@Article{NMTMA-8-47,
author = {Benjamin Peherstorfer, Christoph Kowitz, Dirk Pflüger and Hans-Joachim Bungartz},
title = {Selected Recent Applications of Sparse Grids},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2015},
volume = {8},
number = {1},
pages = {47--77},
abstract = {<p style="text-align: justify;">Sparse grids have become a versatile tool for a vast range of applications
reaching from interpolation and numerical quadrature to data-driven problems and
uncertainty quantification. We review four selected real-world applications of sparse
grids: financial product pricing with the Black-Scholes model, interactive exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of
plasma turbulence simulations.</p>},
issn = {2079-7338},
doi = {https://doi.org/10.4208/nmtma.2015.w05si},
url = {http://global-sci.org/intro/article_detail/nmtma/12399.html}
}