pce_legendre, an Octave code which sets up the system matrix for a polynomial chaos expansion (PCE), using Legendre polynomials with a linear factor, applied to a 2D partial differential equation (PDE) with a stochastic diffusion coefficient.
We wish to analyze a stochastic PDE of the form:
-div A(X,Y) grad U(X,Y) = F(X)
where
We let X be a space of finite element functions generated by piecewise linear functions associated with a particular triangular dissection of the unit square.
We let Y be the space of polynomials over R^N with total degree at most P.
We seek solutions U in XxY using a polynomial chaos expansion approach.
[ nxy, bxy, fxy ] = pce_legendre_linear_assemble ( n, p )where the input is:
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
pce_legendre is available in a MATLAB version and an Octave version.
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