• AK-MCS

  • Referenced in 60 articles [sw18303]
  • numerous variants of response surfaces. Polynomial Chaos [1] and Support Vector Machine [2] are also...
  • ALEA

  • Referenced in 53 articles [sw10167]
  • emphasis lies on: generalised polynomial chaos (gpc) methods; stochastic Galerkin FEM; adaptive numerical methods; tensor...
  • UQLab

  • Referenced in 33 articles [sw19740]
  • engaged by its members, e.g. metamodeling (polynomial chaos expansions, Gaussian process modelling, a.k.a. Kriging...
  • Chaospy

  • Referenced in 8 articles [sw31225]
  • Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ... high-level computer code define custom distributions, polynomials, integration rules, sampling schemes, and statistical metrics ... approach for creating polynomial chaos expansions with dependent stochastic variables...
  • Uncertainpy

  • Referenced in 3 articles [sw31267]
  • both quasi-Monte Carlo methods and polynomial chaos expansions using either point collocation ... pseudo-spectral method. Both of the polynomial chaos expansion methods have support for the rosenblatt...
  • BATMAN

  • Referenced in 4 articles [sw29121]
  • sample, Surrogate Models (Gaussian process, Polynomial Chaos, RBF, scikit-learn’s regressors), Optimization (Expected Improvement...
  • GPC

  • Referenced in 2 articles [sw24937]
  • package GPC Generalized Polynomial Chaos: A generalized polynomial chaos expansion of a model taking...
  • PoCET

  • Referenced in 1 article [sw33956]
  • PoCET: a Polynomial Chaos Expansion Toolbox for Matlab. We introduce PoCET: a free and open ... scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion ... show how to perform a polynomial chaos expansion on a simple ordinary differential equation using...
  • UQToolbox

  • Referenced in 2 articles [sw20360]
  • with MPI support; Tools for Generalized Polynomial Chaos; Probabilistic Collocation Method; Multi-element ProbabilisticZCollocation Method...
  • muq

  • Referenced in 2 articles [sw33064]
  • chain Monte Carlo (MCMC) sampling; Constructing polynomial chaos expansions (PCE); Computing Karhunen-Loeve expansions; Building...
  • PolyChaos

  • Referenced in 1 article [sw33430]
  • PolyChaos.jl - A Julia Package for Polynomial Chaos in Systems and Control. Polynomial chaos expansion ... theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying mathematical framework...
  • PCA_SA

  • Referenced in 1 article [sw38319]
  • MATLAB tutorial PCA_SA: Polynomial (chaos) approximation of maximum eigenvalue functions. This tutorial reviews ... article, Fenzi & Michiels (2019) ”Polynomial (chaos) approximation of maximum eigenvalue functions: efficiency and limitations”, providing ... your own. The tutorial explores the polynomial approximation of smooth, non-differentiable and non-Lipschitz...
  • NISP

  • Referenced in 1 article [sw32115]
  • inputs. The analysis is based on chaos polynomials, which are orthogonal polynomials which are used ... model. Once the coefficients of the chaos polynomial are computed, the associated sensitivity indices...
  • MEPCMP

  • Referenced in 1 article [sw33641]
  • used for the multi-element probabilistic polynomial chaos method...
  • proFit

  • Referenced in 1 article [sw39177]
  • Current functionality covers uncertainty quantification via polynomial chaos expansion with chaospy as a backend. Support...
  • ADOL-C

  • Referenced in 245 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CoCoA

  • Referenced in 649 articles [sw00143]
  • CoCoA is a system for Computations in Commutative...
  • CoCoALib

  • Referenced in 61 articles [sw00144]
  • CoCoALib: A C++ library for computations in commutative...
  • C-XSC 2.0

  • Referenced in 126 articles [sw00182]
  • A C++ class library for extended scientific computing...
  • gmp

  • Referenced in 275 articles [sw00363]
  • GMP is a free library for arbitrary precision...