Introduction to Uncertainty Quantification

  • T.J.┬áSullivan

Part of the Texts in Applied Mathematics book series (TAM, volume 63)

Table of contents

  1. Front Matter
    Pages i-xii
  2. T. J. Sullivan
    Pages 1-8
  3. T. J. Sullivan
    Pages 9-34
  4. T. J. Sullivan
    Pages 35-54
  5. T. J. Sullivan
    Pages 55-74
  6. T. J. Sullivan
    Pages 75-90
  7. T. J. Sullivan
    Pages 91-112
  8. T. J. Sullivan
    Pages 113-131
  9. T. J. Sullivan
    Pages 133-164
  10. T. J. Sullivan
    Pages 165-195
  11. T. J. Sullivan
    Pages 197-222
  12. T. J. Sullivan
    Pages 223-249
  13. T. J. Sullivan
    Pages 251-276
  14. T. J. Sullivan
    Pages 277-294
  15. T. J. Sullivan
    Pages 295-318
  16. Back Matter
    Pages 319-342

About this book


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 provides a framework in which the main objectives of the field of uncertainty quantification 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 favourite problems to understand their strengths and weaknesses, also making the text suitable as a self-study. This text is designed as an introduction to uncertainty quantification 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.


Computational probability Distributional robustness Inverse Problems Model order reduction Sensitivity analysis Spectral expansions Uncertainty Quantification

Authors and affiliations

  • T.J.┬áSullivan
    • 1
  1. 1.Mathematics InstituteUniversity of WarwickCoventryUnited Kingdom

Bibliographic information