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Book
Zur Effizienten Kopplung von Simulationsprogrammen
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ISBN: 3862192970 9783862192977 9783862192960 3862192962 Year: 2012 Publisher: Kassel : Kassel University Press,

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Book
differential quadrature and differential quadrature based element methods : theory and applications
Author:
ISBN: 0128031077 012803081X 9780128031070 9780128030813 9780128030813 Year: 2015 Publisher: Kidlington, Oxford : Butterworth-Heinemann is an imprint of Elsevier,


Book
Autoadaptive cloud identification in meteosat images
Authors: ---
ISSN: 03796566 ISBN: 9290923318 9789290923312 Year: 1996 Volume: 1183


Book
Sparse grid quadrature in high dimensions with applications in finance and insurance
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ISBN: 3642160034 9786612996719 1282996711 3642160042 Year: 2011 Publisher: Heidelberg : Springer,

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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.

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