How to make unequally spaced grid?
One quick way to do this is through inverting a distribution c.d.f.. For example, the distribution Beta(alpha,beta) has density concentrated at small and large values when alpha and beta are less than one. Thus, you can first generate equally spaced grid, and then use the inverse function of Beta c.d.f to map the grid to unequally spaced grid. You can change the percentiles you want (60-70%, e.g.) by setting the appropriate alpha and beta.