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Sparse grids for dynamic economic models
SSRN Electronic Journal, 2021Solving dynamic economic models that capture salient real-world heterogeneity and nonlinearity requires the approximation of high-dimensional functions. As their dimensionality increases, compute time and storage requirements grow exponentially. Sparse grids alleviate this curse of dimensionality by substantially reducing the number of interpolation ...
Johannes Brumm +3 more
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Acta Numerica, 2004
We present a survey of the fundamentals and the applications of sparse grids, with a focus on the solution of partial differential equations (PDEs). The sparse grid approach, introduced in Zenger (1991), is based on a higher-dimensional multiscale basis, which is derived from a one-dimensional multi-scale basis by a tensor product construction ...
Bungartz, Hans-Joachim, Griebel, Michael
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We present a survey of the fundamentals and the applications of sparse grids, with a focus on the solution of partial differential equations (PDEs). The sparse grid approach, introduced in Zenger (1991), is based on a higher-dimensional multiscale basis, which is derived from a one-dimensional multi-scale basis by a tensor product construction ...
Bungartz, Hans-Joachim, Griebel, Michael
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Computing, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Garcke, J., Griebel, M., Thess, M.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Garcke, J., Griebel, M., Thess, M.
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Integral Operators on Sparse Grids
SIAM Journal on Numerical Analysis, 2002The main result of this paper is the application of biorthogonal anisotropic tensor product wavelet to the fast evaluation of integral expression. Meanwhile, the authors introduce the sparse grid approximation spaces to smoothness of the integral kernel and compression schemes for the corresponding discretizations.
Knapek, S., Koster, F.
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Distributed Sparse Block Grids on GPUs
2021We present a design and implementation of distributed sparse block grids that transparently scale from a single CPU to multi-GPU clusters. We support dynamic sparse grids as, e.g., occur in computer graphics with complex deforming geometries and in multi-resolution numerical simulations.
Pietro Incardona +2 more
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Multivariate Quadrature on Adaptive Sparse Grids
Computing, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bungartz, Hans-Joachim +1 more
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Sparse-grid quadrature nonlinear filtering
Automatica, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jia, Bin, Xin, Ming, Cheng, Yang
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