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References

Sparse grids

  1. Bungartz, H.-J., Griebel, M. "Sparse grids." Acta Numerica, 13, 147–269, 2004.

  2. Zenger, C. "Sparse grids." In: Parallel Algorithms for Partial Differential Equations, Notes on Numerical Fluid Mechanics, Vol. 31, 241–251, Vieweg, 1991.

  3. Griebel, M. "Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences." Computing, 61(2), 151–179, 1998.

Hierarchical basis and interpolation

  1. Garcke, J. "Sparse Grids in a Nutshell." In: Sparse Grids and Applications, Lecture Notes in Computational Science and Engineering, Vol. 88, 57–80, Springer, 2013.

  2. Pflüger, D. Spatially Adaptive Sparse Grids for High-Dimensional Problems. Verlag Dr. Hut, 2010.

General numerical methods

  1. Smolyak, S. A. "Quadrature and interpolation formulas for tensor products of certain classes of functions." Doklady Akademii Nauk SSSR, 148(5), 1042–1045, 1963.

  2. Burkardt, J. "Sparse grid interpolation." https://people.math.sc.edu/Burkardt/