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

Smith, Ralph

ISBN 10: 161197321X / ISBN 13: 9781611973211

Published by Society for Industrial and Applied Mathematics, 2014

About this Item

Seller Inventory # 01KX3WPA6CK7K3X

Bibliographic Details

• Title: Uncertainty Quantification: Theory, Implementation, and Applications (Computational Science and Engineering)
• Publisher: Society for Industrial and Applied Mathematics
• Publication Date: 2014
• Language: English
• ISBN 10: 161197321X
• ISBN 13: 9781611973211
• Binding: hardcover
• Condition: Fine
• Dimensions: 2.5W x 18.4H x 25.4D centimeters 2.5 centimeters width by 18.4 centimeters height by 25.4 centimeters depth

About this title

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.

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.