UncertaintyQuantification.jl

A Julia package for uncertainty quantification. Current functionality includes:

• Simulation-based reliability analysis
  • Monte Carlo simulation
  • Quasi Monte Carlo simulation (Sobol, Halton, Latin Hypercube, Lattice Rule)
  • Line Sampling
  • Subset Simulation
• Sensitivity analysis
  • Gradients
  • Sobol indices
• Metamodeling
  • Polyharmonic splines
  • Polynomial Chaos Expansion
  • Response Surface Methodology
• Third-party solvers
  • Connect to any solver by injecting random samples into source files