Numerical Methods for Uncertainty Quantification - Fall Course
UQ SAMSI Fall Course
Principal Instructors: Various
Course Day and Time: Course will be held at SAMSI (driving directions) in RTP on Wednesdays, 4:30-7:00 p.m. in Room 150.
Schedule: First class Wednesday, September 14, 2011 ; last class Wednesday, December 7, 2011
This course focuses on numerical methods for stochastic computation and uncertainty quantification (UQ). It is a two-semester course, where the first semester focuses on fundamental materials for UQ computing and the second semester on more advanced research materials.
The main topics covered in the first semester include
basic probability theory
basic approximation theory
basic numerical methods and error estimation
formulation of stochastic system
sensitivity analysis
generalized polynomial chaos
stochastic Galerkin and collocation method.
Prerequisites:
Numerical linear algebra, numerical methods for ordinary and partial differential equations;
programming skill in one language, e.g., C/C++, FORTRAN, or Matlab.
The course is open to all levels of graduate students in Mathematics, Statistics, as well as to those in other departments of sciences and engineering. Senior level undergraduate students with outstanding background are also considered.
Registration for this course is being processed through your university.
Duke: STA 294-02
NCSU: NCSU MA/ST 810.003
UNC: STOR 891-001
Questions about the course or the UQ program should be emailed to [email protected].
No meeting on December 7, 2011
All instructors are on travels. We will not have a meeting this week. Class will resume next week on December 14, 2011.
