Uncertainty Quantification: Theory, Implementation, and Applications (Computational Science and Engineering) - Hardcover

Smith, Ralph

 
9781611973211: Uncertainty Quantification: Theory, Implementation, and Applications (Computational Science and Engineering)
Hardcover
ISBN 10: 161197321X ISBN 13: 9781611973211
Publisher: Society for Industrial and Applied Mathematics, 2014

Synopsis

The need to quantify and characterise uncertainties arising in mathematical models with unknown parameters leads to the rapidly evolving field of uncertainty quantification. This book provides readers with the concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models. It covers concepts from probability and statistics such as parameter selection techniques, frequentist and Bayesian model calibration, propagation of uncertainties, quantification of model discrepancy, and sensitivity analysis. The book goes on to explore applications and open problems from a wide array of disciplines, particularly those such as climate science, hydrology, and nuclear power where uncertainty quantification is crucial for both scientific understanding and public policy. An accompanying web page provides data used in the exercises and other supplementary material. The text is intended as a coursebook for advanced undergraduates and above, and as a resource for researchers in mathematics, statistics, operations research, science, and engineering.

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About the Author

Ralph Smith is a Professor of Mathematics and Associate Director of the Center for Research in Scientific Computation at North Carolina State University.

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Publisher
Society for Industrial and Applied Mathematics
Publication date
2014
Language
English
ISBN 10 
161197321X
ISBN 13 
9781611973211
Binding
Hardcover
Number of pages
400