Uncertainty Quantification and Stochastic Modeling with Matlab

Written By Eduardo Souza de Cursi
Uncertainty Quantification and Stochastic Modeling with Matlab
  • Publsiher : Elsevier
  • Release : 09 April 2015
  • ISBN : 0081004710
  • Pages : 456 pages
  • Rating : /5 from reviews
GET THIS BOOKUncertainty Quantification and Stochastic Modeling with Matlab


Download or read book entitled Uncertainty Quantification and Stochastic Modeling with Matlab by author: Eduardo Souza de Cursi which was release on 09 April 2015 and published by Elsevier with total page 456 pages . This book available in PDF, EPUB and Kindle Format. Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability and engineering, but also within the natural sciences. Literature on the topic has up until now been largely based on polynomial chaos, which raises difficulties when considering different types of approximation and does not lead to a unified presentation of the methods. Moreover, this description does not consider either deterministic problems or infinite dimensional ones. This book gives a unified, practical and comprehensive presentation of the main techniques used for the characterization of the effect of uncertainty on numerical models and on their exploitation in numerical problems. In particular, applications to linear and nonlinear systems of equations, differential equations, optimization and reliability are presented. Applications of stochastic methods to deal with deterministic numerical problems are also discussed. Matlab® illustrates the implementation of these methods and makes the book suitable as a textbook and for self-study. Discusses the main ideas of Stochastic Modeling and Uncertainty Quantification using Functional Analysis Details listings of Matlab® programs implementing the main methods which complete the methodological presentation by a practical implementation Construct your own implementations from provided worked examples

Uncertainty Quantification and Stochastic Modeling with Matlab

Uncertainty Quantification and Stochastic Modeling with Matlab
  • Author : Eduardo Souza de Cursi,Rubens Sampaio
  • Publisher : Elsevier
  • Release Date : 2015-04-09
  • Total pages : 456
  • ISBN : 0081004710
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Summary : Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability ...

Optimization of Complex Systems Theory Models Algorithms and Applications

Optimization of Complex Systems  Theory  Models  Algorithms and Applications
  • Author : Hoai An Le Thi,Hoai Minh Le,Tao Pham Dinh
  • Publisher : Springer
  • Release Date : 2019-06-15
  • Total pages : 1152
  • ISBN : 0081004710
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Summary : This book contains 112 papers selected from about 250 submissions to the 6th World Congress on Global Optimization (WCGO 2019) which takes place on July 8–10, 2019 at University of Lorraine, Metz, France. The book covers both theoretical and algorithmic aspects of Nonconvex Optimization, as well as its applications to modeling and solving decision problems ...

Uncertainty Modeling for Engineering Applications

Uncertainty Modeling for Engineering Applications
  • Author : Flavio Canavero
  • Publisher : Springer
  • Release Date : 2018-12-29
  • Total pages : 184
  • ISBN : 0081004710
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Summary : This book provides an overview of state-of-the-art uncertainty quantification (UQ) methodologies and applications, and covers a wide range of current research, future challenges and applications in various domains, such as aerospace and mechanical applications, structure health and seismic hazard, electromagnetic energy (its impact on systems and humans) and global environmental ...

Computational Intelligence in Emerging Technologies for Engineering Applications

Computational Intelligence in Emerging Technologies for Engineering Applications
  • Author : Orestes Llanes Santiago,Carlos Cruz Corona,Antônio José Silva Neto,José Luis Verdegay
  • Publisher : Springer Nature
  • Release Date : 2020-02-14
  • Total pages : 291
  • ISBN : 0081004710
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Summary : This book explores applications of computational intelligence in key and emerging fields of engineering, especially with regard to condition monitoring and fault diagnosis, inverse problems, decision support systems and optimization. These applications can be beneficial in a broad range of contexts, including: water distribution networks, manufacturing systems, production and storage ...

The Science and Management of Uncertainty

The Science and Management of Uncertainty
  • Author : Bruce G. Marcot
  • Publisher : CRC Press
  • Release Date : 2020-11-26
  • Total pages : 278
  • ISBN : 0081004710
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Summary : Uncertainty can take many forms, can be represented in many ways, and can have important implications in decision-making and policy development. This book provides a rigorous scientific framework for dealing with uncertainty in real-world situations, and provides a comprehensive study of concepts, measurements, and applications of uncertainty in ecological modeling ...

Variational Methods for Engineers with Matlab

Variational Methods for Engineers with Matlab
  • Author : Eduardo Souza de Cursi
  • Publisher : John Wiley & Sons
  • Release Date : 2015-10-02
  • Total pages : 430
  • ISBN : 0081004710
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Summary : This book is issued from a 30 years’ experience on the presentation of variational methods to successive generations of students and researchers in Engineering. It gives a comprehensive, pedagogical and engineer-oriented presentation of the foundations of variational methods and of their use in numerical problems of Engineering. Particular applications to linear ...

An Introduction to Computational Stochastic PDEs

An Introduction to Computational Stochastic PDEs
  • Author : Gabriel J. Lord,Catherine E. Powell,Tony Shardlow
  • Publisher : Cambridge University Press
  • Release Date : 2014-08-11
  • Total pages : 212
  • ISBN : 0081004710
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Summary : This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the ...

Uncertainty Quantification

Uncertainty Quantification
  • Author : Christian Soize
  • Publisher : Springer
  • Release Date : 2017-04-24
  • Total pages : 329
  • ISBN : 0081004710
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Summary : 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 ...

Topics in Model Validation and Uncertainty Quantification Volume 5

Topics in Model Validation and Uncertainty Quantification  Volume 5
  • Author : Todd Simmermacher,Scott Cogan,Babak Moaveni,Costas Papadimitriou
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-05-30
  • Total pages : 264
  • ISBN : 0081004710
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Summary : Topics in Model Validation and Uncertainty Quantification, Volume : Proceedings of the 31st IMAC, A Conference and Exposition on Structural Dynamics, 2013, the fifth volume of seven from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and ...

Topics in Model Validation and Uncertainty Quantification Volume 4

Topics in Model Validation and Uncertainty Quantification  Volume 4
  • Author : T. Simmermacher,Scott Cogan,L.G. Horta,R. Barthorpe
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-04-23
  • Total pages : 190
  • ISBN : 0081004710
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Summary : Topics in Model Validation and Uncertainty Quantification, Volume 4, Proceedings of the 30th IMAC, A Conference and Exposition on Structural Dynamics, 2012, the fourth volume of six from the Conference, brings together 19 contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and ...

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise
  • Author : Zhongqiang Zhang,George Em Karniadakis
  • Publisher : Springer
  • Release Date : 2017-09-01
  • Total pages : 394
  • ISBN : 0081004710
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Summary : This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start ...

Model Validation and Uncertainty Quantification Volume 3

Model Validation and Uncertainty Quantification  Volume 3
  • Author : H. Sezer Atamturktur,Babak Moaveni,Costas Papadimitriou,Tyler Schoenherr
  • Publisher : Springer Science & Business Media
  • Release Date : 2014-04-11
  • Total pages : 427
  • ISBN : 0081004710
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Summary : This third volume of eight from the IMAC - XXXII Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Linear Systems Substructure Modelling Adaptive Structures Experimental Techniques Analytical ...

Optimal Control of PDEs under Uncertainty

Optimal Control of PDEs under Uncertainty
  • Author : Jesús Martínez-Frutos,Francisco Periago Esparza
  • Publisher : Springer
  • Release Date : 2018-08-30
  • Total pages : 123
  • ISBN : 0081004710
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Summary : This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty. The main objective of the book is to offer graduate students and researchers a smooth transition from optimal control of deterministic PDEs to ...

Uncertainty Quantification in Multiscale Materials Modeling

Uncertainty Quantification in Multiscale Materials Modeling
  • Author : Yan Wang,David L. McDowell
  • Publisher : Woodhead Publishing
  • Release Date : 2020-03-10
  • Total pages : 604
  • ISBN : 0081004710
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Summary : 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 ...

Development of Innovative Drugs via Modeling with MATLAB

Development of Innovative Drugs via Modeling with MATLAB
  • Author : Ronald Gieschke,Daniel Serafin
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-11-27
  • Total pages : 399
  • ISBN : 0081004710
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Summary : The development of innovative drugs is becoming more difficult while relying on empirical approaches. This inspired all major pharmaceutical companies to pursue alternative model-based paradigms. The key question is: How to find innovative compounds and, subsequently, appropriate dosage regimens? Written from the industry perspective and based on many years of ...