Semantic Scholar Open Access 2015 327 sitasi

Chaospy: An open source tool for designing methods of uncertainty quantification

Jonathan Feinberg H. Langtangen

Lihat Sumber DOI

Abstrak

Abstract The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper compares Chaospy to similar packages and demonstrates a stronger focus on defining reusable software building blocks that can easily be assembled to construct new, tailored algorithms for uncertainty quantification. For example, a Chaospy user can in a few lines of high-level computer code define custom distributions, polynomials, integration rules, sampling schemes, and statistical metrics for uncertainty analysis. In addition, the software introduces some novel methodological advances, like a framework for computing Rosenblatt transformations and a new approach for creating polynomial chaos expansions with dependent stochastic variables.

Topik & Kata Kunci

Computer Science

Penulis (2)

Jonathan Feinberg

H. Langtangen

Format Sitasi

APA MLA BibTeX

Feinberg, J., Langtangen, H. (2015). Chaospy: An open source tool for designing methods of uncertainty quantification. https://doi.org/10.1016/J.JOCS.2015.08.008

Akses Cepat

Lihat di Sumber doi.org/10.1016/J.JOCS.2015.08.008

Informasi Jurnal

Tahun Terbit: 2015
Bahasa: en
Total Sitasi: 327×
Sumber Database: Semantic Scholar
DOI: 10.1016/J.JOCS.2015.08.008
Akses: Open Access ✓