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.

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

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


Book Information
ISBN 9781611973211
Author Ralph Smith
Format Hardback
Page Count 400
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 860g
Dimensions(mm) 261mm * 182mm * 22mm