Multifaceted Uncertainty Quantification

Multifaceted Uncertainty Quantification PDF Author: Isaac Elishakoff
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3111354733
Category : Technology & Engineering
Languages : en
Pages : 532

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Book Description
The book exposes three alternative and competing approaches to uncertainty analysis in engineering. It is composed of some essays on various sub-topics like random vibrations, probabilistic reliability, fuzzy-sets-based analysis, unknown-but-bounded variables, stochastic linearization, possible difficulties with stochastic analysis of structures.

Multifaceted Uncertainty Quantification

Multifaceted Uncertainty Quantification PDF Author: Isaac Elishakoff
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3111354733
Category : Technology & Engineering
Languages : en
Pages : 532

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Book Description
The book exposes three alternative and competing approaches to uncertainty analysis in engineering. It is composed of some essays on various sub-topics like random vibrations, probabilistic reliability, fuzzy-sets-based analysis, unknown-but-bounded variables, stochastic linearization, possible difficulties with stochastic analysis of structures.

Handbook of Uncertainty Quantification

Handbook of Uncertainty Quantification PDF Author: Roger Ghanem
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Uncertainty Quantification

Uncertainty Quantification PDF Author: Ralph C. Smith
Publisher: SIAM
ISBN: 1611973228
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.

Introduction to Uncertainty Quantification

Introduction to Uncertainty Quantification PDF Author: T.J. Sullivan
Publisher: Springer
ISBN: 3319233955
Category : Mathematics
Languages : en
Pages : 351

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Book Description
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.

Module-based Hybrid Uncertainty Quantification for Multi-physics Applications

Module-based Hybrid Uncertainty Quantification for Multi-physics Applications PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 64

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Book Description
In this project we proposed to develop an innovative uncertainty quantification methodology that captures the best of the two competing approaches in UQ, namely, intrusive and non-intrusive approaches. The idea is to develop the mathematics and the associated computational framework and algorithms to facilitate the use of intrusive or non-intrusive UQ methods in different modules of a multi-physics multi-module simulation model in a way that physics code developers for different modules are shielded (as much as possible) from the chores of accounting for the uncertain ties introduced by the other modules. As the result of our research and development, we have produced a number of publications, conference presentations, and a software product.

Uncertainty Quantification in Multiscale Materials Modeling

Uncertainty Quantification in Multiscale Materials Modeling PDF 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.

Uncertainty Quantification

Uncertainty Quantification PDF 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.

Uncertainty Quantification and Model Calibration

Uncertainty Quantification and Model Calibration PDF Author: Jan Peter Hessling
Publisher: BoD – Books on Demand
ISBN: 9535132792
Category : Computers
Languages : en
Pages : 228

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Book Description
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.

Uncertainty Quantification and Predictive Computational Science

Uncertainty Quantification and Predictive Computational Science PDF 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.

Uncertainty Quantification in Variational Inequalities

Uncertainty Quantification in Variational Inequalities PDF Author: Joachim Gwinner
Publisher: CRC Press
ISBN: 1351857665
Category : Mathematics
Languages : en
Pages : 334

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Book Description
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline which aims to quantitatively treat any uncertainty in applied models. The primary objective of Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications is to present a comprehensive treatment of UQ in variational inequalities and some of its generalizations emerging from various network, economic, and engineering models. Some of the developed techniques also apply to machine learning, neural networks, and related fields. Features First book on UQ in variational inequalities emerging from various network, economic, and engineering models Completely self-contained and lucid in style Aimed for a diverse audience including applied mathematicians, engineers, economists, and professionals from academia Includes the most recent developments on the subject which so far have only been available in the research literature