Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
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Publication:1994576
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Cites work
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- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
- Solving the multi-country real business cycle model using a Smolyak-collocation method
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Cited in
(30)- The sparse-grid-based adaptive spectral Koopman method
- A reduced basis method for a PDE-constrained optimization formulation in discrete fracture network flow simulations
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
- Sparse collocation method for global sensitivity analysis and calculation of statistics of solutions in SPDEs
- Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations
- Robust optimal control of compartmental models in epidemiology: application to the COVID-19 pandemic
- A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry
- Surrogate modeling of time-domain electromagnetic wave propagation via dynamic mode decomposition and radial basis function
- Set propagation in dynamical systems with generalised polynomial algebra and its computational complexity
- A non-intrusive model order reduction approach for parameterized time-domain Maxwell's equations
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- A single variable-based method for concurrent multiscale topology optimization with multiple materials
- Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Non-intrusive reduced order modelling of the Navier-Stokes equations
- Computing time-consistent equilibria: a perturbation approach
- Monetary policy, redistribution, and risk premia
- Optimization of black-box problems using Smolyak grids and polynomial approximations
- SAMBA: sparse approximation of moment-based arbitrary polynomial chaos
- Adaptive interpolation algorithm on sparse meshes for numerical integration of systems of ordinary differential equations with interval uncertainties
- DEEP EQUILIBRIUM NETS
- Envelope condition method with an application to default risk models
- Computational methods for production-based asset pricing models with recursive utility
- Solving dynamic discrete choice models using smoothing and sieve methods
- An incremental form interpolation model together with the Smolyak method for multi-material topology optimization
- A parameterized non-intrusive reduced order model and error analysis for general time-dependent nonlinear partial differential equations and its applications
- Sparse grid method for highly efficient computation of exposures for xVA
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
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