Sparse Grid
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Sparse Grid

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High Quality Content by WIKIPEDIA articles! Sparse grids are a numerical technique to represent, integrate or interpolate high dimensional functions. They were originally found by the Russian mathematician Smolyak 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. 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 n...