Uncertainty Quantification Training Course

19th - 21st March 2018

Hartree Centre STFC Laboratory Sci-Tech Daresbury, Warrington UK

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 day presents an introduction of the COSSAN software and methods for uncertainty quantification. The second day is dedicated to present an overview of High Performance Computing at Hartree Centre with practical exercises. The last day will see an introduction of advanced simulation tools for uncertainty quantification, reliability analysis, sensitivity and optimisation in presence of uncertainty.

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 sets of Random Variables
  • 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 and robustness based optimisation

  • Location

    STFC, Hartree Centre, Sci-Tech Daresbury, Keckwick Lane, Warrington, Warrington WA4 4DA, United Kingdom. Directions
    Free transportation from and to the Institute for Risk and Uncertainty will be provided.


    Fees: Students £90; Academics £120; Industrial attendee £250
    Includes: Lunch and Tea/Coffee Breaks for 3 days and transportation from and to Liverpool

    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 Lecture Introduction to HPC (basic concepts, submitting a job) from STFC Hartree Centre
    10:30 Tutorial Access to Hartree HPC, Exercises on HPC
    12:30 Lunch break relax...
    13:30 Tutorial Implementation of the Buffon Experiment to estimate pi
    14:15 Lecture COSSAN software on HPC
    14:30 Tutorial Using COSSAN on HPC
    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 Connect COSSAN with 3rd party solvers
    10:15 Tutorial Connect COSSAN with your model
    12:30 Lunch Another lunch break
    13:30 Lecture Introduction to Advanced Monte Carlo methods (Importance sampling, Line Sampling, Subset Simulation)
    14:00 Tutorial Using advanced Monte Carlo methods
    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