Uncertainty Quantification with Polynomial Chaos Expansion (UQPCE)

About this technology

Overview

Uncertainty Quantification with Polynomial Chaos Expansion (UQPCE) is a python based open source software package that generates uncertainty quantification (UQ) models to estimate uncertainty in a process, simulation, or experiment. Generally speaking, UQ encompasses the study of the impact of uncertainties in input parameters and modeling simplifications on the output or response of a process or simulation. UQ can vary in scope by including only a single model or multiple models of varying fidelity as well as experimental data. The overarching objective of UQ is to create a more robust design or evaluation process by identifying sensitivities and mitigating the potential impact of uncertainties through informed, targeted resource investments. UQPCE enables users to generate polynomial chaos expansion surrogate models in an intuitive, non-intrusive application with extensive diagnostic capabilities. The software allows the user to perform an automated uncertainty analysis for any given computational code without requiring modification to the source. UQPCE estimates sensitivities, confidence intervals, and other model statistics, which can be useful in the conceptual design and analysis of flight vehicles. UQPCE now has analytic gradients to efficiently perform design under uncertainty, processes that can reduce model overfitting, and a programming interface.