polynomial-chaos-expansion

# 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