Chaospy is a numerical tool for performing uncertainty quantification using polynomial chaos expansions and advanced Monte Carlo methods implemented in Python.
If you are using this software in work that will be published, please cite the journal article: Chaospy: An open source tool for designing methods of uncertainty quantification
Table of Contents:
Installation should be straight forward:
pip install chaospy
And you should be ready to go.
Alternatively, to get the most current experimental version, the code can be installed from Github as follows:
git clone git@github.com:jonathf/chaospy.git # first time only
cd chaospy/
git pull # after the first time
pip install .
chaospy
is created to be simple and modular. A simple script to implement point collocation method will look as follows:
import chaospy
import numpy
# your code wrapper goes here
coordinates = numpy.linspace(0, 10, 100)
def foo(coordinates, params):
"""Function to do uncertainty quantification on."""
return params[0] * numpy.e**(-params[1]*coordinates)
# bi-variate probability distribution
distribution = chaospy.J(chaospy.Uniform(1, 2), chaospy.Uniform(0.1, 0.2))
# polynomial chaos expansion
polynomial_expansion = chaospy.generate_expansion(8, distribution)
# samples:
samples = distribution.sample(1000)
# evaluations:
evals = [foo(coordinates, sample) for sample in samples.T]
# polynomial approximation
foo_approx = chaospy.fit_regression(
polynomial_expansion, samples, evals)
# statistical metrics
expected = chaospy.E(foo_approx, distribution)
deviation = chaospy.Std(foo_approx, distribution)
For a more extensive description of what going on, see the tutorial.
For a collection of recipes, see the cookbook.
Chaospy is being used in other related projects that requires uncertainty quantification components chaospy
provides.
easyVVUQ | Library designed to facilitate verification, validation and uncertainty quantification. |
STARFiSh | Shell-based, scientific simulation program for blood flow in mammals. |
Profit | Probabilistic response model fitting via interactive tools. |
UncertainPy | Uncertainty quantification and sensitivity analysis, tailored towards computational neuroscience. |
SparseSpACE | Spatially adaptive combination technique targeted to solve high dimensional numerical integration. |
Also a few shout-outs:
OpenTURNS | Thanks to Régis Lebrun for both proposing a collaboration and creating an initial implementation of both Chaospy Compatibility in OpenTURNS and OpenTURNS Compatibility in chaospy . |
orthopy quadpy | Thanks to Nico Schlömer for providing the implementation for several of the quadrature integration methods. |
UQRF |
Thanks to Florian Künzner for providing the implementation for sample distribution. |
For any problems and questions you might have related to chaospy
, please feel free to file an issue.