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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.
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area
This book contains 33 papers presented at the Third Joint Visualization Symposium of the Eurographics Association and the Technical Committee on Visualization and Graphics of the IEEE Computer Society. The main topics treated are: visualization of geoscience data; multi-resolution and adaptive techniques; unstructured data, multi-scale and visibility; flow visualization; biomedical applications; information visualization; object representation; volume rendering; information visualization applications; and automotive applications.
The nature of the physical Universe has been increasingly better understood in recent years, and cosmological concepts have undergone a rapid evolution (see, e.g., [11], [2],or [5]). Although there are alternate theories, it is generally believed that the large-scale relationships and homogeneities that we see can only be explainedby having the universe expand suddenlyin a very early “in?ationary” period. Subsequent evolution of the Universe is described by the Hubble expansion, the observation that the galaxies are ?ying away from each other. We can attribute di?erent rates of this expansion to domination of di?erent cosmological processes, beginning with radiation, evolving to matter d...
In many aspects science becomes conducted nowadays through technology and preferential criteria of economy. Thus investigation and knowledge is evidently linked to a speci?c purpose. Especially Earth science is confronted with two major human perspectives concerning our natural environment:sustainability of resources and assessment of risks. Both aspects are expressing urgent needs of the living society, but in the same way those needs are addressing a long lasting fundamental challenge which has so far not been met. Following on the patterns of economy and technology, the key is presumed to be found through a devel- mentoffeasibleconceptsforamanagement ofbothournaturalenvironmentand in one ...
Min Chen, Arie E. Kaufman and Roni Yage/ Volume graphics is concerned with graphics scenes defined in volume data types, where a model is specified by a mass of points instead of a collection of surfaces. The underlying mathematical definition of such a model is a set of scalar fields, which define the geometrical and physical properties of every point in three dimensional space. As true 3D representations, volume data types possess more descriptive power than surface data types, and are morphologically closer to many high-level modelling schemes in traditional surface graphics such as parametric surfaces, implicit surfaces and volume sweeping. The past decade has witnessed significant advan...
The contributions gathered here provide an overview of current research projects and selected software products of the Fraunhofer Institute for Algorithms and Scientific Computing SCAI. They show the wide range of challenges that scientific computing currently faces, the solutions it offers, and its important role in developing applications for industry. Given the exciting field of applied collaborative research and development it discusses, the book will appeal to scientists, practitioners, and students alike. The Fraunhofer Institute for Algorithms and Scientific Computing SCAI combines excellent research and application-oriented development to provide added value for our partners. SCAI develops numerical techniques, parallel algorithms and specialized software tools to support and optimize industrial simulations. Moreover, it implements custom software solutions for production and logistics, and offers calculations on high-performance computers. Its services and products are based on state-of-the-art methods from applied mathematics and information technology.