Uncertainty quantification : theory, implementation, and applications / Ralph C. Smith.

Includes bibliographical references and index.

Preface;
Notation;
Acronyms and initialisms;
1. Introduction;
2. Large-scale applications;
3. Prototypical models;
4. Fundamentals of probability, random processes, and statistics;
5. Representation of random inputs;
6. Parameter selection techniques;
7. Frequentist techniques for parameter estimation;
8. Bayesian techniques for parameter estimation;
9. Uncertainty propagation in models;
10. Stochastic spectral methods;
11. Sparse grid quadrature and interpolation techniques;
12. Prediction in the presence of model discrepancy;
13. Surrogate models;
14. Local sensitivity analysis;
15. Global sensitivity analysis;
A. Concepts from functional analysis;
Bibliography;
Index.

A guide to the quantification of uncertainty in simulation models, aimed at students and researchers in mathematics, science and engineering.