About Tasmanian

The Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN is a robust library for high dimensional integration and
interpolation as well as parameter calibration. The code consists of several modules that can be used individually or conjointly. The project is sponsored by Oak Ridge National Laboratory Directed Research and Development as well as the Department of Energy Office for Advanced Scientific Computing Research.

Sparse Grids Module

Sparse Grids is a family of algorithms for constructing multidimensional quadrature and interpolation rules from tensor products of one dimensional such rules. Tasmanian Sparse Grids Module implements a wide variety of one dimensional rules based on global and local function basis. Refer to the Manual for a complete list of the capabilities.