Uncertainty quantification. An accelerated course with advanced applications in computational engineering
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Inequalities; stochastic orderings (60E15) Computational methods in Markov chains (60J22) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)
The book under review results from a course given by the author and reflects both his own and collaborative research regarding the development and implementation of uncertainty quantification (UQ) techniques for large-scale applications over the last two decades. It includes several topics that are not covered in published research monographs on UQ. The author presents a set of mathematical tools from probability theory and statistics, and their organization and interconnections, which allow for constructing methodologies that are required for solving challenging large-scale problems encountered in computational engineering. The book consists of 10 chapters and a bibliography. Below is the list of chapters: Chapter 1. Fundamental notions in stochastic modeling of uncertainties and their propagation in computational models; Chapter 2. Elements of probability theory; Chapter 3. Markov process and stochastic differential equation; Chapter 4. MCMC methods for generating realizations and for estimating the mathematical expectation of nonlinear mappings of random vectors; Chapter 5. Fundamental probabilistic tools for stochastic modeling of uncertainties; Chapter 6. Brief overview of stochastic solvers for the propagation of uncertainties; Chapter 7. Fundamental tools for statistical inverse problems; Chapter 8. Uncertainty quantification in computational structural dynamics and vibro-acoustics; Chapter 9. Robust analysis with respect to the uncertainties for analysis, updating, optimization, and design; Chapter 10. Random fields and uncertainty quantification in solid mechanics of continuum media. A summary is provided at the beginning of each chapter that highlights chapter's objective and the interconnection between the chapters.
- Stochastic models of uncertainties in computational mechanics
- Introduction to uncertainty quantification
- scientific article; zbMATH DE number 6419779
- Uncertainty quantification and predictive computational science. A foundation for physical scientists and engineers
- Uncertainty quantification. Theory, implementation, and applications
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
- Dynamic analysis of a composite structure under random excitation based on the spectral element method
- A comparison of stochastic and data-driven FEM approaches to problems with insufficient material data
- Design optimization under uncertainties of a mesoscale implant in biological tissues using a probabilistic learning algorithm
- Sensitivity analysis based dimension reduction of multiscale models
- A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network
- Multi-frequency model reduction for uncertainty quantification in computational vibroacoutics
- Stochastic analysis of geometrically imperfect thin cylindrical shells using topology-aware uncertainty models
- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints
- Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
- Entropy-based closure for probabilistic learning on manifolds
- GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models
- Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets
- An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties
- Maximum entropy-based uncertainty modeling at the elemental level in linear structural and thermal problems
- Symbolic and numeric scheme for solution of linear integro-differential equations with random parameter uncertainties and Gaussian stochastic process input
- Robust dynamic analysis of detuned-mistuned rotating bladed disks with geometric nonlinearities
- Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure
- A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters
- Projection pursuit adaptation on polynomial chaos expansions
- Full-field order-reduced Gaussian process emulators for nonlinear probabilistic mechanics
- Uncertainty quantification. Theory, implementation, and applications
- Handbook of uncertainty quantification. In 2 volumes
- Introduction to uncertainty quantification
- Uncertainty quantification in laminated composites. A meta-model based approach
- An applied/computational mathematician's view of uncertainty quantification for complex systems
- scientific article; zbMATH DE number 5189546 (Why is no real title available?)
- Dealing with uncertainties in engineering problems using only available data
- Quantification of uncertainties and parameter estimation in structural dynamics: an introduction based on computational examples
- Uncertainty quantification and predictive computational science. A foundation for physical scientists and engineers
- Likely striping in stochastic nematic elastomers
- Application of a stochastic version of the restoring force surface method to identify a Duffing oscillator
- A tutorial on Sobol' global sensitivity analysis applied to biological models
- Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
- A stochastic framework for atomistic fracture
- Likely cavitation and radial motion of stochastic elastic spheres
- Compressed principal component analysis of non-Gaussian vectors
- Stochastic models of uncertainties in computational mechanics
- Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty
- Numerical Solution of Free Stochastic Differential Equations
- Stochastic modeling and statistical calibration with model error and scarce data
- Novel bootstrap-based ellipsoidal convex model for non-probabilistic reliability-based design optimization with insufficient input data
- Inspection of ratcheting models for pathological error sensitivity and overparametrization
- Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool
- Elastodynamic problem on tensor random fields with fractal and Hurst effects
- Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems
- Concurrent multiscale simulations of nonlinear random materials using probabilistic learning
- Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures
- Sensitivity of a homogeneous and isotropic second‐gradient continuum model for particle‐based materials with respect to uncertainties
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- Stochastic Methods for Modeling and Predicting Complex Dynamical Systems
- Proceedings of the 6th International Symposium on Uncertainty Quantification and Stochastic Modelling
- Physics-constrained non-Gaussian probabilistic learning on manifolds
- Stochastic second-gradient continuum theory for particle-based materials: part II
- Reconstruction of random fields concentrated on an unknown curve using irregularly sampled data
- Uncertainty quantification. Theory, implementation, and applications
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- Stochastic systems. Uncertainty quantification and propagation
- A novel weight index-based uniform partition technique of multi-dimensional probability space for structural uncertainty quantification
- Transient anisotropic kernel for probabilistic learning on manifolds
- Squared Wasserstein-2 loss functions for efficient learning of stochastic differential equations
- Probabilistic uncertainty modeling at the elemental level for linear structural dynamics
- From discrete to continuum: a generalized Euler-Maclaurin framework for scale effects in nanomechanics
- Quantum computer formulation of the FKP-operator eigenvalue problem for probabilistic learning on manifolds
- Fractional Wiener chaos. I
- Learning latent space dynamics with model-form uncertainties: a stochastic reduced-order modeling approach
- A Cauchy-Piola framework for micro-based micromorphic continua. II: A geometric theory of elastoplasticity
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