pce_ode_hermite_test, a C++ 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.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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pce_ode_hermite, a C++ 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:

Last modified on 30 March 2020.