Math 540 Uncertainty Quantification for Physical and Biological Models Spring 2022
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Math 540 Uncertainty Quantification for Physical and Biological Models
Spring 2022
Course Description: Introduction to uncertainty quantification for physical and biological models. Topics include fundamental concepts from probability and statistics, parameter selection techniques, frequentist and Bayesian model calibration, propagation ofuncertainties, surrogate model construction, quantification of model discrepancy, and local and global sensitivity analysis. Applications include weather and climate, nuclear power plant design, materials characterization and control, and biological and biomedical phenomena.
Learning Objectives/Outcomes: By the end ofthe course, students should be able to:
• Determine the sources and impacts of input and response uncertainties in models arising in their discipline as well as prototypical weather, climate, hydrology, nuclear and biology models.
• Explain the basic probability, stochastic process and statistics concepts required for uncertainty quantification.
• Formulate models in a manner that isolates the influential parameters and facilitates statistical analysis. This includes the use of local and global sensitivity analysis techniques.
• Construct surrogate models for complex processes that retain the fundamental underlying behavior while providing the computational efficiency required for model calibration and uncertainty propagation.
• Compute confidence intervals using frequentist analysis and employ Markov chain Monte Carlo methods to construct posterior distributions and credible intervals for parameters. Be able to verify the accuracy of distributions constructed using Bayesian analysis.
• Compute confidence, credible and prediction intervals for model responses and quantities of interest using sampling techniques and numerical stochastic spectral methods.
Course Structure: This class is meeting face-to-face in 201 Park Shops on Tuesdays and Thursdays from 11:45- 1:00. Additionally, we will record all classes via Classroom Capture and post the videos on Panopto. By your continued participation in this recorded course, you are providing your permission to be recorded. These videos will also be live-streamed so that they can be watched during class time. This will not provide the capability for immediate feedback from remote attendees during the lecture. All lectures, references and supplemental material will be posted on the class website as well as the class Moodle site. Links to all recorded MediaSite lectures will also be posted on Moodle. Students should feel to free to contact me via email with any questions or concerns regarding the course, projects, or grading.
Email: All emails will be sent to your specified email address.
Computing: We will use MATLAB and provide software. Students may substitute Python or R if they are more comfortable with these packages.
Course Topics Schedule:
Motivating applications and prototypical models (1 day)
Fundamental aspects ofprobability, random processes and statistics (1.5 weeks) Representation of random inputs (1 week)
Parameter selection techniques and local/global sensitivity analysis (2 weeks)
Frequentist and Bayesian model calibration (3 weeks) Uncertainty propagation in models (2 weeks) Surrogate model construction (1.5 week)
Stochastic spectral methods and sparse grid techniques (2 weeks)
Model discrepancy and actige subspace-based inference (1.5 week)
Note that the above course schedule is subject to change.
Grading: Grades are based 100% on the 6 assigned projects.
Final Project: Due on April 25, 2022
Standard Grading Scale: 99 ≤ A+ ≤ 100, 92 ≤ A ≤ 98, 90 ≤ A− < 92, 88 ≤ B+ < 90, 82 ≤ B < 87, 80 ≤ B− < 82, 78 ≤ C+ < 80, 72 ≤ C < 77, 70 ≤ C− < 72, 68 ≤ D+ < 70, 62 ≤ D < 67, 60 ≤ D− < 62, 0 ≤ F < 60
Requirements for Credit-Only (S/U) Grading: To receive a grade of S, students are required to complete all projects and earn a grade of C- or better. Conversion from letter grading to credit only (S/U) grading is subject to university deadlines. Refer to the Registration and Records calendar for deadlines related to grading. For more details refer to https://policies.ncsu.edu/regulation/reg-02-20- 15/.
It is important that you consult with your advisor to see ifthe course will count towards your graduation requirements before taking this course as credit-only.
Incomplete Grades: Incomplete grades will be handled on an individual basis. Note, however, that if an extended deadline is not authorized by an instructor or department, an unfinished incomplete grade will automatically change to an F after either (a) the end of the
next regular semester in which the student is enrolled (not including summer sessions), or (b) the end of 12 months if the student is not enrolled, whichever is shorter. Incompletes that change to F will count as attempted courses on transcripts. The burden of fulfilling an incomplete grade is the responsibility of the student. The university policy on incomplete grades is located at https://policies.ncsu.edu/regulation/reg-02-50-03/.
Late Projects: You are expected to complete all projects by the assigned deadlines. You should contact me by email ifyou anticipate delays regarding a project.
For complete attendance and excused absence policies, please see
https://policies.ncsu.edu/regulation/reg-02-20-03-attendance-regulations/.
Teamwork policy: You may work in groups ofup to 3 students to solve the problems in each project. Each member of the team should submit their own project report.
Academic Integrity/Honesty: It is my understanding and expectation that your submission of any project means that you have neither given nor received any unauthorized aid. Students are required to comply with the university policy on academic integrity/honesty found in the Code of Student Conduct (https://policies.ncsu.edu/policy/pol- 11-35-01/).
Electronically-Hosted Course Components: All reading materials are maintained on the course website. Note that I received licenses to include pictures and biographies ofthe mathematicians and mathematics educators that appear in the notes under the provision that the materials would be located on a secure site. Although you may copy the notes for your own use, you should not share the pages with the pictures and biographies with anyone else.
Accommodations for Disabilities: Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with the Disability Resource Office at Holmes Hall, Suite 304, Campus Box 7509, 919-515-7653. For more information on NC State’s policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation (REG02.20.01).
Non-Discrimination Policy: NC State prohibits discrimination, harassment, and retaliation that are based upon a person's race, color, religion, sex (including pregnancy), national origin, age (40 or older), disability, gender identity, genetic information, sexual orientation, or veteran status (individually and collectively). If you feel that you have been the subject of prohibited discrimination, harassment, or retaliation, you should contact the Office for Institutional Equity and Diversity (OIED) at 919-515-3148.
NC State's policies and regulations covering discrimination, harassment, and retaliation may be accessed at http://policies.ncsu.edu/policy/pol-04-25-05 or http://oied.ncsu.edu/divweb.
Basic Needs Security: Please notify me, ifyou are comfortable doing so, ifyou face challenges securing your food or housing or ifyou have other severe adverse experiences, and you believe your challenges may affect your performance in the course. Alternatively, you can contact the Division ofAcademic and Student Affairs to learn more about the Pack Essentials program (https://dasa.ncsu.edu/pack-essentials).
Supporting Fellow Students in Distress: As members of the NC State Wolfpack community, we each share a personal responsibility to express concern for one another and to ensure that this classroom (as well as the campus as a whole) remains a healthy and safe environment for learning. Occasionally, you may come across a classmate whose personal behavior concerns or worries you, either for your classmate’s well-being, for your well-being or for the well-being of others. When this is the case, I would encourage you to report the behavior on the link located on NC State’s Students of Concern website
Diversity, Equity, and Inclusion: Diversity, equity, and inclusion are important to the success of our students at NC State. Every student, every faculty member, and every staff member who comes to NC State enriches us through their varied perspectives, knowledge, and backgrounds. Our classroom is one in which every student is respected and feels heard. In an effort to affirm and respect the identities oftransgender students in the classroom and beyond, please contact me ifyou wish to be referred to using a name and/or pronouns other than those listed in the student directory. I welcome any additional suggestions you have for including the value of diversity, equity, and inclusion in this course.
COVID-19 Policies
Health and Participation in Class
We are most concerned about your health and the health of your classmates and
• If you test positive for COVID-19, or are told by a healthcare provider that you are presumed positive for the virus, you should not attend any face-to-face (F2F) classes or face-to-face component of a hybrid class. Work with your instructor on any adjustments necessary; also follow other university guidelines, including self reporting (Coronavirus Self Reporting): Self-reporting is not only to help provide support to you, but also to assist in contact tracing for containing the spread of the virus.
• If you feel unwell, even if you have not been knowingly exposed to COVID- 19, please do not come to a F2F class or activity.
• If you are in quarantine, have been notified that you may have been exposed to COVID- 19, or have a personal or family situation related to COVID- 19 that prevents you from attending this course in person (or synchronously), please connect with your instructor to make alternative plans, as necessary.
• If you need to make a request for an academic consideration related to COVID- 19, such as a discussion about possible options for remote learning, please talk with your instructor.
Health and Well-Being Resources
These are difficult times, and academic and personal stress are natural results. Everyone is encouraged to take care of themselves and their peers. If you need additional support, there are many resources on campus to help you:
• Counseling Center (NCSU Counseling Center)
• Student Health Services (Health Services | Student)
• If you or someone you know are experiencing food, housing or financial insecurity, please see the Pack Essentials Program (Pack Essentials).
Community Standards related to COVID-19
We are all responsible for protecting ourselves and our community. Please see the community standards and Rule 04.21.01 regarding Personal Safety Requirements Related to COVID-19 RUL 04.21.01 – Personal Safety Requirements Related to COVID-19 – Policies, Regulations & Rules
Course Expectations Related to COVID-19:
• Face Coverings: All members of the NC State academic community are expected to follow all university policies and guidelines, including the Personal Safety Rule and community standards, for the use of face coverings.
• Course Attendance: NC State attendance policies can be found at: REG 02.20.03 – Attendance Regulations – Policies, Regulations & Rules. Please refer to the course’s attendance, absence, and deadline policies for additional details. If you are quarantined or otherwise need to miss class because you have been advised that you may have been exposed to COVID-19, you should not be penalized regarding attendance or class participation. However, you will be expected to develop a plan to keep up with your coursework during any such absences. If you become ill with COVID-19, you should follow the steps outlined in the health and participation section above.
• Technology Requirements: This course may require particular technologies to complete coursework. Be sure to review the syllabus for these expectations, and see the syllabus technical requirements for your course. If you need access to additional technological support, please contact the Libraries’ Technology Lending Service: (Technology Lending).
Course Delivery Changes Related to COVID-19
Please be aware that the situation regarding COVID-19 is frequently changing, and the delivery mode of this course could change accordingly, including from in-person to remote. Regardless of the delivery method, we will strive to provide a high-quality learning experience.
NO LONGER AVAILABLE - Grading/Scheduling Changing Options Related to COVID-
19
Two policies, enhanced S/U Grading Option and Late Drop, put in place at the beginning of the COVID-19 pandemic have been discontinued.
In some cases, an option may be to request an “incomplete” in the course. If you are experiencing difficult or extenuating circumstances, you should discuss possible options with your instructor and your academic advisor.
Need Help?
If you find yourself in a place where you need help, academically or otherwise, please review these Step-by-Step Help Topics. (Insert information or links for college or departmental level
Other Important Resources
• Keep Learning: Keep Learning
• NC State Protect the Pack Resources for Students: Resources for Students | Protect the Pack
• NC State Keep Learning, tips for students opting to take courses remotely:
• NC State Libraries Technology Lending Program
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• For remote exams: be very clear about what is allowed and not allowed. See, for example, the ST 311 situation where many students used Chegg.
• If you plan to use exam proctoring: “This course may require proctored/ monitored exams. A request for in-person exam proctoring on campus has been submitted to DELTA Testing Services. This information will be updated with further instructions once the availability of in-person exam proctoring on campus has been confirmed. This update may take place after the start of the semester.”
• If gloves are recommended for use (such as in a computer lab): how to properly remove your gloves: https://www.youtube.com/watch?v=xTYioOo__6U
• Hand hygiene: Wash your hands frequently with soap and water for at least 20 seconds.
https://www.youtube.com/watch?v=bQCP7waTRWU
Health and Well-Being Resources
These are difficult times, and academic and personal stress are natural results. Everyone is
encouraged to take care of themselves and their peers. If you need additional support, there
are many resources on campus to help you:
● Counseling Center (NCSU Counseling Center)
● Student Health Services (Health Services | Student) ● Ifthe personal behavior of a classmate concerns or worries you, either for the
classmate’s well-being or yours, we encourage you to report this behavior to the NC
State CARES team: (Share a Concern).
● If you or someone you know are experiencing food, housing or financial insecurity, please see the Pack Essentials Program (Pack Essentials).
2022-03-20