Uncertainty Quantification and stochastic modeling with Matlab:
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Bibliographic Details
Main Author: Cursi, Eduardo Souza de (Author)
Format: Electronic eBook
Language:English
Published: London ISTE Press Ltd 2015
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references and index
Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability and engineering, but also within the natural sciences. Literature on the topic has up until now been largely based on polynomial chaos, which raises difficulties when considering different types of approximation and does not lead to a unified presentation of the methods. Moreover, this description does not consider either deterministic problems or infinite dimensional ones. This book gives a unified, practical and comprehensive presentation of the main techniques used for the characterization of the effect of uncertainty on numerical models and on their exploitation in numerical problems. In particular, applications to linear and nonlinear systems of equations, differential equations, optimization and reliability are presented. Applications of stochastic methods to deal with deterministic numerical problems are also discussed. Matlabª illustrates the implementation of these methods and makes the book suitable as a textbook and for self-study
Physical Description:1 Online-Ressource (xiii, 442 pages)
ISBN:9780081004715
0081004710
9781785480058
1785480057

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