/Polynomial-Chaos-Expansion-Examples

Recreate plots in Paper 'THE WIENER–ASKEY POLYNOMIAL CHAOS FOR STOCHASTIC DIFFERENTIAL EQUATIONS'

Primary LanguageJupyter NotebookMIT LicenseMIT

Polynomial-Chaos-Expansion-Examples

Recreate plots in Paper 'THE WIENER–ASKEY POLYNOMIAL CHAOS FOR STOCHASTIC DIFFERENTIAL EQUATIONS'

I will use several notebooks to demonstrate how to recreate each plot in each example in this paper. The format is '.ipynb'.