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Multidimensional Fourier Transform on Sparse Grids

Fjær, Sveinung
Master thesis
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URI
https://hdl.handle.net/1956/3771
Date
2009-06-01
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  • Department of Mathematics [793]
Abstract
When working on multidimensional problems, the number of points needed when using a tensor product grid. This is known as the curse of dimensionality. In this thesis we propose a set of sparse grids, which can be used to dampen this curse. The grid is chosen such that we can apply the Fourier transform on functions sampeled on it. The thesis describes such an algorithm.
Publisher
The University of Bergen
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