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Spectral Methods for Uncertainty Quantification

Name: Spectral Methods for Uncertainty Quantification
Brand: Springer
SKU: 01973026
Price: 144.07 EUR
Availability: InStock
Author: O. P. LeMaître
ISBN: 9789048135196

With Applications to Computational Fluid Dynamics

O. P. LeMaître

Omar M. Knio

Language

English

Book Hardback

Libristo code: 01973026

Publishers Springer, April 2010

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

Libristo code: 01973026

349 b

144.07 €

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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.