MEPCM Package

This is a package for multi-element probabilistic collocation method.

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Last Update: 2016-07-29

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The Multi-Element Probabilistic Collocation Method Package (MEPCMP) is a C++ package which can generate high dimensional, multi-element collocation points based on arbitrary probability density function for the application of Multi-Element Probabilistic Collocation Method (MEPCM). This package can generate high-dimensional stochastic collocation points based on tensor product rule, non-nested sparse grids method or anchored-ANOVA method. It can also be used for the multi-element probabilistic polynomial chaos method.

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2011-10-27

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