Sparse Grids and Applications

Editors:

ISBN: 978-3-642-31702-6 (Print) 978-3-642-31703-3 (Online)

Table of contents (13 chapters)

  1. Front Matter

    Pages i-x

  2. No Access

    Chapter

    Pages 1-30

    An Adaptive Sparse Grid Approach for Time Series Prediction

  3. No Access

    Chapter

    Pages 31-56

    Efficient Analysis of High Dimensional Data in Tensor Formats

  4. No Access

    Chapter

    Pages 57-80

    Sparse Grids in a Nutshell

  5. No Access

    Chapter

    Pages 81-105

    Intraday Foreign Exchange Rate Forecasting Using Sparse Grids

  6. No Access

    Chapter

    Pages 107-120

    Dimension- and Time-Adaptive Multilevel Monte Carlo Methods

  7. No Access

    Chapter

    Pages 121-150

    An Efficient Sparse Grid Galerkin Approach for the Numerical Valuation of Basket Options Under Kou’s Jump-Diffusion Model

  8. No Access

    Chapter

    Pages 151-159

    The Use of Sparse Grid Approximation for the r-Term Tensor Representation

  9. No Access

    Chapter

    Pages 161-179

    On Multilevel Quadrature for Elliptic Stochastic Partial Differential Equations

  10. No Access

    Chapter

    Pages 181-203

    Local and Dimension Adaptive Stochastic Collocation for Uncertainty Quantification

  11. No Access

    Chapter

    Pages 205-222

    The Combination Technique for the Initial Value Problem in Linear Gyrokinetics

  12. No Access

    Chapter

    Pages 223-242

    Model Reduction with the Reduced Basis Method and Sparse Grids

  13. No Access

    Chapter

    Pages 243-262

    Spatially Adaptive Refinement

  14. No Access

    Chapter

    Pages 263-276

    Asymptotic Expansion Around Principal Components and the Complexity of Dimension Adaptive Algorithms

  15. Back Matter

    Pages 277-283