pce_ode_hermite_test, a FORTRAN90 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 FORTRAN90 code 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.
