Skip to content

FriesischScott/UncertaintyQuantification.jl

Repository files navigation

UncertaintyQuantification.jl

Build Status Coverage Status DOI

A Julia package for uncertainty quantification. Current functionality includes:

  • Simulation-based reliability analysis
    • Monte Carlo simulation
    • Quasi Monte Carlo simulation (Sobol, Halton, Latin Hypercube, Lattice Rule)
    • Line Sampling
    • Subset Simulation
  • Sensitivity analysis
    • Gradients
    • Sobol indices
  • Metamodeling
    • Polyharmonic splines
    • Polynomial Chaos Expansion
    • Response Surface Methodology
  • Third-party solvers
    • Connect to any solver by injecting random samples into source files
    • HPC interfacing with slurm