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.


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.