Numerical integration using sparse grids

Keywords

Sparse grid, Gauss–Kronrod quadrature formula, Mathematics, Quadrature (astronomy), Numerical integration

References

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Cited by

• Sparse Grids for Stochastic IntegralsJohn Burkardt — 2009
• Résolution de modèles d'évaluation de produits dérivés financiers sur des architectures de grilles informatiquesMuni Toke, Ioane Susitino Patrick — 2006
• Méthodes de Galerkin stochastiques adaptatives pour la propagation d'incertitudes paramétriques dans les modèles hyperboliquesJulie Tryoen — 2011
• Sampling and Cubature on Sparse Grids Based on a B-spline Quasi-InterpolationÐinh Dũng — 2012
• COMPUTATIONAL STRATEGIES FOR DATA-DRIVEN MODELING OF STOCHASTIC SYSTEMSBaskar Ganapathysubramanian — 2008
• Basket Option Pricing on Sparse Grids Using Fast Fourier TransformsSilvan Villiger, Supervisor Christoph Winter — 2007
• Covering Pascal's Triangle on a Budget: Accuracy, Precision and Eciency in Sparse GridsJohn Burkardt — 2009
• Hybrid Solution of Stochastic Optimal Control Problems Using Gauss Pseudospectral Method and Generalized Polynomial Chaos AlgorithmsGerald C. Cottrill — 2012
• Fast Parameter-Space Sweep of Wideband Electromagnetic Systems Using Bt-podWei Wang — 2010
• A generic reliability analysis and design framework with random parameter, field, and process variablesZhimin Xi — 2010
• Classification and Overview of Meshfree MethodsThomas‐Peter Fries, Hermann G. Matthies — 2004
• Technical Report: Scalable Parallel Algorithms for High Dimensional Numerical IntegrationYahya Masalma, Yu Jiao — 2010
• Estimation, Decision and Applications to Target TrackingYu Liu — 2013
• Few group cross section representation based on sparse grid methodsDanniëll Botes — 2012
• Technical Report: Toward a Scalable Algorithm to Compute High-Dimensional Integrals of Arbitrary FunctionsAbigail Snyder, Yu Jiao — 2010
• Efficient algorithms for mixed aleatory-epistemic uncertainty quantification with application to radiation-hardened electronics. Part I, algorithms and benchmark results.Laura Swiler, Michael Eldred — 2009
• An Approach for the Adaptive Solution of Optimization Problems Governed by Partial Differential Equations with Uncertain CoefficientsDrew Kouri — 2012
• IUTAM Symposium on "Dynamical Analysis of Multibody Systems with Design Uncertainties" Sensitivity computation for uncertain dynamical systems using high-dimensional model representation and hierarchical gridsNico‐Philipp Walz, Markus Burkhardt, Michael Hanss — 2015
• COMPUTATIONAL TECHNIQUES FOR UNCERTAINTY MODELING AND STOCHASTIC OPTIMIZATION OF MATERIAL SYSTEMSSethuraman Sankaran — 2008
• Uncertainty quantification in reactor physics using adjoint/perturbation techniques and adaptive spectral methodsL. Gilli — 2013

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