komahanb / pspace

Probabilistic space module for stochastic galerkin and stochastic collocation computations

Probabilistic Space

Module for uncertainty quantification and optimization under uncertainty applications

Modes

1. Stochastic Projection (Galerkin)
2. Stochastic Collocation

Basis Constrution

1. Tensor product space
2. Complete polynomial space

Distributions

1. Gaussian/Normal
2. Exponential
3. Uniform

Quadratures

1. Gauss--Hermite
2. Gauss--Laguerre
3. Gauss--Legendre

Orthogonal and Orthonormal Polynomials

1. Hermite
2. Laguerre
3. Legendre

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Komahan Boopathy