This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integrat

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 discr

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 appro

Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretizatio

This book provides an overview of state-of-the-art uncertainty quantification (UQ) methodologies and applications, and covers a wide range of current research,