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Item Details
Title: UNCERTAINTY QUANTIFICATION
THEORY, IMPLEMENTATION, AND APPLICATIONS
By: Ralph C. Smith
Format: Hardback

List price: £57.99


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ISBN 10: 161197321X
ISBN 13: 9781611973211
Publisher: SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S.
Pub. date: 30 December, 2013
Series: Computational Science & Engineering
Pages: 400
Description: The field of uncertainty quantification is evolving rapidly. This book provides readers with the basic concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models arising in a broad range of disciplines.
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.
Illustrations: Illustrations (black and white)
Publication: US
Imprint: Society for Industrial & Applied Mathematics,U.S.
Returns: Returnable
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