The course will present the main stochastic approaches (in the non‐intrusive form) for the evaluation
of the propagation of uncertainties in the input data to the output quantities of interest, viz.
generalized polynomial chaos and stochastic collocation. Some practical examples of the application
of these techniques in engineering will be given and, at the end of the course, students will be able to
set‐up an uncertainty quantification analysis for a problem of interest.