Course Information
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Course Topics
- Motivating applications and prototypical models
- Fundamental aspects of probability, random processes and statistics
- Representation of random inputs
- Parameter selection techniques
- Frequentist and Bayesian model calibration
- Uncertainty propagation in models
- Stochastic spectral methods and sparse grid techniques
- Prediction in the presence of model discrepancy
- Surrogate models
- Global sensitivity analysis
Grade: Projects (can be done in groups of up to 3 or 4 students): 100%
Office hours: By appointment
Contact info: Ralph C. Smith, SAS 4140, Department of Mathematics, NCSU, Raleigh,
NC 27695-8205, phone: 919-515-7552, fax: 919-515-1636, email:
rsmith@ncsu.edu
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