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Author: Markus Holtz
Publisher: Springer Science & Business Media
ISBN: 3642160042
Category : Mathematics
Languages : en
Pages : 194
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Book Description
This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.
Author: Markus Holtz
Publisher: Springer Science & Business Media
ISBN: 3642160042
Category : Mathematics
Languages : en
Pages : 194
Get Book Here
Book Description
This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.
Author: Jochen Garcke
Publisher: Springer Science & Business Media
ISBN: 3642317022
Category : Mathematics
Languages : en
Pages : 290
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Book Description
In the recent decade, there has been a growing interest in the numerical treatment of high-dimensional problems. It is well known that classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. The technique of sparse grids helps overcome this problem to some extent under suitable regularity assumptions. This discretization approach is obtained from a multi-scale basis by a tensor product construction and subsequent truncation of the resulting multiresolution series expansion. This volume of LNCSE is a collection of the papers from the proceedings of the workshop on sparse grids and its applications held in Bonn in May 2011. The selected articles present recent advances in the mathematical understanding and analysis of sparse grid discretization. Aspects arising from applications are given particular attention.
Author: Jochen Garcke
Publisher: Springer
ISBN: 331928262X
Category : Computers
Languages : en
Pages : 348
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Book Description
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. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different guises, are frequently the method of choice, be it spatially adaptive in the hierarchical basis or via the dimensionally adaptive combination technique. Demonstrating once again the importance of this numerical discretization scheme, the selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures. The book also discusses a range of applications, including uncertainty quantification and plasma physics.
Author: Jochen Garcke
Publisher: Springer Science & Business Media
ISBN: 3319045377
Category : Mathematics
Languages : en
Pages : 345
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Book Description
Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretization schemes fail in more than three or four dimensions, sparse grids make it possible to overcome the “curse” of dimensionality to some degree, extending the number of dimensions that can be dealt with. This volume of LNCSE collects the papers from the proceedings of the second workshop on sparse grids and applications, demonstrating once again the importance of this numerical discretization scheme. The selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures, and the range of applications extends to uncertainty quantification settings and clustering, to name but a few examples.
Author: Flavio Canavero
Publisher: Springer
ISBN: 3030048705
Category : Technology & Engineering
Languages : en
Pages : 186
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Book Description
This book provides an overview of state-of-the-art uncertainty quantification (UQ) methodologies and applications, and covers a wide range of current research, future challenges and applications in various domains, such as aerospace and mechanical applications, structure health and seismic hazard, electromagnetic energy (its impact on systems and humans) and global environmental state change. Written by leading international experts from different fields, the book demonstrates the unifying property of UQ theme that can be profitably adopted to solve problems of different domains. The collection in one place of different methodologies for different applications has the great value of stimulating the cross-fertilization and alleviate the language barrier among areas sharing a common background of mathematical modeling for problem solution. The book is designed for researchers, professionals and graduate students interested in quantitatively assessing the effects of uncertainties in their fields of application. The contents build upon the workshop “Uncertainty Modeling for Engineering Applications” (UMEMA 2017), held in Torino, Italy in November 2017.
Author: Vladimir A. Garanzha
Publisher: Springer Nature
ISBN: 3030767981
Category : Mathematics
Languages : en
Pages : 419
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Book Description
The focus of these conference proceedings is on research, development, and applications in the fields of numerical geometry, scientific computing and numerical simulation, particularly in mesh generation and related problems. In addition, this year’s special focus is on Delaunay triangulations and their applications, celebrating the 130th birthday of Boris Delaunay. In terms of content, the book strikes a balance between engineering algorithms and mathematical foundations. It presents an overview of recent advances in numerical geometry, grid generation and adaptation in terms of mathematical foundations, algorithm and software development and applications. The specific topics covered include: quasi-conformal and quasi-isometric mappings, hyperelastic deformations, multidimensional generalisations of the equidistribution principle, discrete differential geometry, spatial and metric encodings, Voronoi-Delaunay theory for tilings and partitions, duality in mathematical programming and numerical geometry, mesh-based optimisation and optimal control methods. Further aspects examined include iterative solvers for variational problems and algorithm and software development. The applications of the methods discussed are multidisciplinary and include problems from mathematics, physics, biology, chemistry, material science, and engineering.
Author: Harald van Brummelen
Publisher: Springer Nature
ISBN: 3030498360
Category : Mathematics
Languages : en
Pages : 279
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Book Description
This proceedings volume gathers a selection of outstanding research papers presented at the third Conference on Isogeometric Analysis and Applications, held in Delft, The Netherlands, in April 2018. This conference series, previously held in Linz, Austria, in 2012 and Annweiler am Trifels, Germany, in 2014, has created an international forum for interaction between scientists and practitioners working in this rapidly developing field. Isogeometric analysis is a groundbreaking computational approach that aims to bridge the gap between numerical analysis and computational geometry modeling by integrating the finite element method and related numerical simulation techniques into the computer-aided design workflow, and vice versa. The methodology has matured over the last decade both in terms of our theoretical understanding, its mathematical foundation and the robustness and efficiency of its practical implementations. This development has enabled scientists and practitioners to tackle challenging new applications at the frontiers of research in science and engineering and attracted early adopters for this his novel computer-aided design and engineering technology in industry. The IGAA 2018 conference brought together experts on isogeometric analysis theory and application, share their insights into challenging industrial applications and to discuss the latest developments as well as the directions of future research and development that are required to make isogeometric analysis an established mainstream technology.
Author: Bert Jüttler
Publisher: Springer
ISBN: 3319233157
Category : Mathematics
Languages : en
Pages : 301
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Book Description
Isogeometric Analysis is a groundbreaking computational approach that promises the possibility of integrating the finite element method into conventional spline-based CAD design tools. It thus bridges the gap between numerical analysis and geometry, and moreover it allows to tackle new cutting edge applications at the frontiers of research in science and engineering. This proceedings volume contains a selection of outstanding research papers presented at the second International Workshop on Isogeometric Analysis and Applications, held at Annweiler, Germany, in April 2014.
Author: Thomas Apel
Publisher: Springer
ISBN: 3030142442
Category : Mathematics
Languages : en
Pages : 436
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Book Description
Finite element methods are the most popular methods for solving partial differential equations numerically, and despite having a history of more than 50 years, there is still active research on their analysis, application and extension. This book features overview papers and original research articles from participants of the 30th Chemnitz Finite Element Symposium, which itself has a 40-year history. Covering topics including numerical methods for equations with fractional partial derivatives; isogeometric analysis and other novel discretization methods, like space-time finite elements and boundary elements; analysis of a posteriori error estimates and adaptive methods; enhancement of efficient solvers of the resulting systems of equations, discretization methods for partial differential equations on surfaces; and methods adapted to applications in solid and fluid mechanics, it offers readers insights into the latest results.
Author: Florin Adrian Radu
Publisher: Springer
ISBN: 3319964151
Category : Computers
Languages : en
Pages : 993
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Book Description
This book collects many of the presented papers, as plenary presentations, mini-symposia invited presentations, or contributed talks, from the European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) 2017. The conference was organized by the University of Bergen, Norway from September 25 to 29, 2017. Leading experts in the field presented the latest results and ideas in the designing, implementation, and analysis of numerical algorithms as well as their applications to relevant, societal problems. ENUMATH is a series of conferences held every two years to provide a forum for discussing basic aspects and new trends in numerical mathematics and scientific and industrial applications. These discussions are upheld at the highest level of international expertise. The first ENUMATH conference was held in Paris in 1995 with successive conferences being held at various locations across Europe, including Heidelberg (1997), Jyvaskyla (1999), lschia Porto (2001), Prague (2003), Santiago de Compostela (2005), Graz (2007), Uppsala (2009), Leicester (2011), Lausanne (2013), and Ankara (2015).
