Introduction to Uncertainty Quantification

Uncertainty quantification is a topic of increasing practical importance at the intersection of applied mathematics, statistics, computation, and numerous application areas in science and engineering. This text provides a framework in which the main objectives of the field of uncertainty quantificat...

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Main Author: Sullivan, T.J. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Texts in Applied Mathematics, 63
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-23395-6
Table of Contents:
  • Introduction
  • Measure and Probability Theory
  • Banach and Hilbert Spaces
  • Optimization Theory
  • Measures of Information and Uncertainty
  • Bayesian Inverse Problems
  • Filtering and Data Assimilation
  • Orthogonal Polynomials and Applications
  • Numerical Integration
  • Sensitivity Analysis and Model Reduction
  • Spectral Expansions
  • Stochastic Galerkin Methods
  • Non-Intrusive Methods
  • Distributional Uncertainty
  • References
  • Index.