Sparse Grid Methods for Higher Dimensional Approximation

Name: Sparse Grid Methods for Higher Dimensional Approximation
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838121406
Price: 370.73 PLN
Availability: InStock

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

Autor: Christian Feuersänger

Język:

Oprawa: Miękka

Wydawca: Sudwestdeutscher Verlag Fur Hochschulschriften AG

Dostępność: Na zamówienie

Wysyłamy za 17-27 dni

370.73 zł

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

Informacje o książce

Autor

Christian Feuersänger

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2010

strony

184

EAN

9783838121406

ISBN

3838121406

Enbook ID

06936935

Wydawca

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Waga

288

Wymiary

152 x 229 x 18

Pełny opis

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

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również