Sparse Grid Methods for Higher Dimensional Approximation

Name: Sparse Grid Methods for Higher Dimensional Approximation
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838121406
Price: 2110 CZK
Availability: InStock

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

Autor: Christian Feuersänger

Jazyk:

Vazba: Brožovaná

Vydavatel: Sudwestdeutscher Verlag Fur Hochschulschriften AG

Dostupnost: U nakladatele na objednávku

Odesíláme za 17-27 dnů

2 110 Kč

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

Informace o knize

Autor

Christian Feuersänger

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

184

EAN

9783838121406

ISBN

3838121406

Enbook ID

06936935

Vydavatel

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Hmotnost

288

Rozměry

152 x 229 x 18

Kompletní 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

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také