An excellent sparse grid tutorial is Garcke’s “Sparse Grids in a Nutshell”:
J. Garcke, “Sparse Grids in a Nutshell,” in Sparse Grids and Applications, 2013, p. 57–80.
“Sparse Grids” by Bungartz and Griebel is an extensive survey about the different flavors of sparse grids, focusing on dimensional adaptivity:
H. Bungartz and M. Griebel, “Sparse Grids,” Acta Numerica, vol. 13, p. 147–269, 2004.
In contrast, Pflüger’s “Spatially Adaptive Sparse Grids for High-Dimensional Problems” summarizes multiple high-dimensional applications of spatially adaptive sparse grids:
D. Pflüger, Spatially Adaptive Sparse Grids for High-Dimensional Problems, Verlag Dr. Hut, 2010.
Roughly every other year since 2011, the workshop “Sparse Grids and Applications” is held as a platform to exchange both new theoretical contributions to sparse grids and new applications. Some of the talks are published afterwards as papers in the workshop proceedings:
Sparse Grids and Applications – Miami 2016, J. Garcke, D. Pflüger, C. G. Webster, and G. Zhang, Eds., Springer, 2018.
Sparse Grids and Applications – Stuttgart 2014, J. Garcke and D. Pflüger, Eds., Springer, 2016.
Sparse Grids and Applications – Munich 2012, J. Garcke and D. Pflüger, Eds., Springer, 2014.
Sparse Grids and Applications, J. Garcke and M. Griebel, Eds., Springer, 2012.