sparse-grids
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Chaospy - Toolbox for performing uncertainty quantification.
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Sep 4, 2025 - Python
SG⁺⁺ – the numerical library for Sparse Grids in all their variants.
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Nov 3, 2025 - C++
Sparse Grid Discretization with the Discontinuous Galerkin Method for solving PDEs
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Jan 25, 2020 - Julia
Adaptive multiresolution discontinuous Galerkin C++ package
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Aug 30, 2024 - C++
Source code of Julian Valentin's PhD thesis (arXiv version): “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
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Nov 28, 2020 - TeX
MPI-based code for distributed HPC simulations with the sparse grid combination technique. Docs->(https://discotec.readthedocs.io/)
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Oct 3, 2025 - C++
Fast high-dimensional interpolation of vector valued functions in JAX
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Aug 15, 2025 - Python
Original repository of Julian Valentin's PhD thesis: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
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Jan 9, 2022 - C++
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.
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May 2, 2020 - MATLAB
A scientific Python project for sparse grid interpolation (a.k.a. stochastic collocation) with a focus on parametric coefficient PDEs.
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Jul 22, 2025 - Python
Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
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Jan 15, 2021 - Python
Implementation for Thesis "Deep Learning with Sparse Grids"
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Nov 29, 2022 - Jupyter Notebook
A simple Bevy plugin for spatial indexing with a sparse uniform grid.
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Aug 23, 2025 - Rust
This code supplements arXiv:2104.08143, where we describe an adaptive method for parabolic evolution equations.
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May 27, 2021 - C++
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