matlab PCE
时间: 2023-10-31 14:41:06 浏览: 127
Coefficients of Polynomial Chaos Expansion (PCE):这个简单的 Matlab 代码计算对数正态分布不确定参数 X 的 PCE 系数,最高可达 N 阶。-matlab开发
PCE stands for Polynomial Chaos Expansion. In MATLAB, PCE refers to a technique used to approximate the output of a mathematical model by constructing a polynomial approximation of the input-output relationship. PCE is used in uncertainty quantification and sensitivity analysis of complex systems. The PCE technique involves representing the input-output relationship as a polynomial expansion in terms of orthogonal polynomials. This expansion allows for the efficient calculation of statistical moments and sensitivity indices of the output variable. MATLAB has several built-in functions for PCE, including polyfit, polyval, and polydeg. Additionally, MATLAB has a toolbox called the Global Sensitivity Analysis Toolbox (GSAT) that provides a set of functions for PCE-based sensitivity analysis.
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