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.
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.
Source: Wikipedia "Sparse grid" · CC BY-SA 4.0
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