Uncertainty Quantification

Uncertainty is an unavoidable component of engineering practice and decision making. Representing a lack of knowledge, uncertainty stymies our attempts to draw scientific conclusions, and to confidently design engineering solutions. Failing to account for uncertainty can lead to false discoveries, while inaccurate assessment of uncertainties can lead to overbuilt engineering designs. Overcoming these issues requires identifying, quantifying, and managing uncertainties through a combination of technical skills and an appropriate mindset. This class will introduce modern techniques for quantifying and propagating uncertainty and current challenges. Emphasis will be on applying techniques in genuine applications, through assignments, case studies, and student-defined projects. Prerequisite: Basic probability and statistics at the level of CME 106 or equivalent.