Pith sign in

REVIEW

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2007.05245 v1 pith:5X7OSAJD submitted 2020-07-10 eess.SY cs.SY

PoCET: a Polynomial Chaos Expansion Toolbox for Matlab

classification eess.SY cs.SY
keywords chaosexpansionpocetpolynomialcalculationmatlabstochastictoolbox
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic parameters or initial conditions, as well as several simulation tools. It offers a built-in handling of Gaussian, uniform, and beta probability density functions, projection and collocation-based calculation of PCE coefficients, and the calculation of stochastic moments from a PCE. Efficient algorithms for the calculation of the involved integrals have been designed in order to increase its applicability. PoCET comes with a variety of introductory and instructive examples. Throughout the paper we show how to perform a polynomial chaos expansion on a simple ordinary differential equation using PoCET, as well as how it can be used to solve the more complex task of optimal experimental design.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.