Tools for Uncertainty Quantification
Project description
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)
Model reduction (Karhunen–Loève expansion)
Requirements: Some parts of the software require the SpectralToolbox.
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UQToolbox-0.1.4.tar.gz
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