UQToolbox 0.1.1

UNKNOWN

# # This file is part of UQToolbox. # # UQToolbox is free software: you can redistribute it and/or modify # it under the terms of the LGNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # UQToolbox is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # LGNU Lesser General Public License for more details. # # You should have received a copy of the LGNU Lesser General Public License # along with UQToolbox. If not, see <http://www.gnu.org/licenses/>. # # DTU UQ Library # Copyright (C) 2014 The Technical University of Denmark # Scientific Computing Section # Department of Applied Mathematics and Computer Science # # Author: Daniele Bigoni #

This is a collection of tools for Uncertainty Quantification

Features:

• Sampling methods (Monte Carlo, Latin Hypercube, Quasi Monte Carlo) with MPI support

• Tools for Generalized Polynomial Chaos

• Probabilistic Collocation Method

• Multi-element Probabilistic Collocation Method

• High Dimensional Model Representation

• ANOVA

• Global Sensitivity (Total Sensitivity Indices)

Requirements: Some parts of the software require the SpectralToolbox.