Uncertainty Quantification Training Course

19th - 21st March 2018

Hartree Centre STFC Laboratory Sci-Tech Daresbury, Warrington UK

UPDATE for Delegates: Let's gather at the foyer in front of the Muspratt Lecture Theatre at 8:15am on Monday 19th March and travel to the training centre together.

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 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