Uncertainty Quantification in Computational Science

Uncertainty Quantification in Computational Science
Author: Sunetra Sarkar
Publisher: World Scientific Publishing Company
Total Pages: 196
Release: 2016-07-31
Genre: Technology & Engineering
ISBN: 9789814730570

Download Uncertainty Quantification in Computational Science Book in PDF, Epub and Kindle

During the last decade, research in Uncertainty Quantification (UC) has received a tremendous boost, in fluid engineering and coupled structural-fluids systems. New algorithms and adaptive variants have also emerged. This timely compendium overviews in detail the current state of the art of the field, including advances in structural engineering, along with the recent focus on fluids and coupled systems. Such a strong compilation of these vibrant research areas will certainly be an inspirational reference material for the scientific community.

Uncertainty Quantification In Computational Science: Theory And Application In Fluids And Structural Mechanics

Uncertainty Quantification In Computational Science: Theory And Application In Fluids And Structural Mechanics
Author: Sunetra Sarkar
Publisher: World Scientific
Total Pages: 197
Release: 2016-08-18
Genre: Technology & Engineering
ISBN: 9814730599

Download Uncertainty Quantification In Computational Science: Theory And Application In Fluids And Structural Mechanics Book in PDF, Epub and Kindle

During the last decade, research in Uncertainty Quantification (UC) has received a tremendous boost, in fluid engineering and coupled structural-fluids systems. New algorithms and adaptive variants have also emerged.This timely compendium overviews in detail the current state of the art of the field, including advances in structural engineering, along with the recent focus on fluids and coupled systems. Such a strong compilation of these vibrant research areas will certainly be an inspirational reference material for the scientific community.

Uncertainty Quantification and Predictive Computational Science

Uncertainty Quantification and Predictive Computational Science
Author: Ryan G. McClarren
Publisher: Springer
Total Pages: 345
Release: 2018-11-23
Genre: Science
ISBN: 3319995251

Download Uncertainty Quantification and Predictive Computational Science Book in PDF, Epub and Kindle

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 Computational Fluid Dynamics

Uncertainty Quantification in Computational Fluid Dynamics
Author: Hester Bijl
Publisher: Springer Science & Business Media
Total Pages: 347
Release: 2013-09-20
Genre: Mathematics
ISBN: 3319008854

Download Uncertainty Quantification in Computational Fluid Dynamics Book in PDF, Epub and Kindle

Fluid flows are characterized by uncertain inputs such as random initial data, material and flux coefficients, and boundary conditions. The current volume addresses the pertinent issue of efficiently computing the flow uncertainty, given this initial randomness. It collects seven original review articles that cover improved versions of the Monte Carlo method (the so-called multi-level Monte Carlo method (MLMC)), moment-based stochastic Galerkin methods and modified versions of the stochastic collocation methods that use adaptive stencil selection of the ENO-WENO type in both physical and stochastic space. The methods are also complemented by concrete applications such as flows around aerofoils and rockets, problems of aeroelasticity (fluid-structure interactions), and shallow water flows for propagating water waves. The wealth of numerical examples provide evidence on the suitability of each proposed method as well as comparisons of different approaches.

Uncertainty Quantification

Uncertainty Quantification
Author: Christian Soize
Publisher: Springer
Total Pages: 344
Release: 2017-04-24
Genre: Computers
ISBN: 3319543393

Download Uncertainty Quantification Book in PDF, Epub and Kindle

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

Uncertainty Quantification
Author: Ralph C. Smith
Publisher: SIAM
Total Pages: 400
Release: 2013-12-02
Genre: Computers
ISBN: 1611973228

Download Uncertainty Quantification Book in PDF, Epub and Kindle

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.

Spectral Methods for Uncertainty Quantification

Spectral Methods for Uncertainty Quantification
Author: Olivier Le Maitre
Publisher: Springer
Total Pages: 536
Release: 2010-12-02
Genre: Science
ISBN: 9789048135257

Download Spectral Methods for Uncertainty Quantification Book in PDF, Epub and Kindle

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.

Introduction to Uncertainty Quantification

Introduction to Uncertainty Quantification
Author: T.J. Sullivan
Publisher: Springer
Total Pages: 351
Release: 2015-12-14
Genre: Mathematics
ISBN: 3319233955

Download Introduction to Uncertainty Quantification Book in PDF, Epub and Kindle

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.

Uncertainty Quantification in Scientific Computing

Uncertainty Quantification in Scientific Computing
Author: Andrew Dienstfrey
Publisher: Springer
Total Pages: 335
Release: 2012-08-11
Genre: Computers
ISBN: 3642326773

Download Uncertainty Quantification in Scientific Computing Book in PDF, Epub and Kindle

This book constitutes the refereed post-proceedings of the 10th IFIP WG 2.5 Working Conference on Uncertainty Quantification in Scientific Computing, WoCoUQ 2011, held in Boulder, CO, USA, in August 2011. The 24 revised papers were carefully reviewed and selected from numerous submissions. They are organized in the following topical sections: UQ need: risk, policy, and decision making, UQ theory, UQ tools, UQ practice, and hot topics. The papers are followed by the records of the discussions between the participants and the speaker.

Computational Fluid and Solid Mechanics 2003

Computational Fluid and Solid Mechanics 2003
Author: K.J Bathe
Publisher: Elsevier
Total Pages: 2485
Release: 2003-06-02
Genre: Technology & Engineering
ISBN: 008052947X

Download Computational Fluid and Solid Mechanics 2003 Book in PDF, Epub and Kindle

Bringing together the world's leading researchers and practitioners of computational mechanics, these new volumes meet and build on the eight key challenges for research and development in computational mechanics. Researchers have recently identified eight critical research tasks facing the field of computational mechanics. These tasks have come about because it appears possible to reach a new level of mathematical modelling and numerical solution that will lead to a much deeper understanding of nature and to great improvements in engineering design.The eight tasks are: The automatic solution of mathematical models Effective numerical schemes for fluid flows The development of an effective mesh-free numerical solution method The development of numerical procedures for multiphysics problems The development of numerical procedures for multiscale problems The modelling of uncertainties The analysis of complete life cycles of systems Education - teaching sound engineering and scientific judgement Readers of Computational Fluid and Solid Mechanics 2003 will be able to apply the combined experience of many of the world's leading researchers to their own research needs. Those in academic environments will gain a better insight into the needs and constraints of the industries they are involved with; those in industry will gain a competitive advantage by gaining insight into the cutting edge research being carried out by colleagues in academia. Features Bridges the gap between academic researchers and practitioners in industry Outlines the eight main challenges facing Research and Design in Computational mechanics and offers new insights into the shifting the research agenda Provides a vision of how strong, basic and exciting education at university can be harmonized with life-long learning to obtain maximum value from the new powerful tools of analysis