UncertaintyQuantification.jl
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Uncertainty Quantification in Julia
In order to not fill the hard disk during long simulation with external solvers, a _cleanup_ flag has been added to the struct _ExternalModel_. Its default value is set to...
```evaluate!``` function applied to ExternalModel (e.g. finite element models) could create a lot of unnecessary output files. This files can easily saturate ROM when long simulations are performed. A _cleanup_...
This is where I'll update/improve the framework to better integrate it into the existing code base.
Can compute PCE using least squares minimization or full quadrature rules using legendre basis functions. The code should be fully extendible to other basis function, e.g. hermite by overloading a...
There is already a basic implementation of the Hasofer-Lind Reliability Index as `FORM` in the `form` branch. I don't remember how well this actually performs. It needs to be updated...
We should implement more simulations for sampling and other basic tasks. This includes other Quasi Monte Carlo Simulations apart from Sobol and Halton Sampling. Tasks: - [x] #45 - [x]...
This is quite weird in OpenCossan and I am not 100% how it works. We should try this directly from the paper and see how it works.
Importance sampling where a hyper sphere with radius $\beta$ is excluded. Here $\beta$ is the reliabiliy index, i.e., the distance to the design point in standard normal space.