Computational Science: Uncertainty Quantification & Data-driven Modelling

Education facts

Code: BERN07

<p>The course is an elective course in the second cycle for a degree of Master of Science in Computational Science, Applied Computational Science, or Mathematics with specialisation in Numerical Analysis. The course can also be given as an independent course. The overarching goal of the course is that the students acquire basic knowledge regarding numerical methods for uncertainty quantification and relevant data-driven modeling in computational science. This includes forward uncertainty propagation from inputs to responses, inverse parameter estimation through Bayesian approaches, surrogate modeling for accelerating multi- query simulations, and observational data integration into dynamical models.</p><p>The course treats:</p> <ul> <li>Important concepts in uncertainty quantification (UQ), such as verification vs. validation, intrusive vs. non-intrusive, and forward vs. inverse UQ</li> <li>Numerical discretisation for PDEs with random parameters: stochastic Galerkin and stochastic collocation</li> <li>Bayesian inference and its applications to parameter estimation</li> <li>Sampling techniques: Monte Carlo and importance sampling</li> <li>Gaussian processes for surrogate modeling</li> <li>Basics of projection-based and data-driven model reduction</li> <li>Data assimilation with Kalman filter</li> </ul>

Entry requirements

Admission to the course requires English 6/b and at least 90 credits in natural sciences or engineering, of which at least 45 credits should be in mathematics and/or numerical analysis, including knowledge corresponding to the courses NUMA01 Computational Programming with Python, 7.5 credits, MASA02 Mathematical Statistic, Basic Course, 15 credits, and NUMN32 Numerical Methods for Differential Equations, 7.5 credits.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Computational Science: Uncertainty Quantification &amp; Data-driven Modelling

  Lund University

  Lund

  Start date: 29 March 2027

  End date: 6 June 2027

  Pace of study: 50 %