Uncertainty Quantification Training Course

19th - 21st March 2018

Venue To Be Confirmed

In collaboration with the Institute for Risk and Uncertainty and Hartree Centre, we are offering a 3 day training course on Uncertainty Quantification using COSSAN Software on High Performance Computing.

Structure of the training programme

Each day focuses on a specific topic. The first two days are dedicated to COSSAN-X and OpenCossan while the last day will see the introduction of general concepts of stochastic and probabilistic analysis as well as an introduction to High Performance Computing with practical exercises.

Aims and Learning outcomes

You will learn the main techniques available for dealing with Risk and Uncertainty and how to use High Performance Computing to speed up the analysis.

Main Concepts and techniques

  • Random Variables and Random Variables Sets
  • Monte Carlo simulation and advanced simulation techiniques (Subset simulation, Line Sampling, Importance Sampling, Latin Hypercube Sampling)
  • Global and Local Sensitivity analysis
  • Global optimization techniques
  • Surrogate Models (Artificial Neural Networks, Response surface, Kriging)
  • Reliability based and robust design

  • Location

    To Be Confirmed

    Campus Map

    Registration

    To Be Confirmed

    Tentative Programme

    Day 1: 19th March 2018

    Time Activity Type Description
    09:00 Registration Welcome session. Let's start the training course with a proper breakfast
    09:45 Lecture Introduction to COSSAN-X (Main features and capabilities, toolboxes and wizards)
    10:15 Lecture Introduction to uncertainty quantification and modelling of uncertainties
    10:45 Practical session Installing the software
    11:00 Tutorial Getting started and familiarisation with the software. Define Random Variables and construct a stochastic model
    12:30 Lunch break
    13:30 Tutorial Design of experiment and UQ of a simple Cantilever Beam
    14:30 Tutorial Applications and Exercises
    15:00 Coffee and Tea Only a short break...
    15:15 Practical session OpenCOSSAN: Installation and initialisation
    15:30 Tutorial Solving Tutorial Cantilever Beam in OpenCOSSAN
    16:00 Wrapping up Summary of the day

    Day 2: 20th March 2018

    Time Activity Type Description
    09:30 Lecture Welcome and presentation of the day
    09:45 Tutorial Implementation of the Buffon Experiment to estimate pi
    11:00 Lecture Introduction to Advanced Monte Carlo methods (Importance sampling, Line Sampling, Subset Simulation)
    11:30 Tutorial Using advanced Monte Carlo methods
    12:30 Lunch break relax...
    13:30 Lecture Connect COSSAN with 3rd party solvers
    14:00 Tutorial Connect COSSAN with your model
    15:00 Break Coffee and Tea
    15:15 Lecture Very short overview of optimisation methods
    15:30 Lecture Optimisation of the cantilever beam
    16:00 Wrapping up Summary of the day

    Day 3: 21st March 2018

    Time Activity Type Description
    09:30 Welcome Presentation of the day
    09:45 Lecture When the desktop is not enough (Introduction to HPC from Cliff Addision, UoL)
    10:15 Lecture Introduction to HPC (basic concepts, submitting a job) from STFC Hartree Centre
    10:30 Tutorial Exercises on HPC, remote access to Hartree HPC
    12:30 Lunch Another lunch break
    13:30 Lecture COSSAN software on HPC
    13:45 Tutorial Using COSSAN on HPC
    14:45 Break your last coffee... (or tea)
    15:00 Demo Advanced tools (Meta-models, Robust design and Reliability based optimisation, Solution sequence)
    15:30 Q/A What do you want to know?
    15:45 Wrapping up Summary of the day