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Numerical Methods For Stochastic Computations


Numerical Methods For Stochastic Computations
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Numerical Methods For Stochastic Computations


Numerical Methods For Stochastic Computations
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Author : Dongbin Xiu
language : en
Publisher: Princeton University Press
Release Date : 2010-07-01

Numerical Methods For Stochastic Computations written by Dongbin Xiu and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-01 with Mathematics categories.


The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering. The book introduces polynomial approximation theory and probability theory; describes the basic theory of gPC methods through numerical examples and rigorous development; details the procedure for converting stochastic equations into deterministic ones; using both the Galerkin and collocation approaches; and discusses the distinct differences and challenges arising from high-dimensional problems. The last section is devoted to the application of gPC methods to critical areas such as inverse problems and data assimilation. Ideal for use by graduate students and researchers both in the classroom and for self-study, Numerical Methods for Stochastic Computations provides the required tools for in-depth research related to stochastic computations. The first graduate-level textbook to focus on the fundamentals of numerical methods for stochastic computations Ideal introduction for graduate courses or self-study Fast, efficient, and accurate numerical methods Polynomial approximation theory and probability theory included Basic gPC methods illustrated through examples



Advanced Electromagnetic Models For Materials Characterization And Nondestructive Evaluation


Advanced Electromagnetic Models For Materials Characterization And Nondestructive Evaluation
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Author : Harold A Sabbagh
language : en
Publisher: Springer Nature
Release Date : 2021-03-19

Advanced Electromagnetic Models For Materials Characterization And Nondestructive Evaluation written by Harold A Sabbagh and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-19 with Science categories.


This book expands on the subject matter of ’Computational Electromagnetics and Model-Based Inversion: A Modern Paradigm for Eddy-Current Nondestructive Evaluation.’ It includes (a) voxel-based inversion methods, which are generalizations of model-based algorithms; (b) a complete electromagnetic model of advanced composites (and other novel exotic materials), stressing the highly anisotropic nature of these materials, as well as giving a number of applications to nondestructive evaluation; and (c) an up-to-date discussion of stochastic integral equations and propagation-of-uncertainty models in nondestructive evaluation. As such, the book combines research started twenty-five years ago in advanced composites and voxel-based algorithms, but published in scattered journal articles, as well as recent research in stochastic integral equations. All of these areas are of considerable interest to the aerospace, nuclear power, civil infrastructure, materials characterization and biomedical industries. The book covers the topic of computational electromagnetics in eddy-current nondestructive evaluation (NDE) by emphasizing three distinct topics: (a) fundamental mathematical principles of volume-integral equations as a subset of computational electromagnetics, (b) mathematical algorithms applied to signal-processing and inverse scattering problems, and (c) applications of these two topics to problems in which real and model data are used. It is therefore more than an academic exercise and is valuable to users of eddy-current NDE technology in industries as varied as nuclear power, aerospace, materials characterization and biomedical imaging.



Theory Numerics And Applications Of Hyperbolic Problems Ii


Theory Numerics And Applications Of Hyperbolic Problems Ii
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Author : Christian Klingenberg
language : en
Publisher: Springer
Release Date : 2018-06-27

Theory Numerics And Applications Of Hyperbolic Problems Ii written by Christian Klingenberg and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-27 with Mathematics categories.


The second of two volumes, this edited proceedings book features research presented at the XVI International Conference on Hyperbolic Problems held in Aachen, Germany in summer 2016. It focuses on the theoretical, applied, and computational aspects of hyperbolic partial differential equations (systems of hyperbolic conservation laws, wave equations, etc.) and of related mathematical models (PDEs of mixed type, kinetic equations, nonlocal or/and discrete models) found in the field of applied sciences.



Multifaceted Uncertainty Quantification


Multifaceted Uncertainty Quantification
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Author : Isaac Elishakoff
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-09-23

Multifaceted Uncertainty Quantification written by Isaac Elishakoff and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-23 with Technology & Engineering categories.


The book exposes three alternative and competing approaches to uncertainty analysis in engineering. It is composed of some essays on various sub-topics like random vibrations, probabilistic reliability, fuzzy-sets-based analysis, unknown-but-bounded variables, stochastic linearization, possible difficulties with stochastic analysis of structures.



Renewable Energy Microgeneration Systems


Renewable Energy Microgeneration Systems
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Author : Qiang Yang
language : en
Publisher: Academic Press
Release Date : 2020-10-30

Renewable Energy Microgeneration Systems written by Qiang Yang and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-30 with Science categories.


Renewable Energy Microgeneration Systems presents the latest technology advances in small-scale energy generation (electricity and heat) in the context of low/medium voltage level electric power distribution networks. With a focus on scientific innovations of the methodologies, approaches and algorithms in enabling efficient and secure operation of microgeneration systems, this book also analyzes the current understanding of motivations and barriers affecting microgeneration adoption with the aim of identifying opportunities for improving the field deployment. Considering the recent advances of theories and implementations in modeling, design, planning and management of different forms of microgeneration systems, this reference provides applied researchers in the field of electrical engineering and renewable micro generation incredible insights into microgeneration systems technologies and the potential for new technologies and markets. - Provides modeling and optimization methods and techniques for micro-generation systems - Covers multidisciplinary content, providing an opportunity for different stakeholders in various engineering fields - Includes recent research advances in the field, with a focus on real case studies and policy



Computational Methods And Experimental Measurements Xvii


Computational Methods And Experimental Measurements Xvii
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Author : G.M. Carlomagno
language : en
Publisher: WIT Press
Release Date : 2015-05-05

Computational Methods And Experimental Measurements Xvii written by G.M. Carlomagno and has been published by WIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-05 with Mathematics categories.


Containing papers presented at the seventeenth in a series of biennial meetings organised by the Wessex Institute and first held in 1984, this book includes the latest research from scientists who perform experiments, researchers who develop computer codes, and those who carry out measurements on prototypes and whose work may interact. Progress in the engineering sciences is dependent on the orderly and concurrent development of all three fields. Continuous improvement in computer efficiency, coupled with diminishing costs and rapid development of numerical procedures have generated an ever-increasing expansion of computational simulations that permeate all fields of science and technology. As these procedures continue to grow in magnitude and complexity, it is essential to be certain of their reliability, i.e. to validate their results. This can be achieved by performing dedicated and accurate experiments. At the same time, current experimental techniques have become more complex and sophisticated so that they require the exploitation of computers, both for running experiments as well as acquiring and processing the resulting data. The papers contained in the book address advances in the interaction between these three areas. They cover such topics as: Computational and Experimental Methods; Fluid Flow; Structural and Stress Analysis; Materials Characterisation; Heat Transfer and Thermal Processes; Advances in Computational Methods; Automotive Applications; Applications in Industry; Process Simulations; Environmental Modelling and Applications; Computer Modelling; Validation of Computer Modelling; Computation in Measurements; Data Processing of Experiments; Virtual Testing and Verification; Simulation and Forecasting; Measurements in Engineering.



Risk And Reliability In Geotechnical Engineering


Risk And Reliability In Geotechnical Engineering
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Author : Kok-Kwang Phoon
language : en
Publisher: CRC Press
Release Date : 2018-10-09

Risk And Reliability In Geotechnical Engineering written by Kok-Kwang Phoon and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-09 with Technology & Engineering categories.


Establishes Geotechnical Reliability as Fundamentally Distinct from Structural Reliability Reliability-based design is relatively well established in structural design. Its use is less mature in geotechnical design, but there is a steady progression towards reliability-based design as seen in the inclusion of a new Annex D on "Reliability of Geotechnical Structures" in the third edition of ISO 2394. Reliability-based design can be viewed as a simplified form of risk-based design where different consequences of failure are implicitly covered by the adoption of different target reliability indices. Explicit risk management methodologies are required for large geotechnical systems where soil and loading conditions are too varied to be conveniently slotted into a few reliability classes (typically three) and an associated simple discrete tier of target reliability indices. Provides Realistic Practical Guidance Risk and Reliability in Geotechnical Engineering makes these reliability and risk methodologies more accessible to practitioners and researchers by presenting soil statistics which are necessary inputs, by explaining how calculations can be carried out using simple tools, and by presenting illustrative or actual examples showcasing the benefits and limitations of these methodologies. With contributions from a broad international group of authors, this text: Presents probabilistic models suited for soil parameters Provides easy-to-use Excel-based methods for reliability analysis Connects reliability analysis to design codes (including LRFD and Eurocode 7) Maximizes value of information using Bayesian updating Contains efficient reliability analysis methods Accessible To a Wide Audience Risk and Reliability in Geotechnical Engineering presents all the "need-to-know" information for a non-specialist to calculate and interpret the reliability index and risk of geotechnical structures in a realistic and robust way. It suits engineers, researchers, and students who are interested in the practical outcomes of reliability and risk analyses without going into the intricacies of the underlying mathematical theories.



Electromagnetic Time Reversal


Electromagnetic Time Reversal
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Author : Farhad Rachidi
language : en
Publisher: John Wiley & Sons
Release Date : 2017-04-17

Electromagnetic Time Reversal written by Farhad Rachidi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-17 with Science categories.


The aim of this book is to familiarize the reader with the concept of electromagnetic time reversal, and introduce up-to-date applications of the concept found in the areas of electromagnetic compatibility and power systems. It is original in its approach to describing propagation and transient issues in power networks and power line communication, and is the result of the three main editors' pioneering research in the area.



Approximation Methods For High Dimensional Simulation Results Parameter Sensitivity Analysis And Propagation Of Variations For Process Chains


Approximation Methods For High Dimensional Simulation Results Parameter Sensitivity Analysis And Propagation Of Variations For Process Chains
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Author : Daniela Steffes-lai
language : en
Publisher: Logos Verlag Berlin GmbH
Release Date : 2014

Approximation Methods For High Dimensional Simulation Results Parameter Sensitivity Analysis And Propagation Of Variations For Process Chains written by Daniela Steffes-lai and has been published by Logos Verlag Berlin GmbH this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Mathematics categories.


This work addresses the analysis of a sequential chain of processing steps, which is particularly important for the manufacture of robust product components. In each processing step, the material properties may have changed and distributions of related characteristics, for example, strains, may become inhomogeneous. For this reason, the history of the process including design-parameter uncertainties becomes relevant for subsequent processing steps. Therefore, we have developed a methodology, called PRO-CHAIN, which enables an efficient analysis, quantification, and propagation of uncertainties for complex process chains locally on the entire mesh. This innovative methodology has the objective to improve the overall forecast quality, specifically, in local regions of interest, while minimizing the computational effort of subsequent analysis steps. We have demonstrated the benefits and efficiency of the methodology proposed by means of real applications from the automotive industry.



Exploiting The Use Of Strong Nonlinearity In Dynamics And Acoustics


Exploiting The Use Of Strong Nonlinearity In Dynamics And Acoustics
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Author : Oleg V. Gendelman
language : en
Publisher: Springer Nature
Release Date : 2024-07-27

Exploiting The Use Of Strong Nonlinearity In Dynamics And Acoustics written by Oleg V. Gendelman and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-27 with Technology & Engineering categories.


This book covers the latest ideas and approaches in strongly nonlinear dynamical and acoustical systems and discusses appropriate modelling tools and practical examples highlighting the non-standard and non-stationary aspects of this challenging, yet so promising area. The contributions investigate and present the intentional use of nonlinearity in the most challenging field of acoustics, the latest developments in transient dynamics of strongly nonlinear systems, the subtle numeric problems arising while exploring nonlinear normal modes, the fascinating topic of nonlinear dynamics of wind musical instruments, the novel developments in the field of global nonlinear dynamics, some multi-faceted mathematical challenges in the dynamics of hysteretic systems, and lastly offers theoretical, numeric and experimental insights into the intricate dynamics of systems with contact nonlinearities. The need for such a work is underscored by the fact that accounting for, understanding of, and designing with nonlinearities is becoming an emerging universal trend in engineering practice, and is predicted to be even more so in the future. The book demonstrates that the idea of exploiting strong nonlinearity in dynamical and acoustical systems has transitioned from few early theoretical works to a diverse theoretical and experimental body of current research.