UncertaintyQuantification.jl

A Julia package for uncertainty quantification.

Authors

Author Jasper BehrensdorfAuthor Matteo BroggiAuthor Lukas FritschAuthor Ander GrayAuthor Jan GrashornAuthor Laurenz KnipperAuthor Max LuttmannAuthor Felix MettAuthor Andrea PerinAuthor Thomas Potthast

Features

Current functionality includes:

• Simulation-based reliability analysis

  • Monte Carlo simulation

  • Quasi Monte Carlo simulation (Sobol, Halton)

  • (Advanced) Line Sampling

  • Subset Simulation

• Sensitivity analysis

  • Gradients

  • Sobol indices

• Metamodeling

  • Polyharmonic splines

  • Response Surface

  • Polynomial Chaos Expansion

• Bayesian Updating

• Third-party solvers

  • Connect to any solver by injecting random samples into source files

  • HPC interfacing with slurm

• Stochastic Dynamics

  • Power Spectral Density Estimation

  • Stochastic Process Generation

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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

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Related packages

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