UQ software based on

Polynomial Chaos Expansion

PCE-UQ is a standalone software tool for uncertainty quantification of mathematical models of physical systems. It provides an efficient, easy-to-use way to build surrogate models of time-consuming models, perform sensitivity analysis, and statistically analyze stochastic functions.

Original PCE-UQ page at BUT ↗

01 / Software description

An end-to-end uncertainty quantification workflow

The software is divided into three parts: pre-processing, processing, and post-processing.

Pre-processing

Users define the stochastic model of the problem, including marginal distributions and the correlation matrix, then create an experimental design with the corresponding results from the mathematical model. This can be done in cooperation with third-party software such as FReET. The final pre-processing step sets the target accuracy of the approximation or the maximum polynomial order.

Processing

Processing is fully automatic. Its core is an iterative best-model selection algorithm together with adaptive sampling techniques.

Post-processing

Post-processing provides sensitivity analysis of input random variables using Sobol indices and statistical analysis of the quantity of interest through its first four moments. The PCE can also be used as a computationally inexpensive approximation of the original model for time-consuming analyses, such as Monte Carlo estimation of low failure probabilities in physical systems.

Project acknowledgment. The original SEMIP page states that PCE-UQ was developed with financial support from the Technology Agency of the Czech Republic (TAČR), project TH04010138.

Original PCE-UQ workflow diagram showing pre-processing, PCE model construction and post-processing
Original PCE-UQ workflow diagram.

02 / Theory

Theoretical background

The theory of PCE-UQ was described in the following scientific journal paper:

03 / Selected work

Further developments & applications

Additional details of PCE-UQ, theoretical innovations and applications are described in these selected papers: