1 code implementation • 8 Apr 2020 • Tillmann Mühlpfordt, Frederik Zahn, Veit Hagenmeyer, Timm Faulwasser
With PolyChaos we provide a Julia software package that delivers the desired functionality: given a probability density function, PolyChaos offers several numerical routines to construct the respective orthogonal polynomials, and the quadrature rules together with tensorized scalar products.
Systems and Control Numerical Analysis Systems and Control Numerical Analysis Optimization and Control
