Interdisciplinary Applied Mathematics

Uncertainty Quantification

An Accelerated Course with Advanced Applications in Computational Engineering

Authors: Soize, Christian

  • Presents fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification
  • Includes several topics not currently published in research monographs
  • Covers the basic models and advanced methodologies for constructing the stochastic modeling of uncertainties
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eBook $59.99
price for USA (gross)
  • ISBN 978-3-319-54339-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA
  • ISBN 978-3-319-54338-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this Textbook

This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses in parametric uncertainties, and non-parametric uncertainties with applications from the structural dynamics and vibroacoustics of complex mechanical systems, from micromechanics and multiscale mechanics of heterogeneous materials. 
Resulting from a course developed by the author, the book begins with a description of the fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification. It proceeds with a well carried out description of some basic and advanced methods for constructing stochastic models of uncertainties, paying particular attention to the problem of calibrating and identifying a stochastic model of uncertainty when experimental data is available. 
This book is intended to be a graduate-level textbook for students as well as professionals interested in the theory, computation, and applications of risk and prediction in science and engineering fields.

About the authors

Christian Soize is professor at Universite Paris-Est Marne-la-Valee.  His research interests include stochastic modeling of uncertainties in computational mechanics, their propagation and their quantification.

Table of contents (10 chapters)

  • Fundamental Notions in Stochastic Modeling of Uncertainties and Their Propagation in Computational Models

    Soize, Christian

    Pages 1-15

  • Elements of Probability Theory

    Soize, Christian

    Pages 17-40

  • Markov Process and Stochastic Differential Equation

    Soize, Christian

    Pages 41-59

  • MCMC Methods for Generating Realizations and for Estimating the Mathematical Expectation of Nonlinear Mappings of Random Vectors

    Soize, Christian

    Pages 61-76

  • Fundamental Probabilistic Tools for Stochastic Modeling of Uncertainties

    Soize, Christian

    Pages 77-132

Buy this book

eBook $59.99
price for USA (gross)
  • ISBN 978-3-319-54339-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA
  • ISBN 978-3-319-54338-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Uncertainty Quantification
Book Subtitle
An Accelerated Course with Advanced Applications in Computational Engineering
Authors
Series Title
Interdisciplinary Applied Mathematics
Series Volume
47
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-54339-0
DOI
10.1007/978-3-319-54339-0
Hardcover ISBN
978-3-319-54338-3
Series ISSN
0939-6047
Edition Number
1
Number of Pages
XXII, 329
Number of Illustrations and Tables
24 b/w illustrations, 86 illustrations in colour
Topics