Sandia National Laboratories

# Version 5.3.1 (2013/05/15)

Highlights

- Efficiency / precision / stability enhancements for stochastic expansions.

- Support for native Windows builds with MS Visual Studio 2008 and Intel fortran 11.1 (also with Windows Command Prompt via CMake’s “NMake Makefiles” build generator).

- Bayesian calibration via QUESO now available in all Dakota distributions

Uncertainty Quantification (UQ)

- Efficiency / precision / stability enhancements for stochastic expansions.

  - Stochastic collocation now employs a barycentric Lagrange formulation for global value-based interpolants in both nodal and hierarchical cases. This formulation significantly reduces run times when sampling on the interpolant. Further, tensor interpolant value/gradient computations now employ a multivariate Horner’s rule for all interpolation polynomial cases.

  - Polynomial chaos expansions also now employ Horner’s rule for all 1D polynomial evaluations and employ a multivariate Horner’s approach in selected value computations for tensor expansions.

Optimization and Calibration

- Bayesian calibration via QUESO

  - Now available in all Dakota distributions, disabled by default.

  - Additional QUESO user controls for surrogate type and whether to calibrate sigma.

  - Progress toward building QUESO under Trilinos TriKota

Framework

- Input/Output

  - Better use of the Boost.Filesystem library for portable interaction with the platform’s native filesystem during data exchange when using ‘fork’ and ‘system’ interfaces.

- Interfaces

  - Improved NumPy behavior: when building Python interface, always try to link numpy, then give user option to turn enable/disable at runtime. No longer require PWD to be on the PYTHONPATH.

  - Improved test/code coverage in ‘fork’ and ‘system’ interfaces, especially those leveraging Dakota’s work_directory feature.

- Build System / TPLs

  - Numerous patches for Microsoft Visual Studio portability: strings, signals, min/max macros, sleep, extern, reserved keywords, asynch system calls, Boost filesystem, install dependencies, dakota_test.perl.

  - Enable testing of external distributions by leaving out tests known to fail.

  - Add tests for work_directory feature.

Miscellaneous Bug Fixes

- BUG: resolve testing differences from the baseline and improve reliability / RBDO performance for cases involving second-order integrations.

- BUG: Command line options -help and -version could result in accessing invalid iterator.

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