Uncertainty Quantification

The listed topics will be covered in the course. Reading material includes written notes (free handout) in addition to the following Springer book Spectral Methods for Uncertainty Quantification

1. Introduction To Uncertainty Quantification

2. Stochastic Spectral Methods

3. Non-intrusive Methods for Polynomial Chaos Expansions

4. Bayesian Inference and Gaussian Models

5. Advanced topics (exposure only)