Uncertainty Quantification and Predictive Computational Science

Uncertainty Quantification and Predictive Computational Science PDF

Author: Ryan G. McClarren

Publisher: Springer

Published: 2018-11-23

Total Pages: 345

ISBN-13: 3319995251

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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 PDF

Author: Hester Bijl

Publisher: Springer Science & Business Media

Published: 2013-09-20

Total Pages: 347

ISBN-13: 3319008854

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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 PDF

Author: Ralph C. Smith

Publisher: SIAM

Published: 2013-12-02

Total Pages: 400

ISBN-13: 161197321X

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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

Uncertainty Quantification PDF

Author: Christian Soize

Publisher: Springer

Published: 2017-04-24

Total Pages: 329

ISBN-13: 3319543393

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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 in Computational Science

Uncertainty Quantification in Computational Science PDF

Author: Sunetra Sarkar

Publisher: World Scientific

Published: 2016-08-19

Total Pages: 196

ISBN-13: 9814730599

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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.

Spectral Methods for Uncertainty Quantification

Spectral Methods for Uncertainty Quantification PDF

Author: Olivier Le Maitre

Publisher: Springer Science & Business Media

Published: 2010-03-11

Total Pages: 542

ISBN-13: 9048135206

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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 Scientific Computing

Uncertainty Quantification in Scientific Computing PDF

Author: Andrew Dienstfrey

Publisher: Springer

Published: 2012-08-11

Total Pages: 335

ISBN-13: 3642326773

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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.

Handbook of Uncertainty Quantification

Handbook of Uncertainty Quantification PDF

Author: Roger Ghanem

Publisher: Springer

Published: 2016-05-08

Total Pages: 0

ISBN-13: 9783319123844

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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

Uncertainty Quantification in Multiscale Materials Modeling PDF

Author: Yan Wang

Publisher: Woodhead Publishing Limited

Published: 2020-03-12

Total Pages: 604

ISBN-13: 0081029411

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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.

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