"Efficient implementations of Smolyak's algorithm for function approximation in Python and Julia."
https://github.com/EconForge/Smolyak
https://www.encyclopediaofmath.org/index.php/Smolyak_algorithm
Smolyak's algorithm: A powerful black box for the acceleration of scientific computations - https://arxiv.org/abs/1703.08872
Experiences with Sparse Grids and Smolyak-type Approximations - http://web.stanford.edu/~paulcon/slides/Oxford_2012.pdf
http://c-primed.github.io/puq/index.html
A Parallel Implementation of Smolyak Method - http://karibzhanov.com/smolyak/smolyak.pdf
Numerical Methods and Smolyak Quadrature for Nonlinear Stochastic Partial Differential Equations - http://digisrv-1.biblio.etc.tu-bs.de:8080/docportal/servlets/MCRFileNodeServlet/DocPortal_derivate_00001471/Document.pdf
No comments:
Post a Comment