Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
NBER Working Paper No. 19326
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An earlier version of this paper circulated under the title "A Smolyak method with an adaptive grid". We thank participants of the 2012 CFE-ERCIM conference and the Summer 2013 Computation in CA Workshop at Stanford University for useful comments. Lilia Maliar and Serguei Maliar acknowledge support from the Hoover Institution and Department of Economics at Stanford University, University of Alicante, Ivie, MECD and FEDER funds under the projects SEJ-2007-62656 and ECO2012-36719. Rafael Valero acknowledges support from MECD under the FPU program. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.