UQTk, a C++/Python Toolkit for Uncertainty Quantification: Overview and App
Katherine Johnston, Khachik Sargsyan, Cosmin Safta, and Bert Debusschere @ Sandia National Lab
Abstract:
The UQ Toolkit (UQTk) (http://www.sandia.gov/UQToolkit/) is a collection of libraries, tools and apps for the quantification of uncertainty in numerical model predictions. As one of the software tools offered by the DOE SciDAC FASTMath Institute (https://fastmath-scidac.llnl.gov/), UQTk offers intrusive and non-intrusive methods for forward uncertainty propagation, tools for sensitivity analysis, sparse surrogate construction, low-rank-tensor approximations, Bayesian inference via various flavors of MCMC, model error assessment, as well as several other capabilities. The core libraries are implemented in C++ but a Python interface is available for easy prototyping and incorporation in UQ workflows. The talk will give an overview of UQTk capabilities and illustrate its application to a variety of scientific workflows.
Bio:
Bert Debusschere: After receiving his B.S. degree in Mechanical Engineering from the Katholieke Universiteit Leuven in Leuven, Belgium, and his Ph.D. in Mechanical Engineering from the University of Wisconsin in Madison, USA, Bert joined Sandia National Laboratories in Livermore, CA as a postdoctoral fellow. Over the years, he has built out a research career in the general area of enabling predictive simulation in science and engineering, with the goal of effectively using all available knowledge in data, theory, and expert opinion to provide more confidence in answers to relevant questions in complex systems. His work encompasses uncertainty quantification, Bayesian methods for parameter estimation and model selection, resilient computing, as well as stochastic multiscale coupling methods, applied to systems ranging from atomistic flow simulations, and human immune system signaling pathways, to continuum microfluidics, cyber security, quantum computing, high performance computing, and up the scale to climate models.
Besides his technical interests, Bert is a staunch advocate for greater Equity, Diversity, and Inclusion (EDI) in our society in general, and in the scientific community in particular.