论文标题

稀疏网格MATLAB试剂盒 - 用于高维函数近似和不确定性定量的MATLAB实现

The Sparse Grids Matlab kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

论文作者

Piazzola, Chiara, Tamellini, Lorenzo

论文摘要

稀疏网格MATLAB试剂盒提供了稀疏网格的MATLAB实现,可用于近似高维函数,尤其是用于基于替代模型的不确定性量化。它轻巧,高级且易于使用,非常适合快速原型制作和教学;但是,它配备了某些功能,这些功能也允许在现实的应用程序中使用。本文的目的是概述数据结构和构成软件基础的数学方面,并将您的软件包的当前版本与类似的可用软件进行比较。

The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.

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