pce_ode_hermite_test
pce_ode_hermite_test,
an Octave code which
calls pce_ode_hermite(), which
defines and solves a time-dependent scalar exponential decay ODE
with uncertain decay coefficient, using a polynomial chaos expansion,
in terms of Hermite polynomials.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the MIT license
Related Data and Programs:
pce_ode_hermite,
an Octave code which
sets up a simple scalar stochastic ordinary differential equation (SODE)
for exponential decay with an uncertain
decay rate,
using a polynomial chaos expansion in terms of Hermite polynomials.
Source Code:
-
pce_ode_hermite_test01.m,
tests pce_ode_hermite by plotting the computed and exact expected
values over the interval [0,2].
-
pce_ode_hermite_test02.m,
tests pce_ode_hermite by computing the solution up to TF = 2.0
with a sequence of increasing PCE degrees, and then plotting the
errors between the computed and exact expected value there.
-
expected_value_plot.png,
a PNG plot comparing the computed expected value (the first PCE coefficient
at each time) versus the known expected value.
-
convergence_plot.png,
a PNG plot comparing, at time T=2, the known expected value versus
the expected values computed by a sequence of PCE's of increasing degree.
Last modified on 01 July 2023.