Introduction to Uncertainty Quantification

Uncertainty Quantification (UQ) is the science of mathematically quantifying and reducing uncertainty in systems of all types. Students will learn the nature and role of uncertainty in physical, mathematical, and engineering systems along with the basics of probability theory necessary to quantify uncertainty. The course provides an introduction to various sub-topics of UQ including uncertainty propagation, surrogate modeling, reliability analysis, random processes and random fields, and Bayesian inverse UQ methods.