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Models with Uncertainty

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

Anotace

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.

Povinná literatura

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.

Doporučená literatura

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