Software

• TTRISK - A Tensor train based toolbox to solve risk averse optimization problems constrained by PDEs.
  Code download

Please cite the code as:
H. Antil, D. Chen, and S. E. Field.
TTRISK: Tensor Train Decomposition Algorithm for Risk Averse Optimization.
Submitted 2021. Paper
• Greedycpp - A fast, scalable and easy-to-use parallelization of the greedy algorithm for building application-specific basis, empirical interpolants and reduced order quadrature rules. Features include (i) Easy to interface with existing models, (ii) validate the approximation quality, (iii) find the empirical interpolation points using a fast algorithm (iv) parallelized for shared and distributed memory environments.
  Code download

Please cite the code as:
H. Antil, D. Chen, and S. E. Field.
A Note on QR-Based Model Reduction: Algorithm, Software, and Gravitational Wave Applications.
Computing in Science and Engineering 19 (3), 2018.
• PDE Constrained Optimization. A generic implementation of PDE Constrained Optimization algorithms.
  H. Antil . 2018. Code download

• Fractional PDEs. A simple implementation of fractional PDEs with spectral fractional Laplacian.
  Code download

Please cite the code as:
H. Antil and J. Pfefferer.
A short Matlab implementation of fractional Poisson equation with nonzero boundary conditions.
Technical Report 2017. Technical Report