Coefficients of Polynomial Chaos Expansion (PCE)

This simple Matlab code calculates the coefficients of PCE for a lognormal distributed uncertain parameter X up to the order of N.
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Aggiornato 21 nov 2019

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The coefficients of order “n” for any uncertain parameter X with LN(mu,sigma) can analytically calculated as:
ai_a=sigma^n*exp(mu+sigma^2/2)/(n!)
The code calculated the coefficients using Matlab symbolic integration

Cita come

K. Sepahvand (2025). Coefficients of Polynomial Chaos Expansion (PCE) (https://it.mathworks.com/matlabcentral/fileexchange/73416-coefficients-of-polynomial-chaos-expansion-pce), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2019b
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Versione Pubblicato Note della release
1.01.10

typing miskes updated

1.01.0

- order for N

1.0.0