Sensitivity & Uncertainty Analysis

Sensitivity & Uncertainty Analysis

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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.In particular, Fourier transforms are well-suited for dealing with the PDF of sums of random variables, while Mellin transforms are well suited for dealing with PDF of products of random variables. For example, the PDF zf, of the sum yxz , where anbsp;...

Title:Sensitivity & Uncertainty Analysis
Author:Dan G. Cacuci
Publisher:CRC Press - 2003-05-28


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