Spectral Methods for Uncertainty Quantification

Name: Spectral Methods for Uncertainty Quantification
Brand: Springer
SKU: 9789048135196
Price: 773.92 RON
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With Applications to Computational Fluid Dynamics

Autor: O. P. LeMaître, Omar M. Knio

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Legare: Copertă tare

Editura: Springer

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This book presents applications of spectral methods to problems of uncertainty propagation and quant...

Informații despre carte

Autor

O. P. LeMaître, Omar M. Knio

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2010

Pagini

536

EAN

9789048135196

ISBN

9048135192

Enbook ID

01973026

Editura

Springer

Greutate

2090

Dimensiuni

155 x 235 x 39

Descriere completă

This book presents applications of spectral methods to problems of uncertainty propagation and quantification in model-based computations, focusing on the computational and algorithmic features of these methods most useful in dealing with models based on partial differential equations, in particular models arising in simulations of fluid flows. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundations associated with probability and measure spaces. A brief discussion is provided of only those theoretical aspects needed to set the stage for subsequent applications. These are demonstrated through detailed treatments of elementary problems, as well as in more elaborate examples involving vortex-dominated flows and compressible flows at low Mach numbers. Some recent developments are also outlined in the book, including iterative techniques (such as stochastic multigrids and Newton schemes), intrusive and non-intrusive formalisms, spectral representations using mixed and discontinuous bases, multi-resolution approximations, and adaptive techniques. Readers are assumed to be familiar with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral approximation is helpful but not essential.

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Spectral Methods for Uncertainty Quantification

With Applications to Computational Fluid Dynamics

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Descriere completă

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