PoCET: a Polynomial Chaos Expansion Toolbox for Matlab

Autor:	Petzke, Felix, Mesbah, Ali, Streif, Stefan
Rok vydání:	2020
Předmět:	Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	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. Comment: 6 pages, 4 figures, Accepted for the 21st IFAC WC 2020
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2007.05245 Zobrazit plný text záznamu View this record from Arxiv