Corpus ID: 252187

Sparse Grid Tutorial

  title={Sparse Grid Tutorial},
  author={Jochen Garcke},
The sparse grid method is a special discretization technique, which allows to cope with the curse of dimensionality of grid based approaches to some extent. It is based on a hierarchical basis [Fab09, Yse86, Yse92], a representation of a discrete function space which is equivalent to the conventional nodal basis, and a sparse tensor product construction. The method was originally developed for the solution of partial differential equations [Zen91, Gri91, Bun92, Bal94, Ach03] and is now also… Expand

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