Ralph Smith

Uncertainty Quantification: Theory, Implementation, and Applications

• Gebundenes Buch

Produktbeschreibung

A guide to the quantification of uncertainty in simulation models, aimed at students and researchers in mathematics, science and engineering.

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Produktdetails

• Verlag: Society for Industrial and Applied Mathematics (SIAM)
• Seitenzahl: 400
• Erscheinungstermin: 6. März 2014
• Englisch
• Abmessung: 267mm x 187mm x 24mm
• Gewicht: 884g
• ISBN-13: 9781611973211
• ISBN-10: 161197321X
• Artikelnr.: 40713435

Autorenporträt

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

Inhaltsangabe

Preface
Notation
Acronyms and initialisms
1. Introduction
2. Large-scale applications
3. Prototypical models
4. Fundamentals of probability, random processes, and statistics
5. Representation of random inputs
6. Parameter selection techniques
7. Frequentist techniques for parameter estimation
8. Bayesian techniques for parameter estimation
9. Uncertainty propagation in models
10. Stochastic spectral methods
11. Sparse grid quadrature and interpolation techniques
12. Prediction in the presence of model discrepancy
13. Surrogate models
14. Local sensitivity analysis
15. Global sensitivity analysis
A. Concepts from functional analysis
Bibliography
Index.