PolyChaos.jl
PolyChaos.jl copied to clipboard
Code generation for random ODEs
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.