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Models with Uncertainty

Models with Uncertainty
470-2406/01
čeština Models with Uncertainty
470-2406/02
angličtina

Summary

Mathematical models of real world systems are often loaded with uncertainty caused by random input parameters, model imprecision, imprecise data, etc. Probability theory is often used for repreenting quantifying the uncertainty in the models.

Literature

JAYNES, Edwin T., BRETTHORST, G. Larry, ed. Probability theory: the logic of science. Cambridge: Cambridge University Press, 2003. ISBN 0-521-59271-2 .

ROBERT, Christian P. a George. CASELLA. Monte Carlo statistical methods. 2nd ed. New York: Springer, c2004. ISBN 0-387-21239-6.

Advised literature

W.H. Press, B.P. Flannery, S.A. Teukolski, W.T. Vetterling, Numerical Recipes in C. Cambridge University Press, 1990.

W. E. Boyce, R. C. DiPrima: Elementary differential equations. Wiley, New York 1992


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Language of instruction čeština, angličtina
Code 470-2406
Abbreviation MN
Course title Models with Uncertainty
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Jan Kracík, Ph.D.