element Method for Nano-Devices in Biotechnology and Gene Delivery: Wing Kam Liu, Adrian M. Kopacz, Tae-Rin Lee, Hansung Kim, Paolo Decuzzi -- Corrected Stabilized Non-conforming Nodal Integration in Meshfree Methods: Marcus Rüter, Michael Hillman, Jiun-Shyan Chen -- Multilevel Partition of Unity Method for Elliptic Problems with strongly Discontinuous Coefficients: Marc Alexander Schweitzer -- HOLMES: Convergent Meshfree Approximation Schemes of Arbitrary Order and Smoothness: Agustín Bompadre, Luigi E. Perotti, Christian J. Cyron, Michael Ortiz -- A Meshfree Splitting Method for Soliton Dynamics in Nonlinear Schrödinger Equations: Marco Caliari, Alexander Ostermann, Stefan Rainer -- A Meshless Discretization Method for Markov State Models Applied to Explicit Water Peptide Folding Simulations: Konstantin Fackeldey, Alexander Bujotzek, Marcus Weber -- Kernel-based Collocation Methods versus Galerkin Finite Element Methods for Approximating Elliptic Stochastic Partial Differential Equations: Gregory E. Fasshauer, Qi Ye -- A Meshfree Method for the Analysis of Planar Flows of Inviscid Fluids: Vasily N. Govorukhin -- Some Regularized Versions of the Method of Fundamental Solutions: Csaba Gáspár -- A Characteristic Particle Method for Traffic Flow Simulations on Highway Networks: Yossi Farjoun, Benjamin Seibold -- Meshfree Modeling in Laminated Composites: Daniel C. Simkins, Jr., Nathan Collier, Joseph B. Alford. |
Record Nr. | UNINA-9910438137803321 |
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
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Lo trovi qui: Univ. Federico II | ||
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Meshfree Methods for Partial Differential Equations VII [[electronic resource] /] / edited by Michael Griebel, Marc Alexander Schweitzer |
Edizione | [1st ed. 2015.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
Descrizione fisica | 1 online resource (323 p.) |
Disciplina |
515.3
515.353 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Computer mathematics
Applied mathematics Engineering mathematics Numerical analysis Computational Mathematics and Numerical Analysis Mathematical and Computational Engineering Numeric Computing |
ISBN | 3-319-06898-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | F. Franzelin, P. Diehl, D. Pflüger: Spatially adaptive sparse grid collocation for multivariate peridynamic simulations -- G. anzenmüller, S. Hiermaier, M. May: Improvements to the Prototype Micro-Brittle Linear Elasticity Model of Peridynamics -- C. Gaspar: Regularization and Multi-Level Tools in the Method of Fundamental Solution -- S. Bond, R. Lehoucq, S. Rowe: A Galerkin Radial Basis Function Method for Nonlocal Diffusion -- P. Henning, P. Morgenstern, D. Peterseim: Multiscale Partition of Unity Method -- D. Zhou, B. Seibold, D. Shirokoff, P. Chidyagwai, R.R. Rosales: Meshfree Finite Differences for Vector Poisson and Pressure Poisson Equations with Electric Boundary Conditions -- C.T Wu: An Immersed Meshfree Galerkin Approach for Particle-Reinforced Composite Analysis -- A. Jefferies, J. Kuhnert, L. Aschenbrenner, U. Giffhorn: Finite Pointset Method for the Simulation of a Vehicle travelling through a Body of Water -- S.C. Brenner, C.B. Davis, L. Sung: A partition of unity method for the obstacle problem of simply supported Kirchhoff plates -- Q. Du, X. Tian: Robust Discretization of Nonlocal Models Related to Peridynamics -- Z. Dai, M.A. Bessa, S. Li, W.K. Liu: Particle Method Modeling of Nonlocal Multiresolution Continua -- C. Dehning, C. Bierwisch and T. Kraft: Co-simulations of discrete and finite element codes -- S. Wu, M.A. Schweitzer: Numerical Integration of pre-computed Enrichment Functions in the PUM -- P. Diehl, M.A. Schweitzer: Efficient neighbor search for particle methods on GPUs -- M.A. Schweitzer, A. Ziegenhagel: Dispersion Properties of the Partition of Unity Method \& Explicit Dynamics. |
Record Nr. | UNINA-9910299779203321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
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Lo trovi qui: Univ. Federico II | ||
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Meshfree Methods for Partial Differential Equations VIII [[electronic resource] /] / edited by Michael Griebel, Marc Alexander Schweitzer |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
Descrizione fisica | 1 online resource (VIII, 240 p. 69 illus., 58 illus. in color.) |
Disciplina | 515.353 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Computer mathematics
Computer-aided engineering Numerical analysis Computer simulation Mathematical models Computational Science and Engineering Computer-Aided Engineering (CAD, CAE) and Design Numeric Computing Simulation and Modeling Mathematical Modeling and Industrial Mathematics |
ISBN | 3-319-51954-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910254312403321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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Scientific Computing and Algorithms in Industrial Simulations [[electronic resource] ] : Projects and Products of Fraunhofer SCAI / / edited by Michael Griebel, Anton Schüller, Marc Alexander Schweitzer |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
Descrizione fisica | 1 online resource (VIII, 376 p. 40 illus. in color.) |
Disciplina | 004 |
Soggetto topico |
Computer mathematics
Numerical analysis Algorithms Computer software Mathematical models Computational Science and Engineering Numerical Analysis Mathematical Software Mathematical Modeling and Industrial Mathematics |
ISBN | 3-319-62458-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910254285603321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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Singular phenomena and scaling in mathematical models [[electronic resource] /] / edited by Michael Griebel |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (432 p.) |
Disciplina | 511.8 |
Soggetto topico |
Computer mathematics
Computational Science and Engineering Computational Mathematics and Numerical Analysis |
ISBN | 3-319-00786-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Area A – Scaling Limits of Diffusion Processes and Singular Spaces -- Area B – Multiple Scales in Mathematical Models of Materials Science and Biology -- Area C – Numerics for Multiscale Models and Singular Phenomena. |
Record Nr. | UNINA-9910299962403321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Sparse grids and applications [[electronic resource] /] / edited by Jochen Garcke, Michael Griebel |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 510 |
Collana | Lecture Notes in Computational Science and Engineering |
Soggetto topico |
Computer mathematics
Computer science—Mathematics Computational Mathematics and Numerical Analysis Computational Science and Engineering Mathematics of Computing |
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 |
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
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Lo trovi qui: Univ. Federico II | ||
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