SciMLExpectations.jl: Expected Values of Simulations and Uncertainty Quantification

SciMLExpectations.jl is a package for quantifying the uncertainties of simulations by calculating the expectations of observables with respect to input uncertainties. Its goal is to make it fast and easy to compute solution moments in a differentiable way, to enable fast optimization under uncertainty.

Warn

This package is still under heavy construction. Use at your own risk!

Installation

To install SciMLExpectations.jl, use the Julia package manager:

using Pkg
Pkg.add("SciMLExpectations")

Contributing

Reproducibility

The documentation of this SciML package was built using these direct dependencies,
Status `~/_work/SciMLExpectations.jl/SciMLExpectations.jl/docs/Project.toml`
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  [789caeaf] StochasticDiffEq v7.2.0
  [fce5fe82] Turing v0.49.0
and using this machine and Julia version.
Julia Version 1.13.0
Commit d1c37793dd2 (2026-09-09 19:00 UTC)
Build Info:
  Official https://julialang.org release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 128 × AMD EPYC 7513 32-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-20.1.8 (ORCJIT, znver3)
  GC: Built with stock GC
Threads: 1 default, 1 interactive, 1 GC (on 4 virtual cores)
Environment:
  JULIA_CPU_THREADS = 4
  JULIA_NUM_PRECOMPILE_TASKS = 4
A more complete overview of all dependencies and their versions is also provided.
Status `~/_work/SciMLExpectations.jl/SciMLExpectations.jl/docs/Manifest.toml`
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  [4f6342f7] Xorg_libX11_jll v1.8.13+0
  [0c0b7dd1] Xorg_libXau_jll v1.0.13+0
  [935fb764] Xorg_libXcursor_jll v1.2.4+0
  [a3789734] Xorg_libXdmcp_jll v1.1.6+0
  [1082639a] Xorg_libXext_jll v1.3.8+0
  [d091e8ba] Xorg_libXfixes_jll v6.0.2+0
  [a51aa0fd] Xorg_libXi_jll v1.8.4+0
  [d1454406] Xorg_libXinerama_jll v1.1.7+0
  [ec84b674] Xorg_libXrandr_jll v1.5.6+0
  [ea2f1a96] Xorg_libXrender_jll v0.9.12+0
  [a65dc6b1] Xorg_libpciaccess_jll v0.19.0+0
  [c7cfdc94] Xorg_libxcb_jll v1.17.1+0
  [cc61e674] Xorg_libxkbfile_jll v1.2.0+0
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.6+0
  [12413925] Xorg_xcb_util_image_jll v0.4.1+0
  [2def613f] Xorg_xcb_util_jll v0.4.1+0
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.1+0
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.10+0
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.2+0
  [35661453] Xorg_xkbcomp_jll v1.4.7+0
  [33bec58e] Xorg_xkeyboard_config_jll v2.47.0+2
  [c5fb5394] Xorg_xtrans_jll v1.6.0+0
  [35ca27e7] eudev_jll v3.2.14+0
 [214eeab7] fzf_jll v0.61.1+0
  [a4ae2306] libaom_jll v3.14.1+0
  [0ac62f75] libass_jll v0.17.5+0
  [1183f4f0] libdecor_jll v0.2.2+0
  [8e53e030] libdrm_jll v2.4.134+0
  [2db6ffa8] libevdev_jll v1.13.4+0
  [f638f0a6] libfdk_aac_jll v2.0.4+0
  [36db933b] libinput_jll v1.28.1+0
  [b53b4c65] libpng_jll v1.6.58+0
  [9a156e7d] libva_jll v2.23.0+0
  [f27f6e37] libvorbis_jll v1.3.8+0
  [009596ad] mtdev_jll v1.1.7+0
  [1317d2d5] oneTBB_jll v2022.3.0+0
 [1270edf5] x264_jll v10164.0.1+0
  [dfaa095f] x265_jll v4.1.0+0
  [d8fb68d0] xkbcommon_jll v1.13.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.7.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v1.0.0
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.13.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.3.0
  [44cfe95a] Pkg v1.13.0
  [de0858da] Printf v1.11.0
  [3fa0cd96] REPL v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v1.0.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.13.0
  [f489334b] StyledStrings v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.5.5+2
  [deac9b47] LibCURL_jll v8.18.0+1
  [e37daf67] LibGit2_jll v1.9.1+0
  [29816b5a] LibSSH2_jll v1.11.103+0
  [14a3606d] MozillaCACerts_jll v2026.8.13
  [4536629a] OpenBLAS_jll v0.3.30+0
  [05823500] OpenLibm_jll v0.8.7+0
  [458c3c95] OpenSSL_jll v3.5.6+0
  [efcefdf7] PCRE2_jll v10.46.0+0
  [bea87d4a] SuiteSparse_jll v7.10.1+0
  [83775a58] Zlib_jll v1.3.1+2
  [3161d3a3] Zstd_jll v1.5.7+1
  [8e850b90] libblastrampoline_jll v5.15.0+0
  [8e850ede] nghttp2_jll v1.67.1+0
  [3f19e933] p7zip_jll v17.8.2+0
Info Packages marked with  have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`

You can also download the manifest file and the project file.