• 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 2 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...
  • 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...
  • GPC

  • Referenced in 2 articles [sw24937]
  • Generalized Polynomial Chaos: A generalized polynomial chaos expansion of a model taking as input independent...
  • 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]
  • Polynomial Chaos in Systems and Control. Polynomial chaos expansion (PCE) is an increasingly popular technique ... theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying mathematical framework...
  • proFit

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

  • Referenced in 2 articles [sw20360]
  • with MPI support; Tools for Generalized Polynomial Chaos; Probabilistic Collocation Method; Multi-element ProbabilisticZCollocation Method ... Total Sensitivity Indices); Model reduction (Karhunen–Loève expansion...
  • ADOL-C

  • Referenced in 244 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CoCoA

  • Referenced in 639 articles [sw00143]
  • CoCoA is a system for Computations in Commutative...
  • CoCoALib

  • Referenced in 58 articles [sw00144]
  • CoCoALib: A C++ library for computations in commutative...
  • C-XSC 2.0

  • Referenced in 125 articles [sw00182]
  • A C++ class library for extended scientific computing...
  • gmp

  • Referenced in 274 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Gmsh

  • Referenced in 644 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • hypre

  • Referenced in 287 articles [sw00426]
  • hypre is a software library for the solution...
  • LAPACK

  • Referenced in 1654 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 377 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • Maple

  • Referenced in 5220 articles [sw00545]
  • The result of over 30 years of cutting...
  • MATCONT

  • Referenced in 399 articles [sw00551]
  • MATCONT: Matlab software for bifurcation study of dynamical...