Final project for 18.337 (Parallel Computing and Scientific Machine Learning) on the use of Polynomial Chaos Expansions (PCE) to perform Global Sensitivity Analysis.
Results can be reproduced by activating/instantiating the environment defined by Project.toml and running the files in /examples.
All benchmarks in project_writeup.pdf were run on a 1.8 GHz Intel Core i5 machine with 8 GB 1600 MHz memory running macOS High Sierra 10.13.6.