Uncertainty Quantification Toolkit (UQTk)
Bert Debusschere (),
Khachik Sargsyan (),
Cosmin Safta () and
Kenny Chowdhary ()
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Bert Debusschere: Sandia National Laboratories, Mechanical Engineering
Khachik Sargsyan: Sandia National Laboratories, Reacting Flow Research Department
Cosmin Safta: Sandia National Laboratories, Quantitative Modeling and Analysis
Kenny Chowdhary: Sandia National Laboratories, Quantitative Modeling and Analysis
Chapter 53 in Handbook of Uncertainty Quantification, 2017, pp 1807-1827 from Springer
Abstract:
Abstract The UQ Toolkit (UQTk) is a collection of tools for uncertainty quantification, ranging from intrusive and nonintrusive forward propagation of uncertainty to inverse problems and sensitivity analysis. This chapter first outlines the UQTk design philosophy, followed by an overview of the available methods and the way they are implemented in UQTk. The second part of this chapter is a detailed example that illustrates a UQ workflow from surrogate construction, and calibration, to forward propagation and attribution.
Keywords: UQTk; UQ toolkit; Polynomial chaos; Quadrature; Bayesian inference; Markov chain Monte Carlo; Global sensitivity analysis; Surrogate modeling; Uncertainty propagation (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-12385-1_56
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DOI: 10.1007/978-3-319-12385-1_56
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