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MA 797

Uncertainty Quantification for Physical and Biological Models

Lectures 3-5

  • Height Example: Illustrates construction of confidence intervals: height_example.m (ASCII). Requires the routines kde.m and histnorm.m from Matlab Central.

Lecture 6

  • Height Example: Covariance function codes: covariance_exp.m (ASCII), covariance_min.m (ASCII), covariance_Gaussian.m (ASCII), covariance_construct.m (ASCII), permeability.m (ASCII), permeability2d.m (ASCII).

Chapter 8

  • Example 8.4 and 8.9: This illustrates the sensitivity equations and complex step method for the 3 parameter SIR model: SIR_sensitivity.m ASCII, SIR_rhs.m ASCII, SIR_rhs_complex.m ASCII, SIR_sensitivity_IC.m ASCII, SIR_rhs_IC.m ASCII
  • Runge Example
  • Sparse Grid Demo
  • Surrogate Model Construction: MATLAB codes