Smolyak grid

generates an isotropic Smolyak grid

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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

Cite As

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

Acknowledgements

Inspired by: Legendre-Gauss Quadrature Weights and Nodes

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0