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Author: Xiang Ma
Publisher:
ISBN:
Category :
Languages : en
Pages : 224
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Book Description
To accurately predict the performance of physical systems, it becomes essential for one to include the effects of input uncertainties into the model system and understand how they propagate and alter the final solution. The presence of uncertainties can be modeled in the system through reformulation of the governing equations as stochastic partial differential equations (SPDEs). The spectral stochastic finite element method (SSFEM) and stochastic collocation methods are the most popular simulation methods for SPDEs. However, both methods utilize global polynomials in the stochastic space. Thus when there are steep gradients or finite discontinuities in the stochastic space, these methods converge slowly or even fail to converge. In order to resolve the above mentioned issues, an adaptive sparse grid collocation (ASGC) strategy is developed using piecewise multi-linear hierarchical basis functions. Hierarchical surplus is used as an error indicator to automatically detect the discontinuity region in the stochastic space and adaptively refine the collocation points in this region. However, this method is limited to a moderate number of random variables. To address the solution of high-dimensional stochastic problems, a computational methodology is further introduced that utilizes the High Dimensional Model Representation (HDMR) technique in the stochastic space to represent the model output as a finite hierarchical correlated function expansion in terms of the stochastic inputs starting from lower-order to higher-order component functions. An adaptive version of HDMR is also developed to automatically detect the important dimensions and construct higherorder terms using only the important dimensions. The ASGC is integrated with HDMR to solve the resulting sub-problems. Uncertainty quantification for fluid transport in porous media in the presence of both stochastic permeability and multiple scales is addressed using the developed HDMR framework. In order to capture the small scale heterogeneity, a new mixed multiscale finite element method is developed within the framework of the heterogeneous multiscale method in the spatial domain. Several numerical examples are considered to examine the accuracy of the multiscale and stochastic frameworks developed. A summary of suggestions for future research in the area of stochastic multiscale modeling are given at the end of the thesis.
Author: Xiang Ma
Publisher:
ISBN:
Category :
Languages : en
Pages : 224
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Book Description
To accurately predict the performance of physical systems, it becomes essential for one to include the effects of input uncertainties into the model system and understand how they propagate and alter the final solution. The presence of uncertainties can be modeled in the system through reformulation of the governing equations as stochastic partial differential equations (SPDEs). The spectral stochastic finite element method (SSFEM) and stochastic collocation methods are the most popular simulation methods for SPDEs. However, both methods utilize global polynomials in the stochastic space. Thus when there are steep gradients or finite discontinuities in the stochastic space, these methods converge slowly or even fail to converge. In order to resolve the above mentioned issues, an adaptive sparse grid collocation (ASGC) strategy is developed using piecewise multi-linear hierarchical basis functions. Hierarchical surplus is used as an error indicator to automatically detect the discontinuity region in the stochastic space and adaptively refine the collocation points in this region. However, this method is limited to a moderate number of random variables. To address the solution of high-dimensional stochastic problems, a computational methodology is further introduced that utilizes the High Dimensional Model Representation (HDMR) technique in the stochastic space to represent the model output as a finite hierarchical correlated function expansion in terms of the stochastic inputs starting from lower-order to higher-order component functions. An adaptive version of HDMR is also developed to automatically detect the important dimensions and construct higherorder terms using only the important dimensions. The ASGC is integrated with HDMR to solve the resulting sub-problems. Uncertainty quantification for fluid transport in porous media in the presence of both stochastic permeability and multiple scales is addressed using the developed HDMR framework. In order to capture the small scale heterogeneity, a new mixed multiscale finite element method is developed within the framework of the heterogeneous multiscale method in the spatial domain. Several numerical examples are considered to examine the accuracy of the multiscale and stochastic frameworks developed. A summary of suggestions for future research in the area of stochastic multiscale modeling are given at the end of the thesis.
Author: Yan Wang
Publisher: Woodhead Publishing Limited
ISBN: 0081029411
Category : Materials science
Languages : en
Pages : 604
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Book Description
Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales.
Author: Ryan G. McClarren
Publisher: Springer
ISBN: 3319995251
Category : Science
Languages : en
Pages : 345
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Book Description
This textbook teaches the essential background and skills for understanding and quantifying uncertainties in a computational simulation, and for predicting the behavior of a system under those uncertainties. It addresses a critical knowledge gap in the widespread adoption of simulation in high-consequence decision-making throughout the engineering and physical sciences. Constructing sophisticated techniques for prediction from basic building blocks, the book first reviews the fundamentals that underpin later topics of the book including probability, sampling, and Bayesian statistics. Part II focuses on applying Local Sensitivity Analysis to apportion uncertainty in the model outputs to sources of uncertainty in its inputs. Part III demonstrates techniques for quantifying the impact of parametric uncertainties on a problem, specifically how input uncertainties affect outputs. The final section covers techniques for applying uncertainty quantification to make predictions under uncertainty, including treatment of epistemic uncertainties. It presents the theory and practice of predicting the behavior of a system based on the aggregation of data from simulation, theory, and experiment. The text focuses on simulations based on the solution of systems of partial differential equations and includes in-depth coverage of Monte Carlo methods, basic design of computer experiments, as well as regularized statistical techniques. Code references, in python, appear throughout the text and online as executable code, enabling readers to perform the analysis under discussion. Worked examples from realistic, model problems help readers understand the mechanics of applying the methods. Each chapter ends with several assignable problems. Uncertainty Quantification and Predictive Computational Science fills the growing need for a classroom text for senior undergraduate and early-career graduate students in the engineering and physical sciences and supports independent study by researchers and professionals who must include uncertainty quantification and predictive science in the simulations they develop and/or perform.
Author: Christian Soize
Publisher: Springer
ISBN: 3319543393
Category : Computers
Languages : en
Pages : 344
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Book Description
This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses in parametric uncertainties, and non-parametric uncertainties with applications from the structural dynamics and vibroacoustics of complex mechanical systems, from micromechanics and multiscale mechanics of heterogeneous materials. Resulting from a course developed by the author, the book begins with a description of the fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification. It proceeds with a well carried out description of some basic and advanced methods for constructing stochastic models of uncertainties, paying particular attention to the problem of calibrating and identifying a stochastic model of uncertainty when experimental data is available. This book is intended to be a graduate-level textbook for students as well as professionals interested in the theory, computation, and applications of risk and prediction in science and engineering fields.
Author: Nan Chen
Publisher: Springer Nature
ISBN: 3031222490
Category : Mathematics
Languages : en
Pages : 208
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Book Description
This book enables readers to understand, model, and predict complex dynamical systems using new methods with stochastic tools. The author presents a unique combination of qualitative and quantitative modeling skills, novel efficient computational methods, rigorous mathematical theory, as well as physical intuitions and thinking. An emphasis is placed on the balance between computational efficiency and modeling accuracy, providing readers with ideas to build useful models in practice. Successful modeling of complex systems requires a comprehensive use of qualitative and quantitative modeling approaches, novel efficient computational methods, physical intuitions and thinking, as well as rigorous mathematical theories. As such, mathematical tools for understanding, modeling, and predicting complex dynamical systems using various suitable stochastic tools are presented. Both theoretical and numerical approaches are included, allowing readers to choose suitable methods in different practical situations. The author provides practical examples and motivations when introducing various mathematical and stochastic tools and merges mathematics, statistics, information theory, computational science, and data science. In addition, the author discusses how to choose and apply suitable mathematical tools to several disciplines including pure and applied mathematics, physics, engineering, neural science, material science, climate and atmosphere, ocean science, and many others. Readers will not only learn detailed techniques for stochastic modeling and prediction, but will develop their intuition as well. Important topics in modeling and prediction including extreme events, high-dimensional systems, and multiscale features are discussed.
Author: Olivier Le Maitre
Publisher: Springer Science & Business Media
ISBN: 9048135206
Category : Science
Languages : en
Pages : 542
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Book Description
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.
Author: Nam Vu-Bac
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Yorum Rubin
Publisher: Springer Science & Business Media
ISBN: 1402031025
Category : Science
Languages : en
Pages : 518
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Book Description
This ground-breaking work is the first to cover the fundamentals of hydrogeophysics from both the hydrogeological and geophysical perspectives. Authored by leading experts and expert groups, the book starts out by explaining the fundamentals of hydrological characterization, with focus on hydrological data acquisition and measurement analysis as well as geostatistical approaches. The fundamentals of geophysical characterization are then at length, including the geophysical techniques that are often used for hydrogeological characterization. Unlike other books, the geophysical methods and petrophysical discussions presented here emphasize the theory, assumptions, approaches, and interpretations that are particularly important for hydrogeological applications. A series of hydrogeophysical case studies illustrate hydrogeophysical approaches for mapping hydrological units, estimation of hydrogeological parameters, and monitoring of hydrogeological processes. Finally, the book concludes with hydrogeophysical frontiers, i.e. on emerging technologies and stochastic hydrogeophysical inversion approaches.
Author: Ralph C. Smith
Publisher: SIAM
ISBN: 161197321X
Category : Computers
Languages : en
Pages : 400
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Book Description
The field of uncertainty quantification is evolving rapidly because of increasing emphasis on models that require quantified uncertainties for large-scale applications, novel algorithm development, and new computational architectures that facilitate implementation of these algorithms. Uncertainty Quantification: Theory, Implementation, and Applications provides readers with the basic concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models arising in a broad range of disciplines. The book begins with a detailed discussion of applications where uncertainty quantification is critical for both scientific understanding and policy. It then covers concepts from probability and statistics, parameter selection techniques, frequentist and Bayesian model calibration, propagation of uncertainties, quantification of model discrepancy, surrogate model construction, and local and global sensitivity analysis. The author maintains a complementary web page where readers can find data used in the exercises and other supplementary material.
Author: Yan Wang
Publisher: Woodhead Publishing
ISBN: 008102942X
Category : Technology & Engineering
Languages : en
Pages : 606
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Book Description
Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales. Synthesizes available UQ methods for materials modeling Provides practical tools and examples for problem solving in modeling material behavior across various length scales Demonstrates UQ in density functional theory, molecular dynamics, kinetic Monte Carlo, phase field, finite element method, multiscale modeling, and to support decision making in materials design Covers quantum, atomistic, mesoscale, and engineering structure-level modeling and simulation
