Chaospy - Toolbox for performing uncertainty quantification.
SG⁺⁺ – the numerical library for Sparse Grids in all their variants.
Sparse Grid Discretization with the Discontinuous Galerkin Method for solving PDEs
Adaptive multiresolution discontinuous Galerkin C++ package
Source code of Julian Valentin's PhD thesis (arXiv version): “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
MPI-based code for distributed HPC simulations with the sparse grid combination technique. Docs->(https://discotec.readthedocs.io/)
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.
Original repository of Julian Valentin's PhD thesis: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
A scientific Python project for sparse grid interpolation (a.k.a. stochastic collocation) with a focus on parametric coefficient PDEs.
This code supplements arXiv:2104.08143, where we describe an adaptive method for parabolic evolution equations.
Implementation for Thesis "Deep Learning with Sparse Grids"
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