Mathematics 797UQ - ST-Topics/Uncertnty/ComplexSys

In this course, we will discuss stochastic modeling, algorithms, and mathematical and statistical analysis for uncertainty quantification in complex systems. Topics to be covered include: stochastic modeling and related numerical methods, parameter selection and estimation, Bayesian methods for parameter estimation and inverse problems, stochastic spectral methods, surrogate models, sensitivity analysis.

Open to Graduate students only.