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Title: UQ Toolkit v 2.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterizaton and propagation of uncertainties in computational models. For the characterization of uncertainties, Bayesian inference tools are provided to infer uncertain model parameters, as well as Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, and also Karhunen-Loève expansions for representing stochastic processes. Uncertain parameters are treated as random variables and represented with Polynomial Chaos expansions (PCEs). The 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 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).
Publication Date:
OSTI Identifier:
Report Number(s):
UQTK V 2.0; 002919MLTPL00
DOE Contract Number:
Resource Type:
Software Revision:
Software Package Number:
Software Package Contents:
Open Source Software package available from Sandia National Laboratories at the following URL:
Software CPU:
Open Source:
Source Code Available:
Related Software:
Matlab required to use Matlab toolbox
Research Org:
Sandia National Laboratories
Sponsoring Org:
Contributing Orgs:
Bert Debusschere, Khachik Sargsyan, Cosmin Safta, Alen Alexandarian, Maher Salloum, Omar Knio, Habib Najm
Country of Publication:
United States

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