Uncertainty Quantification In Scientific Computing

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Uncertainty Quantification and Predictive Computational Science

Ryan G. McClarren
Uncertainty Quantification and Predictive Computational Science Book PDF

Author : Ryan G. McClarren
Publisher : Springer
Page : 345 pages
File Size : 45,5 Mb
Release : 2018-11-23
Category : Science
ISBN : 9783319995250

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Uncertainty Quantification and Predictive Computational Science by Ryan G. McClarren Pdf

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 Scientific Computing

Andrew Dienstfrey,Ronald Boisvert
Uncertainty Quantification in Scientific Computing Book PDF

Author : Andrew Dienstfrey,Ronald Boisvert
Publisher : Springer
Page : 0 pages
File Size : 43,8 Mb
Release : 2014-09-20
Category : Computers
ISBN : 364243293X

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Uncertainty Quantification in Scientific Computing by Andrew Dienstfrey,Ronald Boisvert Pdf

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.

Uncertainty Quantification in Scientific Computing

Andrew Dienstfrey,Ronald Boisvert
Uncertainty Quantification in Scientific Computing Book PDF

Author : Andrew Dienstfrey,Ronald Boisvert
Publisher : Springer
Page : 320 pages
File Size : 41,7 Mb
Release : 2012-08-11
Category : Computers
ISBN : 9783642326776

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Uncertainty Quantification in Scientific Computing by Andrew Dienstfrey,Ronald Boisvert Pdf

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.

Verification and Validation in Scientific Computing

William L. Oberkampf,Christopher J. Roy
Verification and Validation in Scientific Computing Book PDF

Author : William L. Oberkampf,Christopher J. Roy
Publisher : Cambridge University Press
Page : 782 pages
File Size : 53,6 Mb
Release : 2010-10-14
Category : Computers
ISBN : 9781139491761

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Verification and Validation in Scientific Computing by William L. Oberkampf,Christopher J. Roy Pdf

Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations and the simulations that result from their numerical solution. The methods described can be applied to a wide range of technical fields, from the physical sciences, engineering and technology and industry, through to environmental regulations and safety, product and plant safety, financial investing, and governmental regulations. This book will be genuinely welcomed by researchers, practitioners, and decision makers in a broad range of fields, who seek to improve the credibility and reliability of simulation results. It will also be appropriate either for university courses or for independent study.

Spectral Methods for Uncertainty Quantification

Olivier Le Maitre,Omar M Knio
Spectral Methods for Uncertainty Quantification Book PDF

Author : Olivier Le Maitre,Omar M Knio
Publisher : Springer Science & Business Media
Page : 536 pages
File Size : 47,9 Mb
Release : 2010-03-11
Category : Science
ISBN : 9789048135202

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Spectral Methods for Uncertainty Quantification by Olivier Le Maitre,Omar M Knio Pdf

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

Ralph C. Smith
Uncertainty Quantification Book PDF

Author : Ralph C. Smith
Publisher : SIAM
Page : 400 pages
File Size : 46,5 Mb
Release : 2013-12-02
Category : Computers
ISBN : 9781611973211

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Uncertainty Quantification by Ralph C. Smith Pdf

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.

Uncertainty Quantification for Hyperbolic and Kinetic Equations

Shi Jin,Lorenzo Pareschi
Uncertainty Quantification for Hyperbolic and Kinetic Equations Book PDF

Author : Shi Jin,Lorenzo Pareschi
Publisher : Springer
Page : 277 pages
File Size : 45,6 Mb
Release : 2018-03-20
Category : Mathematics
ISBN : 9783319671109

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Uncertainty Quantification for Hyperbolic and Kinetic Equations by Shi Jin,Lorenzo Pareschi Pdf

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.

Quantification of Uncertainty: Improving Efficiency and Technology

Marta D'Elia,Max Gunzburger,Gianluigi Rozza
Quantification of Uncertainty Improving Efficiency and Technology Book PDF

Author : Marta D'Elia,Max Gunzburger,Gianluigi Rozza
Publisher : Springer Nature
Page : 290 pages
File Size : 43,8 Mb
Release : 2020-07-30
Category : Mathematics
ISBN : 9783030487218

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Quantification of Uncertainty: Improving Efficiency and Technology by Marta D'Elia,Max Gunzburger,Gianluigi Rozza Pdf

This book explores four guiding themes – reduced order modelling, high dimensional problems, efficient algorithms, and applications – by reviewing recent algorithmic and mathematical advances and the development of new research directions for uncertainty quantification in the context of partial differential equations with random inputs. Highlighting the most promising approaches for (near-) future improvements in the way uncertainty quantification problems in the partial differential equation setting are solved, and gathering contributions by leading international experts, the book’s content will impact the scientific, engineering, financial, economic, environmental, social, and commercial sectors.

Uncertainty Quantification

Ralph C. Smith
Uncertainty Quantification Book PDF

Author : Ralph C. Smith
Publisher : SIAM
Page : 383 pages
File Size : 55,6 Mb
Release : 2013-12-02
Category : Estimation theory
ISBN : 9781611973228

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Uncertainty Quantification by Ralph C. Smith Pdf

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.

Uncertainty Quantification in Computational Fluid Dynamics

Hester Bijl,Didier Lucor,Siddhartha Mishra,Christoph Schwab
Uncertainty Quantification in Computational Fluid Dynamics Book PDF

Author : Hester Bijl,Didier Lucor,Siddhartha Mishra,Christoph Schwab
Publisher : Springer Science & Business Media
Page : 333 pages
File Size : 54,8 Mb
Release : 2013-09-20
Category : Mathematics
ISBN : 9783319008851

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Uncertainty Quantification in Computational Fluid Dynamics by Hester Bijl,Didier Lucor,Siddhartha Mishra,Christoph Schwab Pdf

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.

An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems

Luis Tenorio
An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems Book PDF

Author : Luis Tenorio
Publisher : SIAM
Page : 275 pages
File Size : 47,8 Mb
Release : 2017-07-06
Category : Mathematics
ISBN : 9781611974911

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An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems by Luis Tenorio Pdf

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.

Handbook of Uncertainty Quantification

Roger Ghanem,David Higdon,Howman Owhadi
Handbook of Uncertainty Quantification Book PDF

Author : Roger Ghanem,David Higdon,Howman Owhadi
Publisher : Springer
Page : 0 pages
File Size : 47,9 Mb
Release : 2016-05-08
Category : Mathematics
ISBN : 331912384X

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Handbook of Uncertainty Quantification by Roger Ghanem,David Higdon,Howman Owhadi Pdf

The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.

Uncertainty Quantification in Multiscale Materials Modeling

Yan Wang,David L. McDowell
Uncertainty Quantification in Multiscale Materials Modeling Book PDF

Author : Yan Wang,David L. McDowell
Publisher : Woodhead Publishing Limited
Page : 604 pages
File Size : 42,8 Mb
Release : 2020-03-12
Category : Materials science
ISBN : 9780081029411

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Uncertainty Quantification in Multiscale Materials Modeling by Yan Wang,David L. McDowell Pdf

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 in Computational Science

Sunetra Sarkar,Jeroen A. S. Witteveen
Uncertainty Quantification in Computational Science Book PDF

Author : Sunetra Sarkar,Jeroen A. S. Witteveen
Publisher : World Scientific Publishing Company
Page : 196 pages
File Size : 49,7 Mb
Release : 2016-07-31
Category : Technology & Engineering
ISBN : 9814730572

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Uncertainty Quantification in Computational Science by Sunetra Sarkar,Jeroen A. S. Witteveen Pdf

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

Luis Chase
Uncertainty Quantification Book PDF

Author : Luis Chase
Publisher : Nova Science Publishers
Page : 0 pages
File Size : 53,5 Mb
Release : 2019
Category : MATHEMATICS
ISBN : 1536148628

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Uncertainty Quantification by Luis Chase Pdf

In recent times, polynomial chaos expansion has emerged as a dominant technique to determine the response uncertainties of a system by propagating the uncertainties of the inputs. In this regard, the opening chapter of Uncertainty Quantification: Advances in Research and Applications, an intrusive approach called Galerkin Projection as well as non-intrusive approaches (such as pseudo-spectral projection and linear regression) are discussed.Next, the authors introduce a new methodology to determine the uncertainties of input parameters using CIRCÉ software to overcome the reliance on expert judgment. The goal is to determinate and evaluate the uncertainty bounds for physical models related to reflood model of MARS-KS code Vessel module (coupled with COBRA-TF) using both CIRCÉ and the experimental data of FEBA.Lastly, uncertainties related to rheological model parameters of skeletal muscles are modeled and analyzed, and available data are acquired and fused for hyperelastic constitutive model parameters with Neo-Hookean and Mooney-Rivlin formulations.