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Sensitivity and uncertainty analysis. Vol. 2: Applications to large-scale systems. (English) Zbl 1083.60002

Boca Raton, FL: Chapman and Hall/CRC (ISBN 1-58488-116-X/hbk; 978-0-203-48357-2/ebook). xii, 352 p. (2005).
Sensitivity and uncertainty analysis are becoming increasingly widespread in many fields of engineering and sciences. There are many methods, based either on deterministic or statistical concepts, for performing sensitivity and uncertainty analysis. Two of the modern deterministic methods, namely adjoint sensitivity analysis procedure (ASAP) and the global adjoint sensitivity analysis procedure (GASAP) were presented in detail in Volume 1 of this book by the first author (2003; Zbl 1030.60001).
Volume 2 (this volume) extends the underlying theory of these methods into practice with a focus on their application to large-scale systems. This volume consists of six chapters, References with 126 items and Index. Chapter 1 reviews and summarizes the salient features, highlighting relative strengths and weaknesses, of the most prominent screening design methods, statistical methods (local and global), and deterministic methods (local and global), as they are currently applied in practice. Chapter 2 presents applications of the ASAP to transient one-dimensional two-phase flow problems modeled by well-posed quasi-linear partial differential equations. Chapter 3 gives the theoretical foundation for the modular implementation of the ASAP for complex simulations systems. The general sensitivity theory, including the ASAP for the response functional of a physical systems, defined at critical points, is presented in Chapter 4. Chapter 5 and 6 present paradigm application of the ASAP to a radiative-convective model for climate simulation and for numerical weather prediction. This book may be useful for the experts in sensitivity and uncertainty analysis theory.

MSC:

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90C31 Sensitivity, stability, parametric optimization

Citations:

Zbl 1030.60001