Uncertain Input Data Problems and the Worst Scenario Method

Uncertain Input Data Problems and the Worst Scenario Method

Author: Ivan Hlavacek

Publisher: Elsevier

Published: 2004-12-09

Total Pages: 485

ISBN-13: 0080543375

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This book deals with the impact of uncertainty in input data on the outputs of mathematical models. Uncertain inputs as scalars, tensors, functions, or domain boundaries are considered. In practical terms, material parameters or constitutive laws, for instance, are uncertain, and quantities as local temperature, local mechanical stress, or local displacement are monitored. The goal of the worst scenario method is to extremize the quantity over the set of uncertain input data.A general mathematical scheme of the worst scenario method, including approximation by finite element methods, is presented, and then applied to various state problems modeled by differential equations or variational inequalities: nonlinear heat flow, Timoshenko beam vibration and buckling, plate buckling, contact problems in elasticity and thermoelasticity with and without friction, and various models of plastic deformation, to list some of the topics. Dozens of examples, figures, and tables are included.Although the book concentrates on the mathematical aspects of the subject, a substantial part is written in an accessible style and is devoted to various facets of uncertainty in modeling and to the state of the art techniques proposed to deal with uncertain input data.A chapter on sensitivity analysis and on functional and convex analysis is included for the reader's convenience.·Rigorous theory is established for the treatment of uncertainty in modeling· Uncertainty is considered in complex models based on partial differential equations or variational inequalities · Applications to nonlinear and linear problems with uncertain data are presented in detail: quasilinear steady heat flow, buckling of beams and plates, vibration of beams, frictional contact of bodies, several models of plastic deformation, and more ·Although emphasis is put on theoretical analysis and approximation techniques, numerical examples are also present·Main ideas and approaches used today to handle uncertainties in modeling are described in an accessible form·Fairly self-contained book


Optimization and Anti-optimization of Structures Under Uncertainty

Optimization and Anti-optimization of Structures Under Uncertainty

Author: Isaac Elishakoff

Publisher: World Scientific

Published: 2010

Total Pages: 425

ISBN-13: 1848164785

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The volume presents a collaboration between internationally recognized experts on anti-optimization and structural optimization, and summarizes various novel ideas, methodologies and results studied over 20 years. The book vividly demonstrates how the concept of uncertainty should be incorporated in a rigorous manner during the process of designing real-world structures. The necessity of anti-optimization approach is first demonstrated, then the anti-optimization techniques are applied to static, dynamic and buckling problems, thus covering the broadest possible set of applications. Finally, anti-optimization is fully utilized by a combination of structural optimization to produce the optimal design considering the worst-case scenario. This is currently the only book that covers the combination of optimization and anti-optimization. It shows how various optimization techniques are used in the novel anti-optimization technique, and how the structural optimization can be exponentially enhanced by incorporating the concept of worst-case scenario, thereby increasing the safety of the structures designed in various fields of engineering.


Numerical Mathematics and Advanced Applications

Numerical Mathematics and Advanced Applications

Author: Karl Kunisch

Publisher: Springer Science & Business Media

Published: 2008-09-19

Total Pages: 825

ISBN-13: 3540697772

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The European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) is a series of conferences held every two years to provide a forum for discussion on recent aspects of numerical mathematics and their applications. The ?rst ENUMATH conference was held in Paris (1995), and the series continued by the one in Heidelberg (1997), Jyvaskyla (1999), Ischia (2001), Prague (2003), and Santiago de Compostela (2005). This volume contains a selection of invited plenary lectures, papers presented in minisymposia, and contributed papers of ENUMATH 2007, held in Graz, Austria, September 10–14, 2007. We are happy that so many people have shown their interest in this conference. In addition to the ten invited presentations and the public lecture, we had more than 240 talks in nine minisymposia and ?fty four sessions of contributed talks, and about 316 participants from all over the world, specially from Europe. A total of 98 contributions appear in these proceedings. Topics include theoretical aspects of new numerical techniques and algorithms, as well as to applications in engineering and science. The book will be useful for a wide range of readers, giving them an excellent overview of the most modern methods, techniques, algorithms and results in numerical mathematics, scienti?c computing and their applications. We would like to thank all the participants for the attendance and for their va- ablecontributionsanddiscussionsduringtheconference.Specialthanksgothe m- isymposium organizers, who made a large contribution to the conference, the chair persons, and all speakers.


Numerical Approximation of the Magnetoquasistatic Model with Uncertainties

Numerical Approximation of the Magnetoquasistatic Model with Uncertainties

Author: Ulrich Römer

Publisher: Springer

Published: 2016-07-27

Total Pages: 128

ISBN-13: 3319412949

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This book presents a comprehensive mathematical approach for solving stochastic magnetic field problems. It discusses variability in material properties and geometry, with an emphasis on the preservation of structural physical and mathematical properties. It especially addresses uncertainties in the computer simulation of magnetic fields originating from the manufacturing process. Uncertainties are quantified by approximating a stochastic reformulation of the governing partial differential equation, demonstrating how statistics of physical quantities of interest, such as Fourier harmonics in accelerator magnets, can be used to achieve robust designs. The book covers a number of key methods and results such as: a stochastic model of the geometry and material properties of magnetic devices based on measurement data; a detailed description of numerical algorithms based on sensitivities or on a higher-order collocation; an analysis of convergence and efficiency; and the application of the developed model and algorithms to uncertainty quantification in the complex magnet systems used in particle accelerators.


Interval Methods for Uncertain Power System Analysis

Interval Methods for Uncertain Power System Analysis

Author: Alfredo Vaccaro

Publisher: John Wiley & Sons

Published: 2023-10-31

Total Pages: 148

ISBN-13: 1119855047

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Explore the applications of range analysis to power systems under conditions of uncertainty In Interval Methods for Uncertain Power System Analysis, accomplished engineer Dr. Alfredo Vaccaro delivers a comprehensive discussion of the mathematical foundations of range analysis and its application to solving traditional power system operation problems in the presence of strong and correlated uncertainties. The book explores highly relevant topics in the area, from interval methods for uncertainty representation and management to a variety of application examples. The author offers readers the latest methodological breakthroughs and roadmaps to implementing the mathematics discussed within, as well as best practices commonly employed across the industry. Interval Methods for Uncertain Power System Analysis includes examinations of linear and non-linear equations, as well as: A thorough introduction to reliable computing, including discussions of interval arithmetic and interval-based operators Comprehensive explorations of uncertain power flow analysis, including discussions of problem formulation and sources of uncertainty in power flow analysis In-depth examinations of uncertain optimal power flow analysis Fulsome discussions of uncertain small signal stability analysis, including treatments of how to compute eigenvalues of uncertain matrices Perfect for engineers working in power flow and optimal power flow analyses, optimization theory, and computer aided simulation, Interval Methods for Uncertain Power System Analysis will also earn a place in the libraries of researchers and graduate students studying decision making under uncertainty in power systems operation.


Design Methods for Reducing Failure Probabilities with Examples from Electrical Engineering

Design Methods for Reducing Failure Probabilities with Examples from Electrical Engineering

Author: Mona Fuhrländer

Publisher: Springer Nature

Published: 2023-08-28

Total Pages: 168

ISBN-13: 3031370198

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This book deals with efficient estimation and optimization methods to improve the design of electrotechnical devices under uncertainty. Uncertainties caused by manufacturing imperfections, natural material variations, or unpredictable environmental influences, may lead, in turn, to deviations in operation. This book describes two novel methods for yield (or failure probability) estimation. Both are hybrid methods that combine the accuracy of Monte Carlo with the efficiency of surrogate models. The SC-Hybrid approach uses stochastic collocation and adjoint error indicators. The non-intrusive GPR-Hybrid approach consists of a Gaussian process regression that allows surrogate model updates on the fly. Furthermore, the book proposes an adaptive Newton-Monte-Carlo (Newton-MC) method for efficient yield optimization. In turn, to solve optimization problems with mixed gradient information, two novel Hermite-type optimization methods are described. All the proposed methods have been numerically evaluated on two benchmark problems, such as a rectangular waveguide and a permanent magnet synchronous machine. Results showed that the new methods can significantly reduce the computational effort of yield estimation, and of single- and multi-objective yield optimization under uncertainty. All in all, this book presents novel strategies for quantification of uncertainty and optimization under uncertainty, with practical details to improve the design of electrotechnical devices, yet the methods can be used for any design process affected by uncertainties.


Combinatorial Optimization Under Uncertainty

Combinatorial Optimization Under Uncertainty

Author: Ritu Arora

Publisher: CRC Press

Published: 2023-05-12

Total Pages: 184

ISBN-13: 1000859851

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This book discusses the basic ideas, underlying principles, mathematical formulations, analysis and applications of the different combinatorial problems under uncertainty and attempts to provide solutions for the same. Uncertainty influences the behaviour of the market to a great extent. Global pandemics and calamities are other factors which affect and augment unpredictability in the market. The intent of this book is to develop mathematical structures for different aspects of allocation problems depicting real life scenarios. The novel methods which are incorporated in practical scenarios under uncertain circumstances include the STAR heuristic approach, Matrix geometric method, Ranking function and Pythagorean fuzzy numbers, to name a few. Distinct problems which are considered in this book under uncertainty include scheduling, cyclic bottleneck assignment problem, bilevel transportation problem, multi-index transportation problem, retrial queuing, uncertain matrix games, optimal production evaluation of cotton in different soil and water conditions, the healthcare sector, intuitionistic fuzzy quadratic programming problem, and multi-objective optimization problem. This book may serve as a valuable reference for researchers working in the domain of optimization for solving combinatorial problems under uncertainty. The contributions of this book may further help to explore new avenues leading toward multidisciplinary research discussions.


Computational Science — ICCS 2002

Computational Science — ICCS 2002

Author: Peter M.A. Sloot

Publisher: Springer

Published: 2003-08-01

Total Pages: 1265

ISBN-13: 3540477896

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Computational Science is the scientific discipline that aims at the development and understanding of new computational methods and techniques to model and simulate complex systems. The area of application includes natural systems - such as biology environ mental and geo-sciences, physics, and chemistry - and synthetic systems such as electronics and financial and economic systems. The discipline is a bridge bet ween 'classical' computer science - logic, complexity, architecture, algorithm- mathematics, and the use of computers in the aforementioned areas. The relevance for society stems from the numerous challenges that exist in the various science and engineering disciplines, which can be tackled by advances made in this field. For instance new models and methods to study environmental issues like the quality of air, water, and soil, and weather and climate predictions through simulations, as well as the simulation-supported development of cars, airplanes, and medical and transport systems etc. Paraphrasing R. Kenway (R.D. Kenway, Contemporary Physics. 1994): 'There is an important message to scientists, politicians, and industrialists: in the future science, the best industrial design and manufacture, the greatest medical progress, and the most accurate environmental monitoring and forecasting will be done by countries that most rapidly exploit the full potential of computational science'. Nowadays we have access to high-end computer architectures and a large range of computing environments, mainly as a consequence of the enormous sti mulus from the various international programs on advanced computing, e.g.


Mathematical and Computational Methods in Biomechanics of Human Skeletal Systems

Mathematical and Computational Methods in Biomechanics of Human Skeletal Systems

Author: Jiri Nedoma

Publisher: John Wiley & Sons

Published: 2011-06-09

Total Pages: 458

ISBN-13: 1118006461

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Cutting-edge solutions to current problems in orthopedics, supported by modeling and numerical analysis Despite the current successful methods and achievements of good joint implantations, it is essential to further optimize the shape of implants so they may better resist extreme long-term mechanical demands. This book provides the orthopedic, biomechanical, and mathematical basis for the simulation of surgical techniques in orthopedics. It focuses on the numerical modeling of total human joint replacements and simulation of their functions, along with the rigorous biomechanics of human joints and other skeletal parts. The book includes: An introduction to the anatomy and biomechanics of the human skeleton, biomaterials, and problems of alloarthroplasty The definition of selected simulated orthopedic problems Constructions of mathematical model problems of the biomechanics of the human skeleton and its parts Replacement parts of the human skeleton and corresponding mathematical model problems Detailed mathematical analyses of mathematical models based on functional analysis and finite element methods Biomechanical analyses of particular parts of the human skeleton, joints, and corresponding replacements A discussion of the problems of data processing from nuclear magnetic resonance imaging and computer tomography This timely book offers a wealth of information on the current research in this field. The theories presented are applied to specific problems of orthopedics. Numerical results are presented and discussed from both biomechanical and orthopedic points of view and treatment methods are also briefly addressed. Emphasis is placed on the variational approach to the investigated model problems while preserving the orthopedic nature of the investigated problems. The book also presents a study of algorithmic procedures based on these simulation models. This is a highly useful tool for designers, researchers, and manufacturers of joint implants who require the results of suggested experiments to improve existing shapes or to design new shapes. It also benefits graduate students in orthopedics, biomechanics, and applied mathematics.


Multifaceted Uncertainty Quantification

Multifaceted Uncertainty Quantification

Author: Isaac Elishakoff

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2024-09-23

Total Pages: 384

ISBN-13: 3111354237

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The book exposes three alternative and competing approaches to uncertainty analysis in engineering. It is composed of some essays on various sub-topics like random vibrations, probabilistic reliability, fuzzy-sets-based analysis, unknown-but-bounded variables, stochastic linearization, possible difficulties with stochastic analysis of structures.