Remarks on Uncertainty Assessment and Management in Modeling and Computation
NORTH CAROLINA STATE UNIV AT RALEIGH CENTER FOR RESEARCH IN SCIENTIFIC COMPUTATION
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We discuss questions related to uncertainty in scientific computations for mathematical models. A computationally tractable probabilistic framework to treat uncertainty in the estimation of parameters or inverse problems is given. The theory is illustrated by a simple computational example for the estimation of constant parameters in differential equations by treating the parameters as random variable.
- Numerical Mathematics