000 | 02481nam a22001697a 4500 | ||
---|---|---|---|
008 | 211008b2014 |||||||| |||| 00| 0 eng d | ||
020 | _a9781611973211 | ||
082 | _a519.544 SMI-R | ||
100 | _aSmith, Ralph C. | ||
245 |
_aUncertainty quantification : _btheory, implementation, and applications / _cRalph C. Smith |
||
260 |
_aPhiladelphia _bSociety for Industrial and Applied Mathematics _c2014 |
||
300 | _a382 p. | ||
365 |
_aUSD _b79.00. |
||
500 | _aThe field of uncertainty quantification is evolving rapidly because of the increasing emphasis on models that require quantified uncertainties for large-scale applications, novel algorithm development, and new computational architectures that facilitate the implementation of these algorithms. Uncertainty Quantification: Theory, Implementation, and Applications provide readers with the basic concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models arising in a broad range of disciplines. The book begins with a detailed discussion of applications where uncertainty quantification is critical for both scientific understanding and policy. It then covers concepts from probability and statistics, parameter selection techniques, frequentist and Bayesian model calibration, propagation of uncertainties, quantification of a model discrepancy, surrogate model construction, and local and global sensitivity analysis. The author maintains a complementary web page where readers can find data used in the exercises and other supplementary material. Uncertainty Quantification: Theory, Implementation, and Applications include a large number of definitions and examples that use a suite of relatively simple models to illustrate concepts; numerous references to current and open research issues; and exercises that illustrate basic concepts and guide readers through the numerical implementation of algorithms for prototypical problems. It also features a wide range of applications, including weather and climate models, subsurface hydrology and geology models, nuclear power plant design, and models for biological phenomena, along with recent advances and topics that have appeared in the research literature within the last 15 years, including aspects of Bayesian model calibration, surrogate model development, parameter selection techniques, and global sensitivity analysis. | ||
650 | _aMeasurement uncertainty (Statistics) | ||
650 | _aEstimation theory | ||
999 |
_c68734 _d68734 |