Lecture: Uncertainty Quantification 1 (Winter Term 17/18)
Professor:
Schedule: Tuesday and Thursday 16:00-18:00
Location: Mathematikon, INF 205, SR C
SWS: Lecture 4 SWS, Exercises 2 SWS
CP: 8
Language: English
Moodle:here
Muesli:TBA
Topics:
Knowledge in mathematical modelling in numerical quantification of parametric uncertainty propagation for differential equations:
- Fundamentals in probability theory
- Karhunen-Löve decomposition
- Generalized polynomial chaos expension
- Monte-Carlo and Quasi-Monte-Carlo methods
- Stochastic collocation method
- Stochastic Galerkin method
- Inverse uncertainty Quantification
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
- T. J. Sullivan. Introduction to Uncertainty Quantification, Springer, New York, 2015.
Exam:
February 12th, 2018, in Mathematikon (INF 205), seminar rooms A and B