TY - JOUR
T1 - Selected Recent Applications of Sparse Grids
AU - Benjamin Peherstorfer, Christoph Kowitz, Dirk Pflüger & Hans-Joachim Bungartz
JO - Numerical Mathematics: Theory, Methods and Applications
VL - 1
SP - 47
EP - 77
PY - 2015
DA - 2015/08
SN - 8
DO - http://doi.org/10.4208/nmtma.2015.w05si
UR - https://global-sci.org/intro/article_detail/nmtma/12399.html
KW - 
AB - <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>