Introduction To Uncertainty Quantification

Author: T.J. Sullivan
Editor: Springer
ISBN: 3319233955
File Size: 46,74 MB
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This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved. Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment of uncertainty in modern applied mathematics. Students and readers alike are encouraged to apply the mathematical methods discussed in this book to their own favorite problems to understand their strengths and weaknesses, also making the text suitable for a self-study. Uncertainty quantification is a topic of increasing practical importance at the intersection of applied mathematics, statistics, computation and numerous application areas in science and engineering. This text is designed as an introduction to UQ for senior undergraduate and graduate students with a mathematical or statistical background and also for researchers from the mathematical sciences or from applications areas who are interested in the field. T. J. Sullivan was Warwick Zeeman Lecturer at the Mathematics Institute of the University of Warwick, United Kingdom, from 2012 to 2015. Since 2015, he is Junior Professor of Applied Mathematics at the Free University of Berlin, Germany, with specialism in Uncertainty and Risk Quantification.

An Introduction To Data Analysis And Uncertainty Quantification For Inverse Problems

Author: Luis Tenorio
Editor: SIAM
ISBN: 1611974925
File Size: 38,48 MB
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Inverse problems are found in many applications, such as medical imaging, engineering, astronomy, and geophysics, among others. To solve an inverse problem is to recover an object from noisy, usually indirect observations. Solutions to inverse problems are subject to many potential sources of error introduced by approximate mathematical models, regularization methods, numerical approximations for efficient computations, noisy data, and limitations in the number of observations; thus it is important to include an assessment of the uncertainties as part of the solution. Such assessment is interdisciplinary by nature, as it requires, in addition to knowledge of the particular application, methods from applied mathematics, probability, and statistics. This book bridges applied mathematics and statistics by providing a basic introduction to probability and statistics for uncertainty quantification in the context of inverse problems, as well as an introduction to statistical regularization of inverse problems. The author covers basic statistical inference, introduces the framework of ill-posed inverse problems, and explains statistical questions that arise in their applications. An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems÷includes many examples that explain techniques which are useful to address general problems arising in uncertainty quantification, Bayesian and non-Bayesian statistical methods and discussions of their complementary roles, and analysis of a real data set to illustrate the methodology covered throughout the book.

Stochastic Systems

Author: Mircea Grigoriu
Editor: Springer Science & Business Media
ISBN: 1447123271
File Size: 52,64 MB
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Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.

Optimization Under Uncertainty With Applications To Aerospace Engineering

Author: Massimiliano Vasile
Editor: Springer Nature
ISBN: 3030601668
File Size: 56,92 MB
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Spectral Methods For Uncertainty Quantification

Author: Olivier Le Maitre
Editor: Springer Science & Business Media
ISBN: 9789048135202
File Size: 22,34 MB
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This book deals with the application of spectral methods to problems of uncertainty propagation and quanti?cation in model-based computations. It speci?cally focuses on computational and algorithmic features of these methods which are most useful in dealing with models based on partial differential equations, with special att- tion to models arising in simulations of ?uid ?ows. Implementations are illustrated through applications to elementary problems, as well as more elaborate examples selected from the authors’ interests in incompressible vortex-dominated ?ows and compressible ?ows at low Mach numbers. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundation associated with probability and measure spaces. Despite the authors’ fascination with this foundation, the discussion only - ludes to those theoretical aspects needed to set the stage for subsequent applications. The book is authored by practitioners, and is primarily intended for researchers or graduate students in computational mathematics, physics, or ?uid dynamics. The book assumes familiarity with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral me- ods is naturally helpful though not essential. Full appreciation of elaborate examples in computational ?uid dynamics (CFD) would require familiarity with key, and in some cases delicate, features of the associated numerical methods. Besides these shortcomings, our aim is to treat algorithmic and computational aspects of spectral stochastic methods with details suf?cient to address and reconstruct all but those highly elaborate examples.

Uncertainty Quantification In Laminated Composites

Author: Sudip Dey
Editor: CRC Press
ISBN: 1351651641
File Size: 24,48 MB
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Over the last few decades, uncertainty quantification in composite materials and structures has gained a lot of attention from the research community as a result of industrial requirements. This book presents computationally efficient uncertainty quantification schemes following meta-model-based approaches for stochasticity in material and geometric parameters of laminated composite structures. Several metamodels have been studied and comparative results have been presented for different static and dynamic responses. Results for sensitivity analyses are provided for a comprehensive coverage of the relative importance of different material and geometric parameters in the global structural responses.

Proceedings Of The 5th International Symposium On Uncertainty Quantification And Stochastic Modelling

Author: José Eduardo Souza De Cursi
Editor: Springer Nature
ISBN: 3030536696
File Size: 64,37 MB
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This proceedings book discusses state-of-the-art research on uncertainty quantification in mechanical engineering, including statistical data concerning the entries and parameters of a system to produce statistical data on the outputs of the system. It is based on papers presented at Uncertainties 2020, a workshop organized on behalf of the Scientific Committee on Uncertainty in Mechanics (Mécanique et Incertain) of the AFM (French Society of Mechanical Sciences), the Scientific Committee on Stochastic Modeling and Uncertainty Quantification of the ABCM (Brazilian Society of Mechanical Sciences) and the SBMAC (Brazilian Society of Applied Mathematics).

Uncertainty Quantification For Hyperbolic And Kinetic Equations

Author: Shi Jin
Editor: Springer
ISBN: 3319671103
File Size: 57,99 MB
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This book explores recent advances in uncertainty quantification for hyperbolic, kinetic, and related problems. The contributions address a range of different aspects, including: polynomial chaos expansions, perturbation methods, multi-level Monte Carlo methods, importance sampling, and moment methods. The interest in these topics is rapidly growing, as their applications have now expanded to many areas in engineering, physics, biology and the social sciences. Accordingly, the book provides the scientific community with a topical overview of the latest research efforts.

Uncertainty Quantification And Model Calibration

Author: Jan Peter Hessling
Editor: BoD – Books on Demand
ISBN: 9535132792
File Size: 66,92 MB
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Uncertainty quantification may appear daunting for practitioners due to its inherent complexity but can be intriguing and rewarding for anyone with mathematical ambitions and genuine concern for modeling quality. Uncertainty quantification is what remains to be done when too much credibility has been invested in deterministic analyses and unwarranted assumptions. Model calibration describes the inverse operation targeting optimal prediction and refers to inference of best uncertain model estimates from experimental calibration data. The limited applicability of most state-of-the-art approaches to many of the large and complex calculations made today makes uncertainty quantification and model calibration major topics open for debate, with rapidly growing interest from both science and technology, addressing subtle questions such as credible predictions of climate heating.

A Computational Framework For Uncertainty Quantification In Fibre Reinforced Composites From Observation To Computation

Author:
Editor: Doo Bo Chung
ISBN: 9090215824
File Size: 48,58 MB
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Assessing The Reliability Of Complex Models

Author: National Research Council
Editor: National Academies Press
ISBN: 0309256348
File Size: 31,74 MB
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Advances in computing hardware and algorithms have dramatically improved the ability to simulate complex processes computationally. Today's simulation capabilities offer the prospect of addressing questions that in the past could be addressed only by resource-intensive experimentation, if at all. Assessing the Reliability of Complex Models recognizes the ubiquity of uncertainty in computational estimates of reality and the necessity for its quantification. As computational science and engineering have matured, the process of quantifying or bounding uncertainties in a computational estimate of a physical quality of interest has evolved into a small set of interdependent tasks: verification, validation, and uncertainty of quantification (VVUQ). In recognition of the increasing importance of computational simulation and the increasing need to assess uncertainties in computational results, the National Research Council was asked to study the mathematical foundations of VVUQ and to recommend steps that will ultimately lead to improved processes. Assessing the Reliability of Complex Models discusses changes in education of professionals and dissemination of information that should enhance the ability of future VVUQ practitioners to improve and properly apply VVUQ methodologies to difficult problems, enhance the ability of VVUQ customers to understand VVUQ results and use them to make informed decisions, and enhance the ability of all VVUQ stakeholders to communicate with each other. This report is an essential resource for all decision and policy makers in the field, students, stakeholders, UQ experts, and VVUQ educators and practitioners.

Continuing Education Course Note Series

Author:
Editor:
ISBN:
File Size: 61,57 MB
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Siam Journal On Scientific Computing

Author:
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ISBN:
File Size: 59,57 MB
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Uncertainty In Biology

Author: Liesbet Geris
Editor: Springer
ISBN: 3319212966
File Size: 69,42 MB
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Computational modeling allows to reduce, refine and replace animal experimentation as well as to translate findings obtained in these experiments to the human background. However these biomedical problems are inherently complex with a myriad of influencing factors, which strongly complicates the model building and validation process. This book wants to address four main issues related to the building and validation of computational models of biomedical processes: 1. Modeling establishment under uncertainty 2. Model selection and parameter fitting 3. Sensitivity analysis and model adaptation 4. Model predictions under uncertainty In each of the abovementioned areas, the book discusses a number of key-techniques by means of a general theoretical description followed by one or more practical examples. This book is intended for graduate students and researchers active in the field of computational modeling of biomedical processes who seek to acquaint themselves with the different ways in which to study the parameter space of their model as well as its overall behavior.

Introduction To Optimization Methods And Tools For Multidisciplinary Design In Aeronautics And Turbomachinery

Author: Jacques Periaux
Editor:
ISBN:
File Size: 40,45 MB
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Uncertainty Analysis In Quantification Of Near Source Zone Mass Discharge

Author: Ke Li
Editor:
ISBN:
File Size: 77,26 MB
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Uncertainty And Sensitivity Analyses For Watershed Models

Author: Jennifer Benaman
Editor:
ISBN:
File Size: 53,26 MB
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The objective of this research is to describe a methodology to quantify the effect of multiple parameter uncertainty on the calibration output of a distributed watershed model and to present specific results for the Cannonsville Watershed. In addition, the impact of this uncertainty on the possible water quality regulations and management decisions is discussed.

Large Scale Inverse Problems And Quantification Of Uncertainty

Author: Lorenz Biegler
Editor: John Wiley & Sons
ISBN: 1119957583
File Size: 51,92 MB
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This book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale inverse problems critically depends on methods to reduce computational cost. Recent research approaches tackle this challenge in a variety of different ways. Many of the computational frameworks highlighted in this book build upon state-of-the-art methods for simulation of the forward problem, such as, fast Partial Differential Equation (PDE) solvers, reduced-order models and emulators of the forward problem, stochastic spectral approximations, and ensemble-based approximations, as well as exploiting the machinery for large-scale deterministic optimization through adjoint and other sensitivity analysis methods. Key Features: Brings together the perspectives of researchers in areas of inverse problems and data assimilation. Assesses the current state-of-the-art and identify needs and opportunities for future research. Focuses on the computational methods used to analyze and simulate inverse problems. Written by leading experts of inverse problems and uncertainty quantification. Graduate students and researchers working in statistics, mathematics and engineering will benefit from this book.

Aiaa Journal

Author: American Institute of Aeronautics and Astronautics
Editor:
ISBN:
File Size: 15,79 MB
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An Introduction To Computational Stochastic Pdes

Author: Gabriel J. Lord
Editor: Cambridge University Press
ISBN: 0521899907
File Size: 70,32 MB
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This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.