Course MAT-81-38-K-7
Uncertainty Quantification (2V, 4.5 LP)
Course Type
SWS | Type | Course Form | CP (Effort) | Presence-Time / Self-Study | |
---|---|---|---|---|---|
2 | V | Lecture | 4.5 CP | 28 h | 107 h |
(2V) | 4.5 CP | 28 h | 107 h |
Basedata
Contents
- introduction: prototypical models,
- basic concepts from probability and approximation theory: random vectors, orthogonal polynomials,
- representation of random inputs: independent and correlated random inputs, Karhunen-Loève expansion,
- propagation of random inputs: (Multilevel) Monte-Carlo methods, stochastic Galerkin methods, stochastic collocation.
Literature
- R.C. Smith: Uncertainty Quantification,
- R. Abgrall, S. Mishra: Uncertainty Quantification for Hyperbolic Conservation Laws.
Materials
Further literature will be announced in the lecture.
Requirements for attendance (informal)
Modules:
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-14-11-M-3] Introduction to Numerical Methods (M, 9.0 LP)
- [MAT-14-14-M-3] Stochastic Methods (M, 9.0 LP)
- [MAT-80-11B-M-4] Introduction to PDE (M, 4.5 LP)
Courses
Requirements for attendance (formal)
None
References to Course [MAT-81-38-K-7]
Module | Name | Context | |
---|---|---|---|
[MAT-81-38-M-7] | Uncertainty Quantification | P: Obligatory | 2V, 4.5 LP |