Software · Probabilistic modelling

GramCharlier

An efficient tool for uncertainty quantification and estimating probability distributions of quantities of interest from measurements.

Original GramCharlier page at BUT ↗

01 / Overview

Probabilistic models from statistical moments

GramCharlier is a standalone software tool for uncertainty quantification and probabilistic modelling of inputs to mathematical models of physical systems. It provides an efficient, easy-to-use way to estimate the probability distribution of a quantity of interest from measurements.

The software has three stages. In pre-processing, users enter the first four central statistical moments manually or load measurements from a CSV file, then set semi-probabilistic details for estimating design quantiles. Processing automatically constructs a Gram–Charlier probabilistic model parameterized by those moments. In post-processing, users can calibrate moments and semi-probabilistic parameters, plot results, evaluate PDF/CDF values for new CSV data, and generate statistical samples.

Project acknowledgment. The original page acknowledges financial support from the Technology Agency of the Czech Republic (TAČR), project TM04000012.

GramCharlier software architecture from the original page
GramCharlier software architecture from the original page.

02 / Workflow

Pre-processing, processing & post-processing

STAGE 01

Set statistical moments

Enter the first four central statistical moments manually or load measurements from a CSV file. Configure semi-probabilistic details used to estimate design quantiles.

STAGE 02

Construct the distribution

Automatic processing constructs a probabilistic model in the form of a Gram–Charlier expansion parameterized by the supplied statistical moments.

STAGE 03

Explore and sample

Calibrate statistical moments and semi-probabilistic parameters, plot results, evaluate PDF/CDF values for new CSV data, or generate statistical samples.

03 / Theory

Scientific background

The theoretical methods implemented in GramCharlier are described in:

Further details, theoretical innovations and applications are described in:

GramCharlier result figure from the original page
GramCharlier result figure from the original page.

04 / Applications

Prestressed concrete girders

The first GramCharlier application came from long-term research on precast prestressed concrete roof girders failing in shear, carried out for the Austrian company Franz Oberndorfer GmbH & Co KG. The study covered several girder types with different geometries and reinforcement. Its main objective was to optimize structural members with respect to structural reliability.

Precast prestressed concrete girders from the original applications section
Precast prestressed concrete girders featured in the original applications section.

05 / Contact

Software enquiries

For information about GramCharlier and its potential applications in research or practice, contact the main developer:

Lukas Novak
novak.l@fce.vutbr.cz
Institute of Structural Mechanics
Faculty of Civil Engineering
Brno University of Technology, Czech Republic