Spatially adaptive sparse grids for high-dimensional data-driven problems

From MaRDI portal
Publication:708314

DOI10.1016/j.jco.2010.04.001zbMath1200.65100OpenAlexW2054314432MaRDI QIDQ708314

Hans-Joachim Bungartz, Benjamin Peherstorfer, Dirk Pflüger

Publication date: 11 October 2010

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2010.04.001




Related Items

A low rank tensor representation of linear transport and nonlinear Vlasov solutions and their associated flow mapsNon-intrusive reduced order modelling of the Navier-Stokes equationsA Multigrid Method for Adaptive Sparse GridsA Sparse Interpolation Algorithm for Dynamical Simulations in Computational ChemistryOptimization of black-box problems using Smolyak grids and polynomial approximationsHigh-Dimensional Dynamic Stochastic Model RepresentationA posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problemsComparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenarioA stable and mass-conserving sparse grid combination technique with biorthogonal hierarchical basis functions for kinetic simulationsAn Adaptive Multiresolution Discontinuous Galerkin Method for Time-Dependent Transport Equations in MultidimensionsAircraft control during cruise flight in windshear conditions: viability approachSparse grid-based adaptive noise reduction strategy for particle-in-cell schemesOption pricing with a direct adaptive sparse grid approachA parallel sparse grid construction algorithm based on the shared memory architecture and its application to flash calculationsNonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos ExpansionAn adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equationsAn efficient approximate residual evaluation in the adaptive tensor product wavelet methodGradient-Based Two-Scale Topology Optimization With B-Splines on Sparse GridsA Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic FunctionsA nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse gridsA highly parallel Black–Scholes solver based on adaptive sparse gridsSix-Dimensional Adaptive Simulation of the Vlasov Equations Using a Hierarchical BasisGeneration and application of multivariate polynomial quadrature rulesNon-intrusive uncertainty quantification using reduced cubature rulesOn the construction of sparse tensor product spacesNon-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogatesFourier pseudospectral method on generalized sparse grids for the space-fractional Schrödinger equationNon-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic SimulationsSpeeding up the flash calculations in two-phase compositional flow simulations - the application of sparse gridsA sparse grid based method for generative dimensionality reduction of high-dimensional dataFrom Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate UncertaintySpatially-Dimension-Adaptive Sparse Grids for Online LearningSparse Grids for the Vlasov–Poisson EquationA New Subspace-Based Algorithm for Efficient Spatially Adaptive Sparse Grid Regression, Classification and Multi-evaluationHierarchical Gradient-Based Optimization with B-Splines on Sparse GridsStochastic collocation with hierarchical extended B-splines on sparse gridsA transport-based multifidelity preconditioner for Markov chain Monte CarloError Estimates for Multivariate Regression on Discretized Function SpacesHeterogeneous distributed big data clustering on sparse gridsA Generalized Spatially Adaptive Sparse Grid Combination Technique with Dimension-wise RefinementFast sparse grid operations using the unidirectional principle: a generalized and unified frameworkA spatially adaptive sparse grid combination technique for numerical quadratureHierarchical extended B-splines for approximations on sparse gridsEfficiently transforming from values of a function on a sparse grid to basis coefficientsA sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulationAn \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid accelerationOpticom and the Iterative Combination Technique for Convex MinimisationValuation of Structured Financial Products by Adaptive Multiwavelet Methods in High DimensionsA Massively-Parallel, Fault-Tolerant Solver for High-Dimensional PDEsSparse Grid Approximation of the Riccati Operator for Closed Loop Parabolic Control Problems with Dirichlet Boundary Control


Uses Software


Cites Work