PECOS (Parallel Environment for Creation Of Stochastics) is a Dakota support library, initially created to generate samples of random fields (RFs) and stochastic processes (SPs) from a set of user-defined power spectral densities (PSDs). The RF/SP may be either Gaussian or non-Gaussian and either stationary or nonstationary, and the resulting sample is intended for run-time query by parallel finite element simulation codes.
PECOS has grown to include univariate and multivariate polynomial approximations, using either orthogonal or interpolation polynomials, along with numerical integration drivers for computing expansion coefficients. It also includes a number of statistical, random variable, and transformation utilities.
License: GNU Lesser General Public License (GNU LGPL)
Obtaining the software: The primary mechanism for PECOS distribution is through Dakota downloads. Specifically source code distributions include PECOS in the packages/pecos directory and Dakota binaries integrate the PECOS libraries. Secondarily, PECOS may be obtained via anonymous git clone using https://software.sandia.gov:/git/pecos.