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Sparse Grids
Sparse grids are numerical techniques to represent, integrate or interpolate high dimensional functions. They were originally developed by the Russian mathematician Sergey A. Smolyak, a student of Lazar Lyusternik, and are based on a sparse tensor product construction. Computer algorithms for efficient implementations of such grids were later developed by Michael Griebel and Christoph Zenger. Curse of dimensionality The standard way of representing multidimensional functions are tensor or full grids. The number of basis functions or nodes (grid points) that have to be stored and processed depend exponentially on the number of dimensions. The curse of dimensionality is expressed in the order of the integration error that is made by a quadrature of level l, with N_ points. The function has regularity r, i.e. is r times differentiable. The number of dimensions is d. , E_l, = O(N_l^) Smolyak's quadrature rule Smolyak found a computationally more efficient method of integrating m ...
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Dimension
In physics and mathematics, the dimension of a Space (mathematics), mathematical space (or object) is informally defined as the minimum number of coordinates needed to specify any Point (geometry), point within it. Thus, a Line (geometry), line has a dimension of one (1D) because only one coordinate is needed to specify a point on itfor example, the point at 5 on a number line. A Surface (mathematics), surface, such as the Boundary (mathematics), boundary of a Cylinder (geometry), cylinder or sphere, has a dimension of two (2D) because two coordinates are needed to specify a point on itfor example, both a latitude and longitude are required to locate a point on the surface of a sphere. A two-dimensional Euclidean space is a two-dimensional space on the Euclidean plane, plane. The inside of a cube, a cylinder or a sphere is three-dimensional (3D) because three coordinates are needed to locate a point within these spaces. In classical mechanics, space and time are different categ ...
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Russia
Russia (, , ), or the Russian Federation, is a List of transcontinental countries, transcontinental country spanning Eastern Europe and North Asia, Northern Asia. It is the List of countries and dependencies by area, largest country in the world, with its internationally recognised territory covering , and encompassing one-eighth of Earth's inhabitable landmass. Russia extends across Time in Russia, eleven time zones and shares Borders of Russia, land boundaries with fourteen countries, more than List of countries and territories by land borders, any other country but China. It is the List of countries and dependencies by population, world's ninth-most populous country and List of European countries by population, Europe's most populous country, with a population of 146 million people. The country's capital and List of cities and towns in Russia by population, largest city is Moscow, the List of European cities by population within city limits, largest city entirely within E ...
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Mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History One of the earliest known mathematicians were Thales of Miletus (c. 624–c.546 BC); he has been hailed as the first true mathematician and the first known individual to whom a mathematical discovery has been attributed. He is credited with the first use of deductive reasoning applied to geometry, by deriving four corollaries to Thales' Theorem. The number of known mathematicians grew when Pythagoras of Samos (c. 582–c. 507 BC) established the Pythagorean School, whose doctrine it was that mathematics ruled the universe and whose motto was "All is number". It was the Pythagoreans who coined the term "mathematics", and with whom the study of mathematics for its own sake begins. The first woman mathematician recorded by history was Hypati ...
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Sergey A
Sergey may refer to: * Sergey (name), a Russian given name (including a list of people with the name) * Sergey, Switzerland Sergey is a municipality in the district of Jura-Nord Vaudois in the canton of Vaud in Switzerland. History Sergey is first mentioned in 1321 as ''Sergeys''. Geography Sergey has an area, , of . Of this area, or 67.1% is used for agricultur ..., a municipality in Switzerland * ''Sergey'' (wasp), a genus in subfamily Doryctinae {{Disambiguation ...
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Lazar Lyusternik
Lazar Aronovich Lyusternik (also Lusternik, Lusternick, Ljusternik; ; 31 December 1899, in Zduńska Wola, Congress Poland, Russian Empire – 23 July 1981, in Moscow, Soviet Union) was a Soviet mathematician. He is famous for his work in topology and differential geometry, to which he applied the variational principle. Using the theory he introduced, together with Lev Schnirelmann, he proved the theorem of the three geodesics, a conjecture by Henri Poincaré that every convex body in 3-dimensions has at least three simple closed geodesics. The ellipsoid with distinct but nearly equal axis is the critical case with exactly three closed geodesics. The ''Lusternik–Schnirelmann theory'', as it is called now, is based on the previous work by Poincaré, David Birkhoff, and Marston Morse. It has led to numerous advances in differential geometry and topology. For this work Lyusternik received the Stalin Prize in 1946. In addition to serving as a professor of mathematics at Moscow St ...
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Michael Griebel
Michael Griebel is a German mathematician. His research focus lies on scientific computing, and he helped develop computer algorithms for Sparse Grids. Griebel was director of the Institute for Numerical Simulation at the University of Bonn from 2003 to 2016. He is currently director of the Fraunhofer Institute for Algorithms and Scientific Computing in Sankt Augustin Sankt Augustin ( Ripuarian: ''Sank Aujustin'') is a town in the Rhein-Sieg district, in North Rhine-Westphalia, Germany. It is named after the patron saint of the Divine Word Missionaries, Saint Augustine of Hippo (354-430). The Missionaries e .... at Fraunhofer Institute for Algorithms and Scientific Computing, retrieved 2010-09-20. References External links Research group of Michael Griebel Living people 20th-century German mathematicians Academic staff of the University of Bonn Year of birth missing (living people) 21st-century German mathematicians {{Germany-scientist-stub ...
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Christoph Zenger
Christoph Zenger (born 10 August 1940) is a German mathematician. Career Born in Lindau, Zenger studied physics at the Ludwig Maximilian University of Munich and did a doctorate in mathematics (theory of normed vector spaces) in 1967. In 1973 he did his habilitation in mathematics and in 1977 he became professor of mathematics at Technical University of Munich. In 1980 he accepted an offer of a full professorship from the Bundeswehr University of Munich. In 1982 he returned to TU Munich to fill a chair in computer science. In 2000 Zenger was selected as a member of the Bavarian Academy of Sciences and Humanities. He retired in 2005, but is still active in research. The most important of Zenger's scientific achievements is the discovery of how to harness approximation on sparse grids for the efficient solution of elliptic partial differential equations Second-order linear partial differential equations (PDEs) are classified as either elliptic, hyperbolic, or parabolic. ...
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Exponential Function
The exponential function is a mathematical function denoted by f(x)=\exp(x) or e^x (where the argument is written as an exponent). Unless otherwise specified, the term generally refers to the positive-valued function of a real variable, although it can be extended to the complex numbers or generalized to other mathematical objects like matrices or Lie algebras. The exponential function originated from the notion of exponentiation (repeated multiplication), but modern definitions (there are several equivalent characterizations) allow it to be rigorously extended to all real arguments, including irrational numbers. Its ubiquitous occurrence in pure and applied mathematics led mathematician Walter Rudin to opine that the exponential function is "the most important function in mathematics". The exponential function satisfies the exponentiation identity e^ = e^x e^y \text x,y\in\mathbb, which, along with the definition e = \exp(1), shows that e^n=\underbrace_ for positive i ...
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Curse Of Dimensionality
The curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience. The expression was coined by Richard E. Bellman when considering problems in dynamic programming. Dimensionally cursed phenomena occur in domains such as numerical analysis, sampling, combinatorics, machine learning, data mining and databases. The common theme of these problems is that when the dimensionality increases, the volume of the space increases so fast that the available data become sparse. In order to obtain a reliable result, the amount of data needed often grows exponentially with the dimensionality. Also, organizing and searching data often relies on detecting areas where objects form groups with similar properties; in high dimensional data, however, all objects appear to be sparse and dissimilar in many ways, which prevents co ...
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Tensor Product
In mathematics, the tensor product V \otimes W of two vector spaces and (over the same field) is a vector space to which is associated a bilinear map V\times W \to V\otimes W that maps a pair (v,w),\ v\in V, w\in W to an element of V \otimes W denoted v \otimes w. An element of the form v \otimes w is called the tensor product of and . An element of V \otimes W is a tensor, and the tensor product of two vectors is sometimes called an ''elementary tensor'' or a ''decomposable tensor''. The elementary tensors span V \otimes W in the sense that every element of V \otimes W is a sum of elementary tensors. If bases are given for and , a basis of V \otimes W is formed by all tensor products of a basis element of and a basis element of . The tensor product of two vector spaces captures the properties of all bilinear maps in the sense that a bilinear map from V\times W into another vector space factors uniquely through a linear map V\otimes W\to Z (see Universal property). Tenso ...
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Econometrica
''Econometrica'' is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the Econometric Society. The current editor-in-chief is Guido Imbens. History ''Econometrica'' was established in 1933. Its first editor was Ragnar Frisch, recipient of the first Nobel Memorial Prize in Economic Sciences in 1969, who served as an editor from 1933 to 1954. Although ''Econometrica'' is currently published entirely in English, the first few issues also contained scientific articles written in French. Indexing and abstracting ''Econometrica'' is abstracted and indexed in: * Scopus * EconLit * Social Science Citation Index According to the ''Journal Citation Reports'', the journal has a 2020 impact factor of 5.844, ranking it 22/557 in the category "Economics". Awards issued The Econometric Society aims to attract high-quality applied work in economics for publication in ''Eco ...
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