ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D (Dorf et al., 2013), 5D (Candy et al., 2009) and 6D models (Juno et al., 2018) describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing (Bandrauk et al., 2007).Such problems are affected by the so-called "curse of dimensionality" where the number of degrees of freedom (or unknowns) required to be solved for scales as where is the number of grid points in any given dimension .A simple, albeit naive, 6D example is demonstrated in the left panel of Figure

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Publication Details

Journal
The Journal of Open Source Software
Published
2024-08-22
DOI
https://doi.org/10.21105/joss.06766
Primary Topic
Magnetic confinement fusion research
Type
article
Field-Weighted Citation Impact
0.00

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ASGarD: Adaptive Sparse Grid Discretization

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ASGarD: Adaptive Sparse Grid Discretization

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article en

Abstract

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D (Dorf et al., 2013), 5D (Candy et al., 2009) and 6D models (Juno et al., 2018) describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing (Bandrauk et al., 2007).Such problems are affected by the so-called "curse of dimensionality" where the number of degrees of freedom (or unknowns) required to be solved for scales as where is the number of grid points in any given dimension .A simple, albeit naive, 6D example is demonstrated in the left panel of Figure

The Journal of Open Source SoftwareVol. 9(100)
Oak Ridge National Laboratory (US), Institut national de recherche en sciences et technologies du numérique (FR), Lawrence Berkeley National Laboratory (US), University of Georgia (US), National Energy Research Scientific Computing Center (US), University of Tennessee at Knoxville (US)
U.S. Department of Energy, Battelle, UT-Battelle, Office of Science, Advanced Scientific Computing Research, Oak Ridge National Laboratory
Openalex Percentile: Top 96%
Magnetic confinement fusion research
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