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Society for Industrial and Applied Mathematics (SIAM) SIAM Uncertainty Quantification: Theory and Applications Book

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Description

Explore the rapidly evolving field of uncertainty quantification with this comprehensive guide from the Society for Industrial and Applied Mathematics. This book provides the essential concepts, theory, and algorithms required to quantify both input and response uncertainties within simulation models. It addresses the critical need to characterize uncertainties arising in mathematical models with unknown parameters. Readers will gain a deep understanding of probability and statistics through topics such as parameter selection techniques, frequentist and Bayesian model calibration, and the propagation of uncertainties. The text also covers sensitivity analysis and the quantification of model discrepancy. Designed for those in computational science and engineering, this resource moves from foundational theory to practical applications and open problems in the field.

Key Features

This SIAM publication provides the necessary theory and algorithms to quantify input and response uncertainties for simulation models.

Learn essential probability and statistics concepts including parameter selection techniques and model calibration.

The content covers both frequentist and Bayesian model calibration methods for mathematical modeling.

Gain expertise in the propagation of uncertainties and the quantification of model discrepancy.

Study sensitivity analysis and explore various applications within the field of computational science and engineering.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
06 March 2014
Listed Since
11 January 2014

Barcode

No barcode data available

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