Highlight: This repository carries out quantification and propagation of uncertainties in stochastic dynamical systems using Generalized Polynomial Chaos Expansion.

Methodology: The toolbox uses Mixed Sparse Grid quadrature nodes and weights to carry out pseudospectral collocation-based gPC expansion.

Use: For any stochastic process, the toolbox can compute the mean, variance, covariance, solution ensembles, contour bi-variate probability density function.

Applicable to: Dynamical Models with Gaussian and Uniform Distribution of Uncertainties

Programming Languages: MATLAB and Python

Windows

1. Clone this github repo
    cd ~
    git clone https://github.com/aslResearch/aslUQ
2. Edit the Uncertainty Quantification/MATLAB/demo.m to include the desired simulation parameters
3. Add the ode45 model .m file in Quantification/MATLAB/: 
    The example ode45 model .m file for the demo is "spring_mass_damper.m"
* The Uncertainty Quantification/MATLAB/src contains the MATLAB source files to carry out gPC expansion.