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.​


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.


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.


Uncertainty and Sensitivity Analysis for Long-running Computer Codes

Uncertainty and Sensitivity Analysis for Long-running Computer Codes

Author: Dustin R. Langewisch

Publisher:

Published: 2010

Total Pages: 158

ISBN-13:

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This thesis presents a critical review of existing methods for performing probabilistic uncertainty and sensitivity analysis for complex, computationally expensive simulation models. Uncertainty analysis (UA) methods reviewed include standard Monte Carlo simulation, Latin Hypercube sampling, importance sampling, line sampling, and subset simulation. Sensitivity analysis (SA) methods include scatter plots, Monte Carlo filtering, regression analysis, variance-based methods (Sobol' sensitivity indices and Sobol' Monte Carlo algorithms), and Fourier amplitude sensitivity tests. In addition, this thesis reviews several existing metamodeling techniques that are intended provide quick-running approximations to the computer models being studied. Because stochastic simulation-based UA and SA rely on a large number (e.g., several thousands) of simulations, metamodels are recognized as a necessary compromise when UA and SA must be performed with long-running (i.e., several hours or days per simulation) computational models. This thesis discusses the use of polynomial Response Surfaces (RS), Artificial Neural Networks (ANN), and Kriging/Gaussian Processes (GP) for metamodeling. Moreover, two methods are discussed for estimating the uncertainty introduced by the metamodel. The first of these methods is based on a bootstrap sampling procedure, and can be utilized for any metamodeling technique.


Artificial Intelligence in Performance-Driven Design

Artificial Intelligence in Performance-Driven Design

Author: Narjes Abbasabadi

Publisher: John Wiley & Sons

Published: 2024-05-29

Total Pages: 308

ISBN-13: 1394172060

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ARTIFICIAL INTELLIGENCE IN PERFORMANCE-DRIVEN DESIGN A definitive, interdisciplinary reference to using artificial intelligence technology and data-driven methodologies for sustainable design Artificial Intelligence in Performance-Driven Design: Theories, Methods, and Tools explores the application of artificial intelligence (AI), specifically machine learning (ML), for performance modeling within the built environment. This work develops the theoretical foundations and methodological frameworks for utilizing AI/ML, with an emphasis on multi-scale modeling encompassing energy flows, environmental quality, and human systems. The book examines relevant practices, case studies, and computational tools that harness AI’s capabilities in modeling frameworks, enhancing the efficiency, accuracy, and integration of physics-based simulation, optimization, and automation processes. Furthermore, it highlights the integration of intelligent systems and digital twins throughout the lifecycle of the built environment, to enhance our understanding and management of these complex environments. This book also: Incorporates emerging technologies into practical ideas to improve performance analysis and sustainable design Presents data-driven methodologies and technologies that integrate into modeling and design platforms Shares valuable insights and tools for developing decarbonization pathways in urban buildings Includes contributions from expert researchers and educators across a range of related fields Artificial Intelligence in Performance-Driven Design is ideal for architects, engineers, planners, and researchers involved in sustainable design and the built environment. It’s also of interest to students of architecture, building science and technology, urban design and planning, environmental engineering, and computer science and engineering.


Building Energy Modeling with OpenStudio

Building Energy Modeling with OpenStudio

Author: Larry Brackney

Publisher: Springer

Published: 2018-05-15

Total Pages: 356

ISBN-13: 3319778099

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This textbook teaches the fundamentals of building energy modeling and analysis using open source example applications built with the US DOE’s OpenStudio modeling platform and EnergyPlus simulation engine. Designed by researchers at US National Laboratories to support a new generation of high performance buildings, EnergyPlus and OpenStudio are revolutionizing how building energy modeling is taught in universities and applied by professional architects and engineers around the world. The authors, all researchers at National Renewable Energy Laboratory and members of the OpenStudio software development team, present modeling concepts using open source software that may be generally applied using a variety of software tools commonly used by design professionals. The book also discusses modeling process automation in the context of OpenStudio Measures—small self-contained scripts that can transform energy models and their data—to save time and effort. They illustrate key concepts through a sophisticated example problem that evolves in complexity throughout the book. The text also examines advanced topics including daylighting, parametric analysis, uncertainty analysis, design optimization, and model calibration. Building Energy Modeling with OpenStudio teaches students to become sophisticated modelers rather than simply proficient software users. It supports undergraduate and graduate building energy courses in Architecture, and in Mechanical, Civil, Architectural, and Sustainability Engineering.


Mathematical Modeling of Biofilms

Mathematical Modeling of Biofilms

Author: IWA Task Group on Biofilm Modeling

Publisher: IWA Publishing

Published: 2006-04-30

Total Pages: 194

ISBN-13: 1843390876

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Over 90% of bacterial biomass exists in the form of biofilms. The ability of bacteria to attach to surfaces and to form biofilms often is an important competitive advantage for them over bacteria growing in suspension. Some biofilms are "good" in natural and engineered systems; they are responsible for nutrient cycling in nature and are used to purify waters in engineering processes. Other biofilms are "bad" when they cause fouling and infections of humans and plants. Whether we want to promote good biofilms or eliminate bad biofilms, we need to understand how they work and what works to control them. Mathematical Modeling of Biofilms provides guidelines for the selection and use of mathematical models of biofilms. The whole range of existing models - from simple analytical expressions to complex numerical models - is covered. The application of the models for the solution of typical problems is demonstrated, and the performance of the models is tested in comparative studies. With the dramatic evolution of the computational capacity still going on, modeling tools for research and practice will become more and more significant in the next few years. This report provides the foundation to understand the models and to select the most appropriate one for a given use. Mathematical Modeling of Biofilms gives a state-of-the-art overview that is especially valuable for educating students, new biofilm researchers, and design engineers. Through a series of three benchmark problems, the report demonstrates how to use the different models and indicates when simple or highly complex models are most appropriate. This is the first report to give a quantitative comparison of existing biofilm models. The report supports model-based design of biofilm reactors. The report can be used as basis for teaching biofilm-system modeling. The report provides the foundation for researchers seeking to use biofilm modeling or to develop new biofilm models. Scientific and Technical Report No.18