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Title: UQ Toolkit v. 3.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterization and propagation of uncertainties in computational models. This library provides Bayesian inference tools to infer uncertain model parameters, Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, methods for constructing Karhunen-Loève representations of stochastic processes, and global sensitivity analysis tools used to compute Sobol indices in order to characterize the importance of uncertain inputs or the interactions between them. The basis for many of these methods relies on representing random variables with Polynomial Chaos expansions (PCEs). This library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For the propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).
Authors:
 [1] ;  [1] ;  [1] ;  [2] ;  [1]
  1. Sandia National Laboratories
  2. UC Davis
Publication Date:
OSTI Identifier:
1331314
Report Number(s):
UQTk; 005017MLTPL00
SCR #1380.2
DOE Contract Number:
AC04-94AL85000
Software Revision:
00
Software Package Number:
005017
Software CPU:
MLTPL
Source Code Available:
Yes
Related Software:
Python, NumPy, SciPy, matplotlib, CMake
Research Org:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
Sponsoring Org:
USDOE
Country of Publication:
United States

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