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Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
Smolyak method Sparse grid Adaptive domain Projection Anisotropic grid High-dimensional problem
2015/7/21
We show how to enhance the performance of a Smolyak method for solving dynamic economic models. First, we propose a more efficient implementation of the Smolyak
method for interpolation, namely, we s...
On improvement of uniform convergence of Lagrange interpolation polynomials
Lagrange interpolation polynomial uniform convergence
2010/9/14
Due to the Lagrange interpolation polynomials do not converge uniformly to arbitrary continuous functions, in this paper, a new interpolation polynomial is constructed by using the weighted average me...