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Parametric Model Order Reduction Using Sparse Grids
(2017-09-29)
In applications such as very large scale integration chip design models are typically huge. The same is true in mechanical engineering, especially when the models are complex finite element discretizations. To speed up ...
Sampling inequalities for sparse grids
(2015)
Sampling inequalities play an important role in deriving error estimates for various reconstruction processes. They provide quantitative estimates on a Sobolev norm of a function, defined on a bounded domain, in terms of ...
Multiscale Simulation of Polymeric Fluids using Sparse Grids
(2016-12-21)
The numerical simulation of non-Newtonian fluids is of high practical relevance since most complex fluids developed in the chemical industry are not correctly modeled by classical fluid mechanics. In this thesis, we implement ...
The ANOVA decomposition and generalized sparse grid methods for the high-dimensional backward Kolmogorov equation
(2015-03-12)
In this thesis, we discuss numerical methods for the solution of the high-dimensional backward Kolmogorov equation, which arises in the pricing of options on multi-dimensional jump-diffusion processes.
First, we apply ...
First, we apply ...
Sparse Grid Methods for Higher Dimensional Approximation
(2010-09-10)
Diese Arbeit befasst sich mit Dünngitterverfahren zur Lösung von höherdimensionalen Problemen. Sie zeigt drei neue Aspekte von Dünnen Gittern auf: Erweiterungen der elementaren Werkzeuge zur Arbeit mit Dünnen Gittern, eine ...
Non-intrusive uncertainty quantification with sparse grids for multivariate peridynamic simulations
(2014-06)
Peridynamics is an accepted method in engineering for modeling crack propagation on a macroscopic scale. However, the sensitivity of the method to two important model parameters – elasticity and the particle density – has ...
Principal manifold learning by sparse grids
(2008-04)
In this paper we deal with the construction of lower-dimensional manifolds from high-dimensional data which is an important task in data mining, machine learning and statistics. Here, we consider principal manifolds as the ...
Error estimates for multivariate regression on discretized function spaces
(2016-03)
In this paper, we will discuss the discretization error for the regression setting and derive error bounds relying on the approximation properties of the discretized space. Furthermore, we will point out how the sampling ...
Approximation of two-variate functions: singular value decomposition versus sparse grids
(2011)
We compare the cost complexities of two approximation schemes for functions f ∈ Hp(Ω1 × Ω2) which live on the product domain Ω1 × Ω2 of sufficiently smooth domains ......
Multiscale simulation of polymeric fluids using the sparse grid combination technique
(2017-10)
We present a computationally efficient sparse grid approach to allow for multiscale simulations of non-Newtonian polymeric fluids. Multiscale approaches for polymeric fluids often involve model equations of high dimensionality. ...












