Uncertainty quantification : theory, implementation, and applications / Ralph C. Smith.
Material type:
TextSeries: Computational science and engineeringPublication details: Philadelphia : Society for Industrial and Applied Mathematics, c2014.Description: xviii, 382 p. : illustrations ; 26 cmISBN: - 9781611973211
- 000SA.09 23 Sm657
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.09 Sm657 (Browse shelf(Opens below)) | Available | 136427 |
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| 000SA.09 H641 Methods of statistical model estimation / | 000SA.09 R215 Small area estimation / | 000SA.09 Sc425 Multivariate density estimation : | 000SA.09 Sm657 Uncertainty quantification : | 000SA.09 T473 Nonparametric function estimation, modeling, and simulation / | 000SA.09 T473 Nonparametric function estimation, modeling, and simulation / | 000SA.09 V225 Estimation and testing under sparsity : |
Includes bibliographical references and index.
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.
A guide to the quantification of uncertainty in simulation models, aimed at students and researchers in mathematics, science and engineering.
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