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Accelerate scientific computations using Smolyak's algorithm

Project description

Author:

Soeren Wolfers <soeren.wolfers@gmail.com>

Organization:
King Abdullah University of Science and Technology (KAUST)

This Python package provides tools for the non-intrusive acceleration of scientific computations using Smolyak’s algorithm.

As special cases, it includes integration and interpolation on sparse grids, as well as multilevel and multi-index algorithms. for stochastic collocation.

For an overview, check out

Tempone R., Wolfers S. (2017). Smolyak’s algorithm: A powerful black box for the acceleration of scientific computations.

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