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Code generation for random ODEs

Open timueh opened this issue 6 years ago • 0 comments

Starting from a linear time-invariant ODE $\dot{x}(t) = A(\theta) x(t) + B(\theta) u(t)$ with initial condition $x(0) = x_0(\theta)$ and a random parameter $\theta$, auto-generate the Galerkin-projected ODE in terms of the PCE coefficients, similar to the example here where the Galerkin projection is done by hand.

timueh avatar Feb 22 '19 10:02 timueh