Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
收藏NBER2013-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19326
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资源简介：
First, we propose a more efficient implementation of the Smolyak method for interpolation, namely, we show how to avoid costly evaluations of repeated basis functions in the conventional Smolyak formula. Second, we extend the Smolyak method to include anisotropic constructions; this allows us to
提供机构：
美国国家经济研究局
创建时间：
2013-08-01
