William L. Oberkampf

Can you trust results from modeling and simulation? This text provides a framework for assessing the reliability of and uncertainty included in the results used by decision makers and policy makers in industry and government. The emphasis is on models described by PDEs and their numerical solution. Procedures and results from all aspects of verification and validation are integrated with modern methods in uncertainty quantification and stochastic simulation. Methods for combining numerical approximation errors, uncertainty in model input parameters, and model form uncertainty are presented in order to estimate the uncertain response of a system in the presence of stochastic inputs and lack of knowledge uncertainty. This new edition has been extensively updated, including a fresh look at model accuracy assessment and the responsibilities of management for modeling and simulation activities. Extra homework problems and worked examples have been added to each chapter, suitable for course use or self-study.

Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations and the simulations that result from their numerical solution. The methods described can be applied to a wide range of technical fields, from the physical sciences, engineering and technology and industry, through to environmental regulations and safety, product and plant safety, financial investing, and governmental regulations. This book will be genuinely welcomed by researchers, practitioners, and decision makers in a broad range of fields, who seek to improve the credibility and reliability of simulation results. It will also be appropriate either for university courses or for independent study.