Smolyak grid

版本 1.0.0 (3.0 KB) 作者: Hanz Martin
generates an isotropic Smolyak grid
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更新时间 2024/10/21

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Generating an isotropic Smolyak grid based on Chapters 2.2-2.3 of the paper:
Nobile, F., Tempone, R., Webster, C.G. A sparse grid stochastic collocation method for partial differential equations with random input data. SIAM J. Numer. Anal. 46(5), 2309–2345 (2008)
In order to compute the Gaussian quadrature points, we suggest the user to visit
Legendre-Gauss Quadrature Weights and Nodes - File Exchange - MATLAB Central (mathworks.com)

引用格式

Hanz Cheng (2024). Smolyak grid (https://www.mathworks.com/matlabcentral/fileexchange/<...>), MATLAB Central File Exchange. Retrieved October 21, 2024.

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1.0.0