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

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

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

Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than thr