Smolyak grid

Version 1.0.0 (2.96 KB) by Hanz Martin
generates an isotropic Smolyak grid
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Updated 21 Oct 2024

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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)

Cite As

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

MATLAB Release Compatibility
Created with R2024b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Acknowledgements

Inspired by: Legendre-Gauss Quadrature Weights and Nodes

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Version Published Release Notes
1.0.0