This text provides a framework in which the main objectives of the field
of uncertainty quantification (UQ) are defined and an overview of the
range of mathematical methods by which they can be achieved. Complete
with exercises throughout, the book will equip readers with both
theoretical understanding and practical experience of the key
mathematical and algorithmic tools underlying the treatment of
uncertainty in modern applied mathematics. Students and readers alike
are encouraged to apply the mathematical methods discussed in this book
to their own favorite problems to understand their strengths and
weaknesses, also making the text suitable for a self-study.
Uncertainty quantification is a topic of increasing practical importance
at the intersection of applied mathematics, statistics, computation and
numerous application areas in science and engineering. This text is
designed as an introduction to UQ for senior undergraduate and graduate
students with a mathematical or statistical background and also for
researchers from the mathematical sciences or from applications areas
who are interested in the field.
T. J. Sullivan was Warwick Zeeman Lecturer at the Mathematics
Institute of the University of Warwick, United Kingdom, from 2012 to
2015. Since 2015, he is Junior Professor of Applied Mathematics at the
Free University of Berlin, Germany, with specialism in Uncertainty and
Risk Quantification.
