UncertaintyQuantification.jl

A Julia package for uncertainty quantification. Current functionality includes:

• Simulation-based reliability analysis
  • Monte Carlo simulation
  • Quasi Monte Carlo simulation (Sobol, Halton)
  • Line Sampling
  • Subset Simulation
• Sensitivity analysis
  • Gradients
  • Sobol indices
• Metamodeling
  • Polyharmonic splines
  • Response Surface
• Third-party solvers
  • Connect to any solver by injecting random samples into source files
  • HPC interfacing with slurm

Installation

To install the latest release through the Julia package manager run:

julia> ]add UncertaintyQuantification
julia> using UncertaintyQuantification

or install the latest development version with:

julia> ]add UncertaintyQuantification#master
julia> using UncertaintyQuantification

Authors

• Jasper Behrensdorf, Institute for Risk and Reliability, Leibniz University Hannover
• Ander Gray, Institute for Risk and Uncertainty, University of Liverpool

Related packages

• OpenCossan: Matlab-based toolbox for uncertainty quantification and management