Polynomial Chaos Expansions represent a powerful tool to simulate stochastic
models of dynamical systems. Yet, deriving the expansion's coefficients for
complex systems might require a significant and non-trivial manipulation of the
model, or the computation of large numbers of simulation runs, rendering the
approach too time consuming and impracticable for applications with more than a
handful of random variables. We introduce a novel computationally tractable
technique for computing the coefficients of polynomial chaos expansions.