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PolyChaos.jl - An open source Julia package for polynomial chaos expansion

Mühlpfordt, Tillmann; Hagenmeyer, Veit; Faulwasser, Timm

Polynomial chaos expansion (PCE) is a Hilbert space technique for random variables that alleviates uncertainty propagation. Random variables are expanded in terms of polynomials that are orthogonal relative to a given probability density function. The applicability of PCE hinges on software that allows, among others, to construct orthogonal polynomials. We offer a package for (intrusive) PCE written in the Julia programming language, a trending programming language dedicated to scientific computing.

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DOI: 10.5445/IR/1000100435
Veröffentlicht am 03.12.2019
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Automation und angewandte Informatik (IAI)
Publikationstyp Poster
Publikationsdatum 11.09.2019
Sprache Englisch
Identifikator KITopen-ID: 1000100435
HGF-Programm 37.06.01 (POF III, LK 01) Networks and Storage Integration
Veranstaltung Workshop on Frontiers of Uncertainty Quantification in Fluid Dynamics (FrontUQ 2019), Pisa, Italien, 11.09.2019 – 13.09.2019
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