sparse-grids
There are 1 repository under sparse-grids topic.
- chaospyLanguage:Python 434
- SGppLanguage:C++ 69
ABAtanasov / GalerkinSparseGrids.jl
Sparse Grid Discretization with the Discontinuous Galerkin Method for solving PDEs
Language:Julia 47JuntaoHuang / adaptive-multiresolution-DG
Adaptive multiresolution discontinuous Galerkin C++ package
Language:C++ 39valentjn / 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:TeX 9SGpp / DisCoTec
MPI-based code for distributed HPC simulations with the sparse grid combination technique
Language:C++ 8hammouc / 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:MATLAB 4Original repository of Julian Valentin's PhD thesis: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
Language:C++ 4Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
Language:Python 1- Language:Python 1
mimed95 / sparse-anova
Implementation for Thesis "Deep Learning with Sparse Grids"
Language:Jupyter Notebook 0rvanvenetie / spacetime
This code supplements arXiv:2104.08143, where we describe an adaptive method for parabolic evolution equations.
Language:C++ 0- Language:Fortran
