Numerical Methods For Stochastic Computations

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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

Uncertainty Quantification In Computational Fluid Dynamics And Aircraft Engines

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Author : Francesco Montomoli
language : en
Publisher: Springer
Release Date : 2018-06-21

Uncertainty Quantification In Computational Fluid Dynamics And Aircraft Engines written by Francesco Montomoli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-21 with Technology & Engineering categories.

This book introduces design techniques developed to increase the safety of aircraft engines, and demonstrates how the application of stochastic methods can overcome problems in the accurate prediction of engine lift caused by manufacturing error. This in turn addresses the issue of achieving required safety margins when hampered by limits in current design and manufacturing methods. The authors show that avoiding the potential catastrophe generated by the failure of an aircraft engine relies on the prediction of the correct behaviour of microscopic imperfections. This book shows how to quantify the possibility of such failure, and that it is possible to design components that are inherently less risky and more reliable. This new, updated and significantly expanded edition gives an introduction to engine reliability and safety to contextualise this important issue, evaluates newly-proposed methods for uncertainty quantification as applied to jet engines. Uncertainty Quantification in Computational Fluid Dynamics and Aircraft Engines will be of use to gas turbine manufacturers and designers as well as CFD practitioners, specialists and researchers. Graduate and final year undergraduate students in aerospace or mathematical engineering may also find it of interest.

Proceedings Of 8th Gacm Colloquium On Computational Mechanics

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Author : Tobias Gleim
language : en
Publisher: kassel university press GmbH
Release Date : 2019-09-04

Proceedings Of 8th Gacm Colloquium On Computational Mechanics written by Tobias Gleim and has been published by kassel university press GmbH this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-04 with Technology & Engineering categories.

This conference book contains papers presented at the 8th GACM Colloquium on Computational Mechanics for Young Scientists from Academia and Industry. The conference was held from August 28th – 30th, 2019 in Kassel, hosted by the Institute of Mechanics and Dynamics of the department for civil and environmental engineering and by the chair of Engineering Mechanics / Continuum Mechanics of the department for mechanical engineering of the University of Kassel. The aim of the conference is, to bring together young scientits who are engaged in academic and industrial research on Computational Mechanics and Computer Methods in Applied Sciences. It provides a plattform to present and discuss recent results from research efforts and industrial applications. In more than 150 presentations, given by young scientists, current scientific developments and advances in engineering practice in this field are presented and discussed. The contributions of the young researchers are supplemented by a poster session and plenary talks from four senior scientists from academia and industry as well as from the GACM Best PhD Award winners 2017 and 2018.

Computational Science Iccs 2003 Part 1

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Author : Peter Sloot
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-05-22

Computational Science Iccs 2003 Part 1 written by Peter Sloot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-05-22 with Computers categories.

The four-volume set LNCS 2657, LNCS 2658, LNCS 2659, and LNCS 2660 constitutes the refereed proceedings of the Third International Conference on Computational Science, ICCS 2003, held concurrently in Melbourne, Australia and in St. Petersburg, Russia in June 2003. The four volumes present more than 460 reviewed contributed and invited papers and span the whole range of computational science, from foundational issues in computer science and algorithmic mathematics to advanced applications in virtually all application fields making use of computational techniques. These proceedings give a unique account of recent results in the field.

Applied Decisions In Area Of Mechanical Engineering And Industrial Manufacturing

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Author : Kuang Chao Fan
language : en
Publisher: Trans Tech Publications Ltd
Release Date : 2014-07-04

Applied Decisions In Area Of Mechanical Engineering And Industrial Manufacturing written by Kuang Chao Fan and has been published by Trans Tech Publications Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-04 with Technology & Engineering categories.

Selected, peer reviewed papers from the 3rd International Conference on Mechanical, Control, and Electronic Information (ICMCEI 2014), June 27-29, 2014, Taiwan

Uncertainty Quantification In Computational Fluid Dynamics

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Author : Hester Bijl
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-20

Uncertainty Quantification In Computational Fluid Dynamics written by Hester Bijl and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-20 with Mathematics categories.

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.

Application And Theory Of Petri Nets And Concurrency

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Author : Fabrice Kordon
language : en
Publisher: Springer
Release Date : 2016-06-08

Application And Theory Of Petri Nets And Concurrency written by Fabrice Kordon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-08 with Mathematics categories.

This book constitutes the proceedings of the 37th International Conference on Application and Theory of Petri Nets and Concurrency, PETRI NETS 2016, held in Toruń, Poland, in June 2016. Petri Nets 2016 was co-located with the Application of Concurrency to System Design Conference, ACSD 2016. The 16 papers including 3 tool papers with 4 invited talks presented together in this volume were carefully reviewed and selected from 42 submissions. Papers presenting original research on application or theory of Petri nets, as well as contributions addressing topics relevant to the general field of distributed and concurrent systems are presented within this volume.

Numerical Methods For Stochastic Partial Differential Equations With White Noise

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Author : Zhongqiang Zhang
language : en
Publisher: Springer
Release Date : 2017-09-01

Numerical Methods For Stochastic Partial Differential Equations With White Noise written by Zhongqiang Zhang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-01 with Mathematics categories.

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 with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Numerical Approaches To Combustion Modeling

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Author : Elaine S. Oran
language : en
Publisher: AIAA (American Institute of Aeronautics & Astronautics)
Release Date : 1991

Numerical Approaches To Combustion Modeling written by Elaine S. Oran and has been published by AIAA (American Institute of Aeronautics & Astronautics) this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Science categories.

Energy Research Abstracts

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Author :
language : en
Publisher:
Release Date : 1986

Energy Research Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Power resources categories.