3rd - 5th April 2017

Institute for Risk and Uncertainty, University of Liverpool

In collaboration with the Institute for Risk and Uncertainty (UK) and Institut für Risiko und Zuverlässigkeit (Germany), we are offering a 3-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.

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


Location: Welcome and registration will be at the Institute for Risk and Uncertainty (See map).

PC Teaching Centre
First Floor: Blue Zone
University of Liverpool
Registration: Registration is now closed

Fees: £50 Includes: Lunch and Tea/Coffee Breaks


Day 1: 3rd April 2017

Time Activity Type Description
09:00 Registration Welcome session. Let's start the training course with a proper breakfast (Seminar Room, Institute for Risk and Uncertainty)
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: 4th April 2017

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 Turorial 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: 5th April 2016

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 Turorial Excercises 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 Summart of the day