Ubuntu allows you to create an ad hoc wireless network though most android and windows devices may not be able to connect to it. The alternative is the script mentioned in the link and I am summarizing the steps for using the script here so that the answer remains useful even if the link is gone.

Run the following commands in the terminal:

sudo add-apt-repository ppa:nilarimogard/webupd8

sudo apt-get update

sudo apt-get install ap-hotspot

For 14.04, you need to downgrade hostapd and use apt to hold the package so that it is not updated.

Commands for 14.04

64bit:

cd /tmp

wget http://old-releases.ubuntu.com/ubuntu/pool/universe/w/wpa/hostapd_1.0-3ubuntu2.1_amd64.deb

sudo dpkg -i hostapd*.deb

sudo apt-mark hold hostapd

32bit

cd /tmp

wget http://old-releases.ubuntu.com/ubuntu/pool/universe/w/wpa/hostapd_1.0-3ubuntu2.1_i386.deb

sudo dpkg -i hostapd*.deb

sudo apt-mark hold hostapd

Usage

To start AP-Hotspot:

sudo ap-hotspot start

To run the configuration again:

sudo ap-hotspot configure

To stop the wireless hotspot:

sudo ap-hotspot stop

To restart the wireless hotspot:

sudo ap-hotspot restart

To see all the supported commands

ap-hotspot

The default SSID is "myhotspot" and the default password is "qwerty0987".