Polynomial chaos for uncertainty propagation
name polynomial-chaos-expansion description Polynomial chaos for uncertainty propagation allowed-tools ["Bash","Read","Write","Edit","Glob","Grep"] metadata {"specialization":"mathematics","domain":"science","category":"uncertainty-quantification","phase":6} Polynomial Chaos Expansion Purpose Provides polynomial chaos expansion methods for efficient uncertainty propagation in computational models. Capabilities Generalized polynomial chaos bases Sparse PCE construction Adaptive basis selection PCE-based sensitivity indices Low-rank tensor approximation Stochastic Galerkin projection Usage Guidelines Basis Selection : Match basis to input distributions Truncation : Choose appropriate polynomial order Sparsity : Exploit sparsity for high dimensions Sensitivity : Extract Sobol indices from PCE coefficients Tools/Libraries Chaospy UQLab OpenTURNS