Uncertainty quantification and management using COSSAN Software

In collaboration with the Institute for Risk and Uncertainty (UK) and Institut für Risiko und Zuverlässigkeit (Germany), we are offering a 2-day training course on Uncertainty Quantification using COSSAN Software.

Structure of the training programme

Each day focuses on a specific topic. This allows the participants to attend a specific training day. The first day is dedicated to an introduction of general concepts of stochastic and probabilistic analysis as well as an introduction to OpenCOSSAN and COSSAN-X with practical exercises. The second day is dedicated to practical exercises and more advanced Monte Carlo methods such as Line Sampling, Subset Simulation, Global Sensitivity Analysis and Stochastic Optimisation using the COSSAN-X software.

Aims and Learning outcomes

You will learn the main techniques available for dealing with Risk Analysis and Uncertainty Quantification through an easy to use, yet powerful computational software.

Main Concepts and techniques

Random Variables and Random Variables Sets

Monte Carlo simulation and advanced simulation techniques (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