UQLab: A Framework for Uncertainty Quantification in Matlab

TLDR

Uncertainty quantification is a rapidly growing field in computer simulation‑based scientific applications. The UQLab project develops a Matlab‑based framework to enable researchers and engineers to apply and extend advanced, non‑intrusive uncertainty‑quantification algorithms, and this paper demonstrates its current capabilities. UQLab’s modular architecture features an optimized probabilistic engine, a unified interface to heterogeneous high‑performance computing resources, and a content‑management system that lets users add custom modules.

Abstract

Uncertainty quantification is a rapidly growing field in computer simulation-based scientific applications. The UQLab project aims at the development of a Matlab-based software framework for uncertainty quantification. It is designed to encourage both academic researchers and field engineers to use and develop advanced and innovative algorithms for uncertainty quantification, possibly exploiting modern distributed computing facilities. Ease of use, extendibility and handling of non-intrusive stochastic methods are core elements of its development philosophy. The modular platform comprises a highly optimized core probabilistic modelling engine and a simple programming interface that provides unified access to heterogeneous high performance computing resources. Finally, it provides a content-management system that allows users to easily develop additional custom modules within the framework. In this contribution, we intend to demonstrate the features of the platform at its current development stage.