Spectral methods for uncertainty quantification: with applications to computational fluid dynamics

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 dealingwith 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. . INDICE: 1 Introduction: Uncertainty Quantication and Propagation.- Part I Basic Formulations.- 2 Spectral Expansions.- 3 Non-Intrusive Methods.- 4 Galerkin Methods.- 5 Example of Applications.- Part II Advanced topics.- 6 Solvers for spectral problems.- 7 Multi Resolution Analysis schemes.- 8 Adaptive Methods.- 9 Open problems and closing remarks.- References.- A Essential elements of probability theory.- B Orthogonal polynomials.- C Implementation of product and moment formula.

• ISBN: 978-94-007-3192-9
• Editorial: Springer
• Encuadernacion: Rústica
• Fecha Publicación: 28/05/2012
• Nº Volúmenes: 1
• Idioma: Inglés