Uncertainty quantification toolkit (UQTk)

Abstract

The UQ Toolkit (UQTk) is a collection of tools for uncertainty quantification, ranging from intrusive and nonintrusive forward propagation of uncertainty to inverse problems and sensitivity analysis. This chapter first outlines the UQTk design philosophy, followed by an overview of the available methods and the way they are implemented in UQTk. The second part of this chapter is a detailed example that illustrates a UQ workflow from surrogate construction, and calibration, to forward propagation and attribution.