Hey there! This is the official Github repo of the Engineering Risk Analysis (ERA) Group of the Technical University of Munich (TUM). For more about us and our work information, please visit our website.
You find here a series of free software tools developed in our group, which can be used for teaching and research activities.
The software is provided "as is" without warranty of any kind.
If you encounter any issues or bugs in the code, feel free to reach out to us under code.era@ed.tum.de.
This page here will be populated with all folders, so you can download all files at once. In the future, this page will also serve as the main directory, which provides the links to the respective submodules, where the individual codes can be retrieved.
MATLAB and Python 3 classes for the convenient definition and use of probability distributions. It allows defining the joint distribution through the marginal distributions and correlation coefficients. The Nataf transformation (Gaussian copula) is then used to construct the joint distribution.
The distributions can be defined through their parameters, through their moments or through data fitting.
Tools for uncertainty quantification with surrogate models. Includes:
- Partial-Least-Square-Based Polynomial Chaos Expansion (PLS-PCE)
- First-Order Reliability Method
- Cross Entropy (CE) Method and Improved CE (iCE) Method
- Subset Simulation
- Sequential Importance Sampling
- Combination Line Sampling
- Bayesian Updating with Structural reliability methods (BUS)
- Adaptive BUS
- Improved Transitional Markov Chain Monte Carlo (iTMCMC)
- Sequential Monte Carlo
for structural reliability problems, such that they can be updated in a
discrete Bayesian network framework.
Fesslix is an application to perform stochastic analysis (e.g. reliability analysis and Bayesian updating). The source code is written in C++ and is available free of charge. Fesslix comes with a powerful and flexible input language that allows coupling of almost any model (external application) to Fesslix.