Once the collocation points have been defined, we can translate these
values into sets of model input parameters,
. We then run the "black-box" model for each of these cases,
and collect the resulting values for each of the uncertain output variables. With the output
values, we can construct
equations for the
coefficients. This matrix of algebraic equations can then be solved using
standard linear-algebra techniques. With the coefficients determined, we now have the
complete PDFs defined for all of the variant model outputs. This allows us to perform a
variety of analyses including error estimation, expected value, and variance analysis,
discussed further below.