Uncertainty Quantification using R

Eduardo Souza De Cursi is a professor at the National Institute for Applied Sciences (INSA) in Rouen, France, where he serves as Dean of International Affairs and Director of the Laboratory of Mechanics of Normandy. He is also the Editor-in-Chief of "Computational and Applied Mathematics", a journal of the Brazilian Society of Computational and Applied Mathematics that is published with Springer. Prof. De Cursi holds a PhD in Sciences/Mathematics from the Université Des Sciences et Techniques Du Languedoc, USTL, France, and has over 35 years’ experience in research, teaching and technology transfer.

• 1. Introduction.- 2. Some tips to use R and RStudio.- 3. Probabilities and Random Variables.- 4. Representation of random variables.- 5. Stochastic processes.- 6. Uncertain Algebraic Equations.- 7. Random Differential Equations.- 8. UQ in Game Theory.- 9. Optimization under uncertainty.- 10. Reliability.