— "There are known knowns; there are things we know we know. We also know there are known unknowns; that is to say we know there are some things we do not know. But there are also unknown unknowns – there are things we do not know we don't know." (Donald Rumsfeld) — In this class, we learn to deal with the "known unknowns", a field called Uncertainty Quantification (UQ). More specifically, we focus on methods to propagate uncertain input parameters through differential equation models. Given uncertain input, how uncertain is the output? The first part of the course ("how to do it") gives an overview on techniques that are used. Among these are: ● Sensitivity analysis ● Monte-Carlo methods ● Spectral expansions ● Stochastic Galerkin method ● Collocation methods, sparse grids — The second part of the course ("why to do it like this") deals with the theoretical foundations of these methods. The so-called "curse of dimensionality" leads us to questions from approximation theory. We look back at the very standard numerical algorithms of interpolation and quadrature, and ask how they perform in many dimensions.