The Uncertainty Quantification Training Course took place at Hartree Centre STFC Laboratory Sci-Tech Daresbury, Warrington (UK) on 19-21.03.2018. Each day focused on a specific topic. The first two days were dedicated to COSSAN-X and OpenCossan while the last day was devoted to general concepts of stochastic and probabilistic analysis as well as High Performance Computing with practical exercises.
Main Concepts and techniques
- Random Variables and sets of Random Variables
- Monte Carlo simulation and advanced simulation techiniques (Subset simulation, Line sampling, Importance sampling, Latin Hypercube Sampling)
- Global and Local Sensitivity analysis
- Global optimization techniques
- Surrogate Models (Artificial Neural Networks, Response surface, Kriging)
- Reliability and robustness based optimisation
