Uncertainty quantification. An accelerated course with advanced applications in computational engineering (Q516090)

The book under review results from a course given by the author and reflects both his own and collaborative research regarding the development and implementation of uncertainty quantification (UQ) techniques for large-scale applications over the last two decades. It includes several topics that are not covered in published research monographs on UQ. The author presents a set of mathematical tools from probability theory and statistics, and their organization and interconnections, which allow for constructing methodologies that are required for solving challenging large-scale problems encountered in computational engineering. The book consists of 10 chapters and a bibliography. Below is the list of chapters: Chapter 1. Fundamental notions in stochastic modeling of uncertainties and their propagation in computational models; Chapter 2. Elements of probability theory; Chapter 3. Markov process and stochastic differential equation; Chapter 4. MCMC methods for generating realizations and for estimating the mathematical expectation of nonlinear mappings of random vectors; Chapter 5. Fundamental probabilistic tools for stochastic modeling of uncertainties; Chapter 6. Brief overview of stochastic solvers for the propagation of uncertainties; Chapter 7. Fundamental tools for statistical inverse problems; Chapter 8. Uncertainty quantification in computational structural dynamics and vibro-acoustics; Chapter 9. Robust analysis with respect to the uncertainties for analysis, updating, optimization, and design; Chapter 10. Random fields and uncertainty quantification in solid mechanics of continuum media. A summary is provided at the beginning of each chapter that highlights chapter's objective and the interconnection between the chapters.