**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.

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.

- pce_ode_hermite_test.cpp, a sample calling program.
- pce_ode_hermite_test.sh, runs all the tests.
- pce_ode_hermite_test.txt, the output file.