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Titlebook: Sparse Grids and Applications - Munich 2018; Hans-Joachim Bungartz,Jochen Garcke,Dirk Pflüger Conference proceedings 2021 Springer Nature

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Propagation of Uncertainties in Density-Driven Flow, a parallel algorithm to quantify the propagation of uncertainty in the dispersal of pollution in subsurface flow. Specifically, we consider the density-driven flow and estimate how uncertainty from permeability and porosity propagates to the solution. We take a two-dimensional Elder-like problem as
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Hierarchical Extended B-splines for Approximations on Sparse Grids,antageous. With increasing dimension, grid points on the boundary become prohibitively expensive and have to be avoided. To compensate for the missing boundary points, the basis functions are typically modified according to natural boundary conditions. However, the resulting splines do not span the
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Analysis of Sparse Grid Multilevel Estimators for Multi-Dimensional Zakai Equations,bolic stochastic partial differential equations (SPDE) of Zakai-type. Here, we use the Milstein scheme for time integration and an alternating direction implicit (ADI) splitting of the spatial finite difference discretisation, coupled with the sparse grid combination technique and multilevel Monte C
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