An introductory notebook on uncertainty quantification and sensitivity analysis

Vinzenz Eck, Jacob T. Sturdy

Leif Rune Hellevik

In this git we have collected a number of notebooks aiming at
introducing you to the application of uncertainty quantification and
sensitivity analysis (UQSA).

Below you find a hyperlinked overview which will take you to the various subtopics we have found to be useful in UQSA.

• Preliminaries tries to present the statistical relations and laws needed to derive the Sobol indices

• First order sensitivity indices

• Higher order sensitivity indices

• Monte Carlo methods for UQSA

• Polynomial chaos expansion methods for UQSA

• Exercises

  • UQSA of Arterial Wall models

  • UQSA of the Ishigami function

Acknowledgements

This collection of notebooks were developed for the
Workshop On Uncertainty Quantification And Sensitivity Analysis For
Cardiovascular Modeling with financial support from the
Peder Sather Center for Advanced Study