UQLab: A Framework for Uncertainty Quantification in Matlab

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…