Remarks on uncertainty assessment and management in modeling and computation
We discuss questions related to uncertainty in scientific computations for mathematical models. A computationally tractable probabilistic framework to treat uncertainty in the estimation of parameters or inverse problems is given. The theory is illustrated by a simple computational example for the estimation of constant parameters in differential equations by treating the parameters as random variables. (C) 2001 Elsevier Science Ltd. All rights reserved.
inverse problems computational uncertainty probability distributions