Uncertainty Quantification and Stochastic Modeling with Matlab

Nonfiction, Science & Nature, Mathematics, Applied, Technology, Engineering, Mechanical
Cover of the book Uncertainty Quantification and Stochastic Modeling with Matlab by Eduardo Souza de Cursi, Rubens Sampaio, Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Eduardo Souza de Cursi, Rubens Sampaio ISBN: 9780081004715
Publisher: Elsevier Science Publication: April 9, 2015
Imprint: ISTE Press - Elsevier Language: English
Author: Eduardo Souza de Cursi, Rubens Sampaio
ISBN: 9780081004715
Publisher: Elsevier Science
Publication: April 9, 2015
Imprint: ISTE Press - Elsevier
Language: English

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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Elsevier Science

Cover of the book Reproductive and Developmental Toxicology by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Molecule-Based Materials by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book The Neurobiology of Brain and Behavioral Development by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Handbook of Natural Resource and Energy by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Structural Genomics, Part B by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book T-box Genes in Development and Disease by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Welding Steels without Hydrogen Cracking by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Integrated System Health Management by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Wireless Reconnaissance in Penetration Testing by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Ostracoda as Proxies for Quaternary Climate Change by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Liver Regeneration by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Proteomics in Food Science by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Conflict Management for Security Professionals by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Threshold Graphs and Related Topics by Eduardo Souza de Cursi, Rubens Sampaio
Cover of the book Industrial Water Treatment Process Technology by Eduardo Souza de Cursi, Rubens Sampaio
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy