Sparse grids Matlab kit
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Related Items (6)
A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data ⋮ Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs ⋮ Analytic regularity and stochastic collocation of high-dimensional Newton iterates ⋮ A hybrid collocation-perturbation approach for PDEs with random domains ⋮ Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks ⋮ An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
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