TY - BOOK AU - Soize, Christian TI - Uncertainty quantification: an accelerated course with advanced applications in computational engineering SN - 9783319853727 U1 - 003.54 SOI-C PY - 2017/// CY - Switzerland PB - Springer KW - Uncertainty--Mathematical models KW - Engineering mathematics KW - Mathematics KW - Probabilities KW - Computer science--Mathematics KW - Engineering--Mathematical models KW - Stochastic models N1 - This book presents the fundamental notions and advanced mathematical tools in the stochastic modelling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses on 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 ER -