pce_ode_hermite_test


pce_ode_hermite_test, a MATLAB 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 GNU LGPL license.

Related Data and Programs:

pce_ode_hermite, a MATLAB 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 24 February 2019.