sparse-grids

There are 14 repositories under sparse-grids topic.

  • chaospy

    jonathf/chaospy

    Chaospy - Toolbox for performing uncertainty quantification.

    Language:Python4532325787
  • SGpp

    SGpp/SGpp

    SG⁺⁺ – the numerical library for Sparse Grids in all their variants.

    Language:C++711312836

  • ABAtanasov/GalerkinSparseGrids.jl

    Sparse Grid Discretization with the Discontinuous Galerkin Method for solving PDEs

    Language:Julia489315

  • JuntaoHuang/adaptive-multiresolution-DG

    Adaptive multiresolution discontinuous Galerkin C++ package

    Language:C++41515

  • valentjn/thesis-arxiv

    Source code of Julian Valentin's PhD thesis (arXiv version): “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”

    Language:TeX12400

  • SGpp/DisCoTec

    MPI-based code for distributed HPC simulations with the sparse grid combination technique. Docs->(https://discotec.readthedocs.io/)

    Language:C++86207

  • hammouc/Parametric_Uncertainty_Quantification_option_pricing

    This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.

    Language:MATLAB4301

  • valentjn/thesis

    Original repository of Julian Valentin's PhD thesis: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”

    Language:C++4300

  • andreascaglioni/SGMethods

    A scientific Python project for sparse grid interpolation (a.k.a. stochastic collocation) with a focus on parametric coefficient PDEs.

    Language:Python1200

  • valentjn/defense

    Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”

    Language:Python130

  • valentjn/pyct

    Sparse grid combination technique in Python

    Language:Python1301

  • mimed95/sparse-anova

    Implementation for Thesis "Deep Learning with Sparse Grids"

    Language:Jupyter Notebook0200

  • rvanvenetie/spacetime

    This code supplements arXiv:2104.08143, where we describe an adaptive method for parabolic evolution equations.

    Language:C++02600

  • bhourahine/sparseGrid

    Some routines for sparse grids

    Language:Fortran20