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Sensitivity & Uncertainty Analysis, Volume 1

Book

Sensitivity & Uncertainty Analysis, Volume 1

DOI link for Sensitivity & Uncertainty Analysis, Volume 1

Sensitivity & Uncertainty Analysis, Volume 1 book

Theory

Sensitivity & Uncertainty Analysis, Volume 1

DOI link for Sensitivity & Uncertainty Analysis, Volume 1

Sensitivity & Uncertainty Analysis, Volume 1 book

Theory
ByDan G. Cacuci
Edition 1st Edition
First Published 2003
eBook Published 28 May 2003
Pub. Location New York
Imprint Chapman and Hall/CRC
DOI https://doi.org/10.1201/9780203498798
Pages 304
eBook ISBN 9780429210099
Subjects Engineering & Technology, Mathematics & Statistics
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Cacuci, D.G. (2003). Sensitivity & Uncertainty Analysis, Volume 1: Theory (1st ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9780203498798

ABSTRACT

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.

TABLE OF CONTENTS

I. Concepts Of Matrix And Operator Theory For Sensitivity And Uncertainty Analysis, Ii. Concepts Of Probability Theory For Sensitivity And Uncertainty Analysis, Iii. Measurement Errors And Uncertainties: Basic Concepts, Iv. Local Sensitivity And Uncertainty Analysis Of Linear Systems, V. Local Sensitivity And Uncertainty Analysis Of Nonlinear Systems, Vi. Global Optimization And Sensitivity Analysis

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