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Uncertainty Quantification: Theory, Implementation, and Applications

Name: Uncertainty Quantification: Theory, Implementation, and Applications
Brand: Society for Industrial & Applied Mathematics,U.S.
SKU: 02478003
Price: 31923 HUF
Availability: PreOrder
Author: Ralph Smith
ISBN: 9781611973211

Ralph Smith

Language

English

Book Hardback

Libristo code: 02478003

Publishers Society for Industrial & Applied Mathematics,U.S., December 2013

The need to quantify and characterise uncertainties arising in mathematical models with unknown para... Full description

Libristo code: 02478003

218 b

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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.