• UQLab

  • Referenced in 41 articles [sw19740]
  • engaged by its members, e.g. metamodeling (polynomial chaos expansions, Gaussian process modelling, a.k.a. Kriging...
  • Chaospy

  • Referenced in 12 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 4 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...
  • muq

  • Referenced in 6 articles [sw33064]
  • chain Monte Carlo (MCMC) sampling; Constructing polynomial chaos expansions (PCE); Computing Karhunen-Loeve expansions; Building...
  • aPC

  • Referenced in 1 article [sw40982]
  • Toolbox: Data-driven Arbitrary Polynomial Chaos. Polynomial chaos expansion (PCE) introduced by Norbert Wiener ... uncertain model parameters. Recently the polynomial chaos expansion received a generalization towards the arbitrary polynomial ... generalization of the PCE. Like all polynomial chaos expansion techniques, aPC approximates the dependence ... rate and converges faster than classical polynomial chaos expansion techniques. The aPC Matlab Toolbox have...
  • 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...
  • 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...
  • BaPC

  • Referenced in 1 article [sw40983]
  • parameter inference based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. BaPC ... output on model parameters by expansion in an orthogonal polynomial basis and the resulting response...
  • 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 249 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CoCoA

  • Referenced in 654 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 127 articles [sw00182]
  • A C++ class library for extended scientific computing...
  • gmp

  • Referenced in 282 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Gmsh

  • Referenced in 720 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • hypre

  • Referenced in 306 articles [sw00426]
  • hypre is a software library for the solution...
  • LAPACK

  • Referenced in 1695 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 394 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...