Sandia Uncertainty Quantification Toolkit
The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.1.4 offers Polynomial Chaos Expansions to represent random variables, intrusive and non-intrusive methods for propagating uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters and model uncertainties from experimental data.
For documentation on how to install and use UQTk, please refer to the manual, which is included as a PDF file in the directory docs/UQTk_manual.pdf. For more detailed documentation on the actual source code for development purposes, please refer to the C++ doxygen documentation. If you are familiar with UQTk and would like just a high level overview of where to find everything and how to install, see the sections on Directory Structure and Installation below.
On a high level UQTk is organized as follows:
In many key directories, README files have been included to further lay out the contents of their subdirectories.
Below is a list of key UQTk capabilities, along with examples that illustrate those capabilities:
For more details on these capabilities, please refer to the UQTk manual in PDF format.
To install UQTk, first create a build directory outside of the UQTk repository.
From within the build directory, configure the distribution via CMake. See example
CMake configuration scripts in the directory config
Then build via make
, and test with ctest
. Install with make install
For example:
% mkdir build
% cd build
% ../UQTk/config/config-gcc-Python.sh
% make -j 8
% ctest
% make install
For more details, please refer to the UQTk manual in PDF format.
To cite UQTk, please use the following publications:
@ARTICLE{DebusscherePCE:2004,
author = {B.J. Debusschere and H.N. Najm and P.P. P\'ebay and O.M. Knio
and R.G. Ghanem and O.P. {Le Ma{\^\i}tre}},
title = {Numerical challenges in the use of polynomial chaos representations
for stochastic processes},
journal = {{SIAM} Journal on Scientific Computing},
year = {2004},
volume = {26},
pages = {698-719},
number = {2},
url = {http://dx.doi.org/10.1137/S1064827503427741}
}
@InCollection{DebusschereUQTk:2017,
author = {B. Debusschere and K. Sargsyan and C. Safta and K. Chowdhary},
title = {The Uncertainty Quantification Toolkit (UQTk)},
booktitle = {Handbook of Uncertainty Quantification},
editor = {R. Ghanem and D. Higdon and H. Owhadi},
year = {2017},
pages = {1807--1827},
publisher = {Springer},
url = {http://www.springer.com/us/book/9783319123844}
}
For more information, visit the UQTk website at https://www.sandia.gov/UQToolkit/ or contact the UQTk developers through the github discussions site