Results 11 to 20 of about 14,098 (299)

Multilevel Quasi-Interpolation on Chebyshev Sparse Grids [PDF]

Computation
This paper investigates the potential of utilising multilevel quasi-interpolation techniques on Chebyshev sparse grids for complex numerical computations.
Faisal Alsharif
doaj   +2 more sources

Adaptive sparse grids [PDF]

ANZIAM Journal, 2003
Summary: Sparse grids, as studied by Zenger and Griebel in the last 10 years have been very successful in the solution of partial differential equations, integral equations and classification problems. Adaptive sparse grid functions are elements of a function space lattice. Such lattices allow the generalisation of sparse grid techniques to the fitting
Hegland, M.
openaire   +4 more sources

Sparse Grids and Applications - Stuttgart 2014 [PDF]

, 2022
This volume of LNCSE is a collection of the papers from the proceedings of the third workshop on sparse grids and applications. Sparse grids are a popular approach for the numerical treatment of high-dimensional problems.
Garcke, Jochen, Pflüger, Dirk
core   +3 more sources

Intraday foreign exchange rate forecasting using sparse grids [PDF]

, 2022
81105We present a machine learning approach using the sparse grid combination technique for the forecasting of intraday foreign exchange (fx) rates.
Garcke, J., Griebel, M., Gerstner, T.
core   +1 more source

Sparse Grids and Applications - Munich 2018 [PDF]

, 2023
Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of ...

core   +1 more source

Fast discrete fourier transform on generalized sparse grids [PDF]

, 2022
S.75-108In this paper, we present an algorithm for trigonometric interpolation of multivariate functions on generalized sparse grids and study its application for the approximation of functions in periodic Sobolev spaces of dominating mixed smoothness ...
Hamaekers, J., Griebel, M.
core   +1 more source

Generalized Sparse Grid Interpolation Based on the Fast Discrete Fourier Transform [PDF]

, 2023
5368In (Griebel and Hamaekers, Fast discrete Fourier transform on generalized sparse grids, Sparse grids and Applications, volume 97 of Lecture Notes in Computational Science and Engineering, pages 75-108, Springer, 2014), an algorithm for trigonometric ...
Griebel, Michael, Hamaekers, Jan
core   +1 more source

An adaptive sparse grid approach for time series prediction [PDF]

, 2022
S.1-30A real valued, deterministic and stationary time series can be embedded in a - sometimes high-dimensional - real vector space. This leads to a one-to-one relationship between the embedded, time dependent vectors in Rd and the states of the ...
Bohn, B., Griebel, M.
core   +1 more source

On the convergence rate of sparse grid least squares regression [PDF]

, 2022
1941While sparse grid least squares regression algorithms have been frequently used to tackle Big Data problems with a huge number of input data in the last 15 years, a thorough theoretical analysis of stability properties, error decay behavior and ...
Bohn, B.
core   +1 more source

Dimension-adaptive sparse grid quadrature for integrals with boundary singularities [PDF]

, 2022
S.109-136Classical Gaussian quadrature rules achieve exponential convergence for univariate functions that are infinitely smooth and where all derivatives are uniformly bounded.
Griebel, Michael, Oettershagen, Jens
core   +1 more source