Problem solving environment for uncertainty analysis and design exploration

Abstract

This chapter gives an overview of the capabilities of the PSUADE (acronym for Problem Solving Environment for Uncertainty Analysis and Design Exploration) software package, which has been developed to support the many operations involved in a typical nonintrusive (i.e., simulation codes are to be treated as "black boxes") uncertainty quantification (UQ) study, such as sample generation, ensemble simulations, and analysis of simulation results. Specifically, the software enables users to perform detailed UQ analysis such as uncertainty analysis (for computing statistical moments and probability distributions), sensitivity analysis (e.g., variance decomposition), parameter screening or down- selection, response surface analysis, statistical inferences, and optimization under uncertainty. In addition to a rich suite of UQ capabilities accessible via either batch or command line processing, PSUADE also provides many tools for data manipulation and visualization, which may be useful for more immersive data analysis. PSUADE is a public domain software that has been released under the LGPL license since 2007.