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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 (379.9 kB view details)

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