Undergraduate Catalog

MATH 475 Model Calibration and Uncertainty Quantification

This course introduces students to uncertainty quantification for physical and biological models. Course topics include parameter selection techniques, sensitivity analysis, and frequentist and Bayesian model calibration. Propagation of uncertainties in the models is studied along with the construction of surrogate models and stochastic spectral methods. Applications include climate, engineering, biological and biomedical phenomena.

Credits

3

Prerequisite

(ENGR 114, or COSC 114, or MATH 214), (MATH 204, or MATH 211), (MATH 242, or MATH 243) or MATH 244, MATH 319