Uncertainty Quantification

Mathematical models intended for computational simulation of complex real-world processes (e.g., a climate model developed to study climate change) are a crucial ingredient in virtually every field of science, engineering, medicine, and business. But it is rarely (never?) the case that a mathematical model of a process can be constructed and implemented, with assurance from its construction that the model accurately represents or predicts the complete process. Thus, in the crucial final step of utilizing the model for prediction or understanding of the real-world process, it is of central importance to understand the uncertainties inherent in using the model. Also, developing the model itself usually requires extensive use of data concerning the real process being modeled (and related data). This interface of mathematical modeling, data, and uncertainty has come to be called Uncertainty Quantification (UQ) and has become a major part of applied mathematics, engineering and statistics.

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