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
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