Chaospy swMATH ID: 31225 Software Authors: Feinberg, J., Langtangen, H.P. Description: Chaospy: An open source tool for designing methods of uncertainty quantification. 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. Homepage: https://www.sciencedirect.com/science/article/pii/S1877750315300119 Source Code: https://github.com/jonathf/chaospy Dependencies: Python Related Software: UQLab; Adam; UQTk; DAKOTA; Uncertainpy; EasyVVUQ; GitHub; TensorFlow; IPython; FEniCS; DOLFIN; PETSc; hypre; DifferentialEquations.jl; Open TURNS; Julia; PolyChaos; SQLAlchemy; SALib; VECMAtk Cited in: 12 Documents all top 5 Cited by 42 Authors 2 Bordas, Stéphane Pierre Alain 2 Hale, Jack S. 2 Hauseux, Paul 1 Aoki, Yasunori 1 Arampatzis, Georgios 1 Baker, Nathan A. 1 Basilio Hazas, Mónica 1 Caylak, Ismail 1 Chiogna, Gabriele 1 Cotin, Stephane 1 Eck, Vinzenz Gregor 1 Economides, Athena E. 1 Feinberg, Jonathan 1 Gao, Peiyuan 1 Han, Xu 1 Hayami, Ken 1 Henkes, Alexander 1 Hwang, Yoongu 1 Jacques, Diederik 1 Jia, Xinyu 1 Karnakov, Petr 1 Koumoutsakos, Petros D. 1 Kwon, Hee-Dae 1 Laloy, Eric 1 Langtangen, Hans Petter 1 Lee, Jeehyun 1 Lei, Huan 1 Liu, Jie 1 Mahnken, Rolf 1 Marcolini, Giorgia 1 Martin, Sergio M. 1 Merchán-Rivera, Pablo 1 Novák, Lukáš 1 Sadílek, Václav 1 Shields, Michael D. 1 Stinis, Panagiotis 1 Sugiyama, Yuichi 1 Toshimoto, Kota 1 Vořechovský, Miroslav 1 Wälchli, Daniel 1 Wu, Jinhui 1 Zhang, Dequan all top 5 Cited in 7 Serials 5 Computer Methods in Applied Mechanics and Engineering 2 Applied Mathematical Modelling 1 SIAM Journal on Scientific Computing 1 Computational Geosciences 1 Optimization and Engineering 1 International Journal of Numerical Analysis and Modeling 1 GEM - International Journal on Geomathematics all top 5 Cited in 11 Fields 4 Probability theory and stochastic processes (60-XX) 4 Mechanics of deformable solids (74-XX) 3 Statistics (62-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 3 Biology and other natural sciences (92-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year