UQ bibliography for Applied Mathematician

Hello, I’m an Applied Math’s MsC student, and I want to study UQ from a math point of view. A beginner’s book, online course, or so would be much appreciated. Any suggestions?

Dear Carlos,

welcome to UQWorld.

As a Priv. Doz. in Mathematics working in the field of Applied Mathematics I would suggest

  1. Uncertainty Quantification: Theory, Implementation, and Applications (Computational Science and Engineering, Volume 12) by Ralph-C-Smith (2013)

  2. Introduction to Uncertainty Quantification (Texts in Applied Mathematics, Volume 63) by T.J. Sullivan (2015 or 2019 (Paperback))

These are my suggestion since I use these books quite a lot, but there are also other suitable references.

Good lock for your way into UQ.