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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).

Chapter 6

  • Sensitivity Equation: This illustrates the solution of the sensitivity equation for the damping parameter C in the spring model: spring_sensitivity.m ASCII, spring_rhs.m ASCII, spring_sens_rhs.m ASCII
  • Fisher Information: This illustrates the analytic and finite-difference construction of the Fisher information matrix for the spring equation with parameters C and K: spring_fisher.m ASCII
  • Runge Example
  • Sparse Grid Demo
  • Surrogate Model Construction: MATLAB codes