19th - 21st March 2018

Hartree Centre STFC Laboratory Sci-Tech Daresbury, Warrington UK

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

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 Registration and Welcome
09:30 Lecture Introduction to the Cossan software
10:00 Lecture Introduction to uncertainty quantification and modelling of uncertainties
10:30 Practical session Install the software
10:45 Tutorial Getting started and familiarisation with the software (Part I) . Define a stochastic model. Example of a Cantilever Beam
11:50 Lunch break Food, food, food, and relax
13:00 Tutorial Basic Monte Carlo method simulation for Uncertainty Quantification and Reliability Analysis
13:30 Exercise Buffon experiment
15:00 Coffee and Tea Only a short break...
15:15 Tutorial Introduction OpenCossan
15:30 Exercise Buffon experiment in OpenCossan
16:00 Wrapping up Summary of the day

Day 2: 20th March 2018

Time Activity Type Description
09:15 Lecture Welcome and presentation of the day
09:30 Lecture Introduction to HPC (basic concepts, submitting a job) from STFC Hartree Centre
10:30 Tutorial Access to Hartree HPC, Exercises on HPC
11:50 Lunch Break Food, food, food, and relax...
13:00 Lecture Introduction to Advanced Monte Carlo methods (Importance sampling, Line Sampling, Subset)
13:30 Tutorial Tutorial advanced Monte Carlo methods
14:30 Break Coffee and Tea
15:00 Lecture Sensitivity Analysis
15:15 Tutorial Infection Model and Cantilever Beam
16:00 Wrapping up and summary of the day

Day 3: 21st March 2018

Time Activity Type Description
09:15 Welcome Presentation of the day
09:30 Lecture Connect COSSAN-X with 3rd party solvers
10:00 Tutorial Connect COSSAN-X with third party solver (Ishigami function)
11:15 Lecture Optimisation (Gradient based and gradient free approaches, stochastic optimisation)
11:50 Lunch Another lunch break
13:00 Tutorial Optimization of a simple Cantilever Beam
14:00 Demo Advanced tools (Meta-models, Robust and Reliability based optimisation)
14:45 Break your last coffee... (or tea)
15:00 Demo OpenCossan 2.0
15:45 Wrapping up Summary of the day