Software

Sparse grids Matlab kit

Freely available subject to a BSD 2-Clause License . Compatible with MATLAB from release R2011b.

 

Please cite this toolbox by mentioning the webpage containing the package (http://csqi.epfl.ch)
and adding the following reference to your work:

@InCollection{back.nobile.eal:comparison,
  author    = {B\”ack, J. and Nobile, F. and Tamellini, L. and Tempone, R.},
  title        = {Stochastic spectral {G}alerkin and collocation methods for {PDE}s with random coefficients: a numerical comparison},
  booktitle    = {Spectral and High Order Methods for Partial Differential Equations},
  pages        = {43–62},
  publisher    = {Springer},
  year        = 2011,
  volume    = 76,
  series    = {Lecture Notes in Computational Science and Engineering},
  editor    = {Hesthaven, J.S. and Ronquist, E.M.},
  note        = {Selected papers from the ICOSAHOM ’09 conference, June 22-26, Trondheim, Norway}
}