| Sensitivity & Uncertainty Analysis, Volume 1: Theory UK Edition Contributor(s): Cacuci, Dan G. (Author) |
|
 |
ISBN: 1584881151 ISBN-13: 9781584881155 Publisher: CRC Press OUR PRICE: $190.00 Product Type: Hardcover - Other Formats Published: May 2003 Annotation: As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools. Most of the techniques used for these analyses are well documented. However, a particularly useful method based on adjoint operators and applicable to a much wider variety of problems than methods traditionally used in control theory has lacked a full, systematic treatment. Sensitivity and Uncertainty Analysis. Volume I: Theory, fills that gap, focusing on the mathematical underpinnings of the Forward Sensitivity Analysis Procedure (FSAP), the Adjoint Sensitivity Analysis Procedure (ASAP), and the use of deterministically obtained sensitivities for uncertainty analysis. After a review of the requisite background material, the author explores the concepts of local sensitivity analysis for both linear and nonlinear systems. This leads to the presentation of a global sensitivity analysis procedure for determining all of the system's critical points, and then analyzing these points locally by the ASAP. Along the way, the book presents several significant paradigms that illustrate the unique advantages of using the ASAP for large-scale systems characterized by many variables and parameters. The treatment is rigorous but accessible and includes a discussion of the relative advantages and disadvantages of the ASAP and FSAP methods. The broad applicability of ASAP and FSAP make them valuable additions to your analytical toolbox and make this book a welcome complement to the available literature. |
| Additional Information |
| BISAC Categories: - Computers | Cybernetics - Mathematics | Applied - Medical |
| Dewey: 003.5 |
| LCCN: 2003043992 |
| Series: Sensitivity & Uncertainty Analysis Theory |
| Physical Information: 0.86" H x 6.14" W x 9.7" (1.23 lbs) 304 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based on adjoint operators, which is applicable to a much wider variety of problems than methods traditionally used in control theory. This book fills that gap, focusing on the mathematical underpinnings of the Adjoint Sensitivity Analysis Procedure (ASAP) and the use of deterministically obtained sensitivities for subsequent uncertainty analysis. |