Rank: 5047 based on 6 downloads (last 30 days) and 1 file submitted
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Greg von Winckel

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Personal Profile:

I am a postdoc at the Karl-Franzens Universitaet in Graz and remotely working on a second Ph.D. at the University of New Mexico

Professional Interests:
PDEs, numercial analyis, optimization

 

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Files Posted by Greg
Updated   File Tags Downloads
(last 30 days)
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05 Mar 2008 Sparse grid quadrature Computes the nodes and weights for a sparse grid on a hyperrectangle Author: Greg von Winckel integration, sparse, quadrature, weights, nodes, clenshaw 6 3
  • 3.66667
3.7 | 3 ratings
Comments and Ratings on Greg's Files View all
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04 May 2013 Sparse grid quadrature Computes the nodes and weights for a sparse grid on a hyperrectangle Author: Greg von Winckel Wei, Pengfei

This is an excellent work. However, after verifying this code using a group of test cases, I found that the results for most the test cases are not correct when compared with those derived by Maple. Does anyone has the same problem with me?

14 Jun 2009 Sparse grid quadrature Computes the nodes and weights for a sparse grid on a hyperrectangle Author: Greg von Winckel ben

computation result is not accurate, for example, test example use triplequad in matlab.

12 Mar 2008 Sparse grid quadrature Computes the nodes and weights for a sparse grid on a hyperrectangle Author: Greg von Winckel Chan, Alex

It's quite helpful to me. Thx
I also hope to know how to extend the code using other quadrature rules like Gauss-Hermite and Gauss-laguerre quadratures.

Top Tags Applied by Greg
clenshaw, curtis, integration, nodes, quadrature
Files Tagged by Greg
Updated   File Tags Downloads
(last 30 days)
Comments Rating
05 Mar 2008 Sparse grid quadrature Computes the nodes and weights for a sparse grid on a hyperrectangle Author: Greg von Winckel integration, sparse, quadrature, weights, nodes, clenshaw 6 3
  • 3.66667
3.7 | 3 ratings

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