very informal short course on UQ

All material linked below is in a Google Drive, just send me a request and I will give you access to the folder. 

To send an access request: click on any file, login to your Google account, and finally click "request access". I will give you access to the whole folder (you will receive a notification by email).

Class 1: Basics of UQ, Monte Carlo, first part on sparse grid

Teaching material:

• class recording here

• handwritten notes here

• some slides that cover pretty much the same material here (we got up to slide 23 more or less)

• script for Monte Carlo analysis here

• PDE model solver here

Class 2: sparse grid in Matlab, examples, inverse UQ

Teaching material:

• class recording here

• handwritten notes here

• script with examples of the sparse grid matlab kit here

• script qoi_solver.m here

• some slides on inverse UQ by bayesian methods here

Sparse grids matlab kit (v 23-5 Robert):

• github for source code here

• software website here