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151-0104-00L  Uncertainty Quantification for Engineering & Life Sciences

SemesterAutumn Semester 2016
LecturersP. Koumoutsakos
Periodicityyearly recurring course
CourseDoes not take place this semester.
Language of instructionEnglish
CommentNumber of participants limited to 60.



Catalogue data

AbstractQuantification of uncertainties in computational models pertaining to applications in engineering and life sciences. Exploitation of massively available data to develop computational models with quantifiable predictive capabilities. Applications of Uncertainty Quantification and Propagation to problems in mechanics, control, systems and cell biology.
ObjectiveThe course will teach fundamental concept of Uncertainty Quantification and Propagation (UQ+P) for computational models of systems in Engineering and Life Sciences. Emphasis will be placed on practical and computational aspects of UQ+P including the implementation of relevant algorithms in multicore architectures.
ContentTopics that will be covered include: Uncertainty quantification under
parametric and non-parametric modelling uncertainty, Bayesian inference with model class assessment, Markov Chain Monte Carlo simulation, prior and posterior reliability analysis.
Lecture notesThe class will be largely based on the book: Data Analysis: A Bayesian Tutorial by Devinderjit Sivia as well as on class notes and related literature that will be distributed in class.
Literature1. Data Analysis: A Bayesian Tutorial by Devinderjit Sivia
2. Probability Theory: The Logic of Science by E. T. Jaynes
3. Class Notes
Prerequisites / NoticeFundamentals of Probability, Fundamentals of Computational Modeling

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersP. Koumoutsakos
Typegraded semester performance
Language of examinationEnglish
RepetitionRepetition possible without re-enrolling for the course unit.

Learning materials

No public learning materials available.
Only public learning materials are listed.

Courses

NumberTitleHoursLecturers
151-0104-00 GUncertainty Quantification for Engineering & Life Sciences
Does not take place this semester.
3 hrsP. Koumoutsakos

Groups

No information on groups available.

Restrictions

Places60 at the most
Waiting listuntil 09.09.2016

Offered in

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