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Softwarepraktikum: Uncertainty Quantification (WS 15/16)

Prof. Dr. Vincent Heuveline, M. Sc. Simon Gawlok

Schedule: Tuesday 9:00 - 11:00. The date of the first session will be announced in the lecture

Room: INF 293 / room 118

SWS: 2


Language: English



  • Project 1: Exercise sheet, code skeleton (available date: 17.11.2015, submit date: 15.12.2015)
  • Project 2: Exercise sheet, code skeleton (available date: 12.01.2016, submit date: 26.01.2016)

Recommended literature:

  • O.P. Le Maitre an Knio: Spectral methods for uncertainty quantification: with applications to fluid flow, Springer, 2010
  • R. Ghanem and P. Spanos: Stochastic Finite-Elements: A spectral approach, Dover, 2013

Recommended preliminaries:

  • Knowledge in probability theory, Analysis I,II and III
  • Knowledge in Numerics for ordinary and partial differential equations