Uncertainty Quantification: Theory, Implementation, and Applications, Second Edition - Hardcover

Ralph C. Smith

Hardcover

ISBN 10: 1611977835 ISBN 13: 9781611977837

Publisher: SIAM - Society for Industrial and Applied Mathematics, 2024

Synopsis

Uncertainty quantification serves a fundamental role when establishing the predictive capabilities of simulation models. This book provides a comprehensive and unified treatment of the mathematical, statistical, and computational theory and methods employed to quantify uncertainties associated with models from a wide range of physical, biological, and engineering applications. Concepts are motivated and illustrated by a large set of examples. This second edition has been significantly revised and expanded to include advances in the field and to provide a comprehensive sensitivity analysis and uncertainty quantification framework for models from science and engineering. Reorganized into five parts, the book covers applications and models; concepts from probability and statistics; parameter identifiability, sensitivity analysis, and active subspace techniques; parameter inference, uncertainty propagation, and model discrepancy; and construction of surrogate and reduced-order models. Readers will find five new chapters on random field representations, observation models, parameter identifiability and influence, active subspace analysis, and statistical surrogate models; a completely revised chapter on local sensitivity analysis that focuses on sensitivity equations, complex-step derivative approximation, adjoint methods, and the use of parameter subset selection techniques to ascertain parameter influence; revision and extension of remaining chapters to incorporate methodological advances in sensitivity analysis and uncertainty quantification; over 100 exercises and numerous additional fundamental and large-scale examples, several of which include data; additional applications including pharmacology models, digital twins, virtual populations, and a wetland methane emission model; and UQ Crimes listed throughout the text to identify common misconceptions. Uncertainty Quantification: Theory, Implementation, and Applications, Second Edition is intended for advanced undergraduate and graduate students as well as researchers in mathematics, statistics, engineering, physical and biological sciences, operations research, and computer science. Readers are assumed to have a basic knowledge of probability, linear algebra, differential equations, and introductory numerical analysis. The book can be used as a primary text for a one-semester course on sensitivity analysis and uncertainty quantification or as a supplementary text for courses on surrogate and reduced-order model construction and parameter identifiability analysis.

About this title

About the Author

Ralph C. Smith is a Distinguished University Professor of Mathematics at North Carolina State University. He is a Fellow of SIAM and the ASME.

Edition details

• Publisher: SIAM - Society for Industrial and Applied Mathematics
• Publication date: 2024
• Language: English
• ISBN 10: 1611977835
• ISBN 13: 9781611977837
• Binding: Hardcover
• Number of pages: 565