Accelerate scientific computations using Smolyak's algorithm
Project description
- 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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