Sparse grid methods for higher dimensional approximation
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منابع مشابه
Sparse grids and related approximation schemes for higher dimensional problems
The efficient numerical treatment of high-dimensional problems is hampered by the curse of dimensionality. We review approximation techniques which overcome this problem to some extent. Here, we focus on methods stemming from Kolmogorov’s theorem, the ANOVA decomposition and the sparse grid approach and discuss their prerequisites and properties. Moreover, we present energy-norm based sparse gr...
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تاریخ انتشار 2010