The
Adaptive Sparse Grid Integration Project
- Introduction
- Documentation
- Downloads
- Copyrights and Usage
- Contact Information
Introduction
This project implements the sparse grid algorithm introduced by Gerstner and
Griebel (T. Gerstner and M. Griebel. Dimension-Adaptive Tensor-Product
Quadrature. Computing, 71(1):65-87, 2003). A suite of other integrators
(especially standard sparse grid integration and Monte Carlo) is included for
comparison purposes.
An effort has been made to divide the different parts of the algorithm
into modules. For example, different error estimation and refinement
strategies can easily be mixed and matched. It is also easy to use different
quadrature formulas. Many quadrature formulas, including Patterson,
Gauss-Hermite and Clenshaw-Curtis, are included with the project. It is
possible to visually observe the integration process with visualizer
plug-ins.
Requirements
Java Standard Edition 1.6 or higher
Documentation
Documentation for the code follows the philosophy outlined in the official
javadoc
guidelines. It is available in two forms, the programming guide and the
API Specification. For a general overview, you should
read the programming guide first.
The
programming guide provides an
introduction to the scope and aims of project, gives usage guidelines and
code examples for this project.
The
API specification outlines
concisely the purpose, implementation and specifics of the classes. It is
used for reference and for detailed description. The API specification is
provided in javadoc format, and is automatically generated from the source
code.
Downloads
All downloads includes the class files, source files and programming
documentation for this project. The downloads also include the class files
and source codes of any required other projects.
Copyrights and Usage
All source code contained in the de.torstennahm.* packages is placed in the
public domain, no rights reserved. Some projects may include other required
code. For this code, restrictions may apply. Please check the programming
guide for any restrictions.
Contact Information
For contact information, please see the
main page.
