1.

Record Nr.

UNINA9910254309203321

Autore

Soize Christian

Titolo

Uncertainty Quantification : An Accelerated Course with Advanced Applications in Computational Engineering / / by Christian Soize

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017

ISBN

3-319-54339-3

Edizione

[1st ed. 2017.]

Descrizione fisica

1 online resource (XXII, 329 p. 110 illus., 86 illus. in color.)

Collana

Interdisciplinary Applied Mathematics, , 0939-6047 ; ; 47

Disciplina

519.2

Soggetti

Computer mathematics

Applied mathematics

Engineering mathematics

Probabilities

Computational Science and Engineering

Mathematical and Computational Engineering

Probability Theory and Stochastic Processes

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Fundamental Notions in Stochastic Modeling of Uncertainties and their Propagation in Computational Models -- Elements of Probability Theory -- Markov Process and Stochastic Differential Equation -- MCMC Methods for Generating Realizations and for Estimating the Mathematical Expectation of Nonlinear Mappings of Random Vectors -- Fundamental Probabilistic Tools for Stochastic Modeling of Uncertainties -- Brief Overview of Stochastic Solvers for the Propagation of Uncertainties -- Fundamental Tools for Statistical Inverse Problems -- Uncertainty Quantification in Computational Structural Dynamics and Vibroacoustics -- Robust Analysis with Respect to the Uncertainties for Analysis, Updating, Optimization, and Design -- Random Fields and Uncertainty Quantification in Solid Mechanics of Continuum Media.

Sommario/riassunto

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.