uncertain_variables

A Python package for defining and handling variable sets with probability distributions for surrogate modelling and uncertainty quantification applications. The software is built on Elmar Zander's sglib approach. Website: https://buildchain.ilab.sztaki.hu/ Source code: https://github.com/TRACE-Structures/uncertain_variables Bug reports: https://github.com/TRACE-Structures/uncertain_variables/issues Overview The uncertain_variables package provides a comprehensive framework for working with random variables and their probability distributions in the context of uncertainty quantification (UQ) and surrogate modelling. It supports various sampling methods, polynomial chaos expansion (PCE) integration, and distribution transformations. Installation pip install uncertain-variables Features Multiple Distribution Types: Normal, Uniform, Log-Normal, Beta, Exponential, and Wigner Semicircle distributions Variable Management: Create and manage sets of variables with associated probability distributions Advanced Sampling Methods: Monte Carlo (MC) Quasi-Monte Carlo: Halton, Latin Hypercube (LHS), Sobol sequences Saltelli sampling for sensitivity analysis Polynomial Systems: Support for orthogonal polynomial systems (Legendre, Hermite, Jacobi, Chebyshev, Laguerre) Space Transformations: Convert between parameter space, germ space, and standard normal space Unit Conversion: Built-in support for physical unit conversions using pint GPC Integration: Seamless integration with generalized Polynomial Chaos Expansion methods Core Components Distribution Classes The package includes several distribution types in distributions.py: NormalDistribution: Gaussian distribution with mean and standard deviation UniformDistribution: Uniform distribution over [min, max] LogNormalDistribution: Log-normal distribution BetaDistribution: Beta distribution with shape parameters ExponentialDistribution: Exponential distribution with rate parameter WignerSemicircleDistribution: Wigner semicircle distribution TranslatedDistribution: Shifted and scaled version of any base distribution Each distribution supports: Probability density function (pdf) Cumulative distribution function (cdf) Inverse CDF / Percent point function (ppf) Moment calculation (mean, var, moments) Sampling (sample) Space transformations (dist2base, base2dist) Variable Class The Variable class represents a single random or deterministic variable: Associates a name with a distribution or fixed value Supports physical units with automatic conversion Provides access to distribution properties (mean, variance, pdf, cdf) Enables germ space transformations for polynomial chaos expansions VariableSet Class The VariableSet class manages collections of variables: Add multiple variables with unique names Compute joint statistics (mean vector, variance vector, joint PDF) Generate samples using various methods Filter and create subsets of variables Support polynomial chaos expansion workflows Polynomial Systems The polysys.py module implements orthogonal polynomial systems: LegendrePolynomials: For uniform distributions HermitePolynomials: For normal distributions JacobiPolynomials: For beta distributions ChebyshevTPolynomials: Chebyshev polynomials of the first kind ChebyshevUPolynomials: Chebyshev polynomials of the second kind LaguerrePolynomials: For exponential distributions Authors and acknowledgment The code is developed by András Urbanics, Bence Popovics, Emese Vastag, Elmar Zander and Noémi Friedman in the TRACE-Structures group. This work has been funded by the European Commission Horizon Europe Innovation Action project 101092052 BUILDCHAIN License This project is licensed under the GNU General Public License v3.0 (GPL-3.0-only). See the LICENSE file for details. Related Projects gPCE_model: Generalized Polynomial Chaos Expansion digital_twinning: Digital Twinning Support For issues, questions, or contributions, please refer to the project repository or contact the authors.