polynomial-chaos-expansion

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Polynomial chaos for uncertainty propagation

General

What this skill does


# 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

1. **Basis Selection**: Match basis to input distributions
2. **Truncation**: Choose appropriate polynomial order
3. **Sparsity**: Exploit sparsity for high dimensions
4. **Sensitivity**: Extract Sobol indices from PCE coefficients

## Tools/Libraries

- Chaospy
- UQLab
- OpenTURNS

Files: 1

Size: 0.9 KB

Complexity: 8/100

Category: General

Source: https://github.com/a5c-ai/babysitter/tree/main/library/specializations/domains/science/mathematics/skills/polynomial-chaos-expansion

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