UQToolbox: Tools for Uncertainty Quantification. This is a collection of tools for Uncertainty Quantification. Features: Sampling methods (Monte Carlo, Latin Hypercube, Quasi Monte Carlo) with MPI support; Tools for Generalized Polynomial Chaos; Probabilistic Collocation Method; Multi-element ProbabilisticZCollocation Method; High Dimensional Model Representation; ANOVA; Global Sensitivity (Total Sensitivity Indices); Model reduction (Karhunen–Loève expansion).
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Endres, Stefan C.; Sandrock, Carl; Focke, Walter W.: A simplicial homology algorithm for Lipschitz optimisation (2018)
- Bigoni, Daniele; Engsig-Karup, Allan P.; Eskilsson, Claes: Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs (2016)