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Zack Morrow, NC State, SIAM Student Chapter Tutorial Series, Sparse methods for high-dimensional problems
March 14, 2018 | 4:20 pm - 5:00 pm EDT
In full-tensor extensions of 1D interpolation or quadrature rules, the number of nodes will grow exponentially in the dimension—commonly called the “curse of dimensionality.” In this talk, we present an overview of sparse grids, in which the number of nodes grows only polynomially in the dimension. First, we will do an overview of 1D interpolation for those who have not taken MA 780. From there we will introduce sparse grids, providing ample pictures to aid comprehension. This talk is intended to be accessible to all graduate students.