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uncertaintyquantification.jl's Introduction

UncertaintyQuantification.jl

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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

uncertaintyquantification.jl's People

Contributors

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