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Uncertainty quantification : theory, implementation, and applications / Ralph Smith, North Carolina State University, Raleigh, North Carolina.

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Bibliographic Details
Online Access: Full Text (via SIAM)
Main Author: Smith, Ralph C., 1960- (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2013.
Series:Computational science and engineering series.
Subjects:
Measurement uncertainty (Statistics)
Estimation theory.
Table of Contents:
  • Preface
  • Notation
  • Acronyms and initialisms
  • Introduction
  • Large-scale applications
  • Prototypical models
  • Fundamentals of probability, random processes, and statistics
  • Representation of random inputs
  • Parameter selection techniques
  • Frequentist techniques for parameter estimation
  • Bayesian techniques for parameter estimation
  • Uncertainty propagation in models
  • Stochastic spectral methods
  • Sparse grid quadrature and interpolation techniques
  • Prediction in the presence of model discrepancy
  • Surrogate models
  • Local sensitivity analysis
  • Global sensitivity analysis
  • Appendix a. Concepts from functional analysis
  • Bibliography
  • Index.

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