Selected Recent Applications of Sparse Grids (Q3462936)
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English | Selected Recent Applications of Sparse Grids |
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Selected Recent Applications of Sparse Grids (English)
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15 January 2016
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sparse grids
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hierarchical decomposition
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combination technique
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interpolation
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numerical quadrature
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uncertainty quantification
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financial product pricing
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Black-Scholes model
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plasma turbulence simulations
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