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Multichaos

Multichaos is a Python package for constructing Polynomial Chaos Expansions (PCEs) to approximate response surfaces, especially when dealing with expensive numerical simulations. It supports multilevel approximation strategies to balance computational cost and accuracy using an optimal least squares approach enhanced with importance sampling.

For the underlying theory, refer to the original publication.

Installation

To install, you can cd into the multichaos directory and run

pip install .

Documentation

The documentation provides further information regarding usage, theoretical background, and API.

Citation

This code was used in the course for the following work:

@article{Salatovic2025,
  title = {Reliable uncertainty quantification for fiber orientation in composite molding processes using multilevel polynomial surrogates},
  ISSN = {0266-8920},
  DOI = {10.1016/j.probengmech.2025.103806},
  journal = {Probabilistic Engineering Mechanics},
  publisher = {Elsevier BV},
  author = {Salatovic,  Stjepan and Krumscheid,  Sebastian and Wittemann,  Florian and K\"{a}rger,  Luise},
  year = {2025},
  month = jul,
  pages = {103806}
}

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Multilevel polynomial chaos expansion

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