easyvvuq

EasyVVUQ

The aim of EasyVVUQ is to facilitate verification, validation and uncertainty quantification (VVUQ) for a wide variety of simulations. While very convenient for simple cases, EasyVVUQ is particularly well suited in situations where the simulations are computationally expensive, heterogeneous computing resources are necessary, the sampling space is very large or book-keeping is prohibitively complex. It coordinates execution using an efficient database, it is fault tolerant and all progress can be saved.

Here are some examples of questions EasyVVUQ can answer about your code:

• Given the uncertainties in input parameters, what is the distribution of the output?
• What percentage of the output variance each input parameter contributes?

It also lets you construct surrogate models that are cheaper to evaluate than the complete simulation.

The high-level overview of the library is avalable at our readthedocs.

Getting Started

For the quick start with EasyVVUQ we reccommend to check our basic interactive tutorial available here.

Functionality

Available analysis and sampling methods:

• Polynomial Chaos Expansion
• Stochastic Collocation
• Dimension-adaptive Stochastic Collocation for high-dimensional inputs
• Simplex Stochastic Collocation for irregular outputs
• Monte Carlo Sensitivity Analysis
• Markov-Chain Monte Carlo

EasyVVUQ also supports building surrogate models using:

• Polynomial Chaos Expansion
• Stochastic Collocation
• Gaussian Processes

Supported computing resources:

• Traditional clusters
• Kubernetes clusters

The easiest way to get familiar with the provided functionality is to follow the tutorials (*.ipynb files) in our Binder.

Installation instructions

Requirements

To use the library you will need Python 3.7+.

Installation using pip

If you are unsure of the version of python your default pip works for type:

pip --version

If the output ends with (python 2.7) you should replace pip with pip3 in the following commands.

The following should fully install the library:

pip install easyvvuq

To upgrade the library use:

pip install easyvvuq --upgrade

Manual installation from repository

Alternatively, you can manually install EasyVVUQ. First clone the repository to your computer:

git clone https://github.com/UCL-CCS/EasyVVUQ.git

Note: As above, you need to be sure you are installing for Python 3 - if necessary replace pip with pip3 and python with python3 in the commands below.

We are trying to keep dependencies at a minimum but a few are inevitable, to install them use:

cd EasyVVUQ/

pip install --use-feature=2020-resolver -r requirements.txt

Then the library can be installed using:

python setup.py install

API

You can find the EasyVVUQ API documentation on our GitHub Pages.

Citing EasyVVUQ

Richardson, R A, Wright, D W, Edeling, W, Jancauskas, V, Lakhlili, J and Coveney, P V. 2020 EasyVVUQ: A Library for Verification, Validation and Uncertainty Quantification in High Performance Computing. Journal of Open Research Software, 8: 11. DOI: 10.5334/jors.303.

Wright, D.W., Richardson, R.A., Edeling, W., Lakhlili, J., Sinclair, R.C., Jancauskas, V., Suleimenova, D., Bosak, B., Kulczewski, M., Piontek, T., Kopta, P., Chirca, I., Arabnejad, H., Luk, O.O., Hoenen, O., Weglarz, J., Crommelin, D., Groen, D. and Coveney, P.V. (2020), Building Confidence in Simulation: Applications of EasyVVUQ. Adv. Theory Simul., 3: 1900246. DOI: 10.1002/adts.201900246.

Acknowledgments

Development was funded by the EU Horizon 2020 project VECMA.