Global Sensitivity Analysis
Global Sensitivity Analysis

Author: Andrea Saltelli

Publisher: John Wiley & Sons

Published: 2008-02-28

Total Pages: 304

ISBN-13: 9780470725177

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Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Online Optimization of Large Scale Systems
Online Optimization of Large Scale Systems

Author: Martin Grötschel

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 789

ISBN-13: 3662043319

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In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.

Sensitivity Analysis in Practice
Sensitivity Analysis in Practice

Author: Andrea Saltelli

Publisher: John Wiley & Sons

Published: 2004-07-16

Total Pages: 232

ISBN-13: 047087094X

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Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

Sensitivity Analysis in Earth Observation Modelling
Sensitivity Analysis in Earth Observation Modelling

Author: George P. Petropoulos

Publisher: Elsevier

Published: 2016-10-07

Total Pages: 448

ISBN-13: 0128030313

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Sensitivity Analysis in Earth Observation Modeling highlights the state-of-the-art in ongoing research investigations and new applications of sensitivity analysis in earth observation modeling. In this framework, original works concerned with the development or exploitation of diverse methods applied to different types of earth observation data or earth observation-based modeling approaches are included. An overview of sensitivity analysis methods and principles is provided first, followed by examples of applications and case studies of different sensitivity/uncertainty analysis implementation methods, covering the full spectrum of sensitivity analysis techniques, including operational products. Finally, the book outlines challenges and future prospects for implementation in earth observation modeling. Information provided in this book is of practical value to readers looking to understand the principles of sensitivity analysis in earth observation modeling, the level of scientific maturity in the field, and where the main limitations or challenges are in terms of improving our ability to implement such approaches in a wide range of applications. Readers will also be informed on the implementation of sensitivity/uncertainty analysis on operational products available at present, on global and continental scales. All of this information is vital in the selection process of the most appropriate sensitivity analysis method to implement. - Outlines challenges and future prospects of sensitivity analysis implementation in earth observation modeling - Provides readers with a roadmap for directing future efforts - Includes case studies with applications from different regions around the globe, helping readers to explore strengths and weaknesses of the different methods in earth observation modeling - Presents a step-by-step guide, providing the principles of each method followed by the application of variants, making the reference easy to use and follow

Handbook of Design and Analysis of Experiments
Handbook of Design and Analysis of Experiments

Author: Angela Dean

Publisher: CRC Press

Published: 2015-06-26

Total Pages: 946

ISBN-13: 146650434X

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This carefully edited collection synthesizes the state of the art in the theory and applications of designed experiments and their analyses. It provides a detailed overview of the tools required for the optimal design of experiments and their analyses. The handbook covers many recent advances in the field, including designs for nonlinear models and algorithms applicable to a wide variety of design problems. It also explores the extensive use of experimental designs in marketing, the pharmaceutical industry, engineering and other areas.

Analysis of Ecological Systems: State-of-the-Art in Ecological Modelling
Analysis of Ecological Systems: State-of-the-Art in Ecological Modelling

Author: W.K. Lauenroth

Publisher: Elsevier

Published: 2013-10-22

Total Pages: 995

ISBN-13: 0444597654

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The International Society for Ecological Modelling (ISEM) sponsors conferences, workshops and training courses with the aim of advancing the development of ecological and environmental modelling. The 3rd International Conference on the state-of-the-art in ecological modelling was sponsored by the ISEM in cooperation with the National Park Service Water Resources Laboratory and hosted by the Natural Resource Ecology Laboratory at Colorado State University. Its theme was the application of ecological modelling to environmental management and this book contains the full texts of the three invited papers presented in the five general sessions, plus the final summaries and syntheses of the topics covered during those sessions.

Analysis of Kinetic Reaction Mechanisms
Analysis of Kinetic Reaction Mechanisms

Author: Tamás Turányi

Publisher: Springer

Published: 2014-12-29

Total Pages: 369

ISBN-13: 366244562X

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Chemical processes in many fields of science and technology, including combustion, atmospheric chemistry, environmental modelling, process engineering, and systems biology, can be described by detailed reaction mechanisms consisting of numerous reaction steps. This book describes methods for the analysis of reaction mechanisms that are applicable in all these fields. Topics addressed include: how sensitivity and uncertainty analyses allow the calculation of the overall uncertainty of simulation results and the identification of the most important input parameters, the ways in which mechanisms can be reduced without losing important kinetic and dynamic detail, and the application of reduced models for more accurate engineering optimizations. This monograph is invaluable for researchers and engineers dealing with detailed reaction mechanisms, but is also useful for graduate students of related courses in chemistry, mechanical engineering, energy and environmental science and biology.

Quantifying Uncertainty in Subsurface Systems
Quantifying Uncertainty in Subsurface Systems

Author: Céline Scheidt

Publisher: John Wiley & Sons

Published: 2018-04-27

Total Pages: 304

ISBN-13: 1119325870

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Under the Earth’s surface is a rich array of geological resources, many with potential use to humankind. However, extracting and harnessing them comes with enormous uncertainties, high costs, and considerable risks. The valuation of subsurface resources involves assessing discordant factors to produce a decision model that is functional and sustainable. This volume provides real-world examples relating to oilfields, geothermal systems, contaminated sites, and aquifer recharge. Volume highlights include: • A multi-disciplinary treatment of uncertainty quantification • Case studies with actual data that will appeal to methodology developers • A Bayesian evidential learning framework that reduces computation and modeling time Quantifying Uncertainty in Subsurface Systems is a multidisciplinary volume that brings together five major fields: information science, decision science, geosciences, data science and computer science. It will appeal to both students and practitioners, and be a valuable resource for geoscientists, engineers and applied mathematicians. Read the Editors’ Vox: https://eos.org/editors-vox/quantifying-uncertainty-about-earths-resources

Proceedings of the 7th International Conference on Fracture Fatigue and Wear
Proceedings of the 7th International Conference on Fracture Fatigue and Wear

Author: Magd Abdel Wahab

Publisher: Springer

Published: 2018-07-14

Total Pages: 831

ISBN-13: 9811304114

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These proceedings gather a selection of peer-reviewed papers presented at the 7th International Conference on Fracture Fatigue and Wear (FFW 2018), held at Ghent University, Belgium on 9–10 July 2018. The contributions, prepared by international scientists and engineers, cover the latest advances in and innovative applications of fracture mechanics, fatigue of materials, tribology and wear of materials. The book is intended for academics, including graduate students and researchers, as well as industrial practitioners working in the areas of fracture fatigue and wear.

Uncertainty Management in Simulation-Optimization of Complex Systems
Uncertainty Management in Simulation-Optimization of Complex Systems

Author: Gabriella Dellino

Publisher: Springer

Published: 2015-06-29

Total Pages: 282

ISBN-13: 1489975470

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​This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from slightly different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others. This editorial project brings together — as chapter contributors — researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. Editors’ goal is to take advantage of such a multidisciplinary environment, to offer to the readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice. Besides researchers and scientists of the field, the primary audience for the proposed book includes PhD students, academic teachers, as well as practitioners and professionals. Each of these categories of potential readers present adequate channels for marketing actions, e.g. scientific, academic or professional societies, internet-based communities, and authors or buyers of related publications.​