A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.
The package requires Julia 1.0 or newer.
In Julia switch to the package manager
julia> ]
(v1.0) pkg> add PolyChaosThis will install PolyChaos and its dependencies. Once that is done, load the package:
julia> using PolyChaosThat's it.
Let's take a look at a simple example. We would like to solve the integral
Exploiting the underlying uniform measure, the integration can be done exactly with a 3-point quadrature rule.
opq = Uniform01OrthoPoly(3)
integrate(x -> 6x^5, opq)
For more information please visit the documentation.