C++ code for Lin Gao's research on the anchored functional analysis of variance (AAPG) scheme for intrusive uncertainty quantification.
The code depends on the UQTK package from Sandia National Lab. It demonstrates the AAPG scheme in a Duffing oscillator system (nonlinear ODE). Main functions are Duffing.cpp (single-dof) and nDuffing.cpp (multi-dof). Currently built on IBM P7 in Scinet using GNU compiler with openMP.
Refer to this page for more on Lin's research.