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://www.epfl.ch/labs/csqi)
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}
}