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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Numerical Linear Alg...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Numerical Linear Algebra with Applications
Article . 2020 . Peer-reviewed
License: Wiley Online Library User Agreement
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2021
Data sources: zbMATH Open
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Spectral analysis for uncertainty quantification

Spectral analysis for uncertainty quantification.
Authors: Barry Lee;

Spectral analysis for uncertainty quantification

Abstract

AbstractDuring the past few decades, uncertainty quantification (UQ) techniques have been developed and applied to many applications. The majority of these techniques have been applied directly to specifically defined problems, that is, problems described by a mathematical operator and a specific source term, both which may be endowed with uncertainty. In this article, we take an alternative approach: applying UQ techniques to probe the operator. The goal is to extract intrinsic structures of the problem, particularly operator structures that reveal the propagation of uncertainty which a UQ analysis of a specific problem may not accurately extract. There are many practical reasons for this. For example, the operator often contains more aspects of uncertainty than the forcing term, and the operator is often computationally expensive to form and hence, wasteful to use only for determining the solution of a sample instantiation. The anticipation is that the detailed information can lead to more accurate and efficient UQ analysis of the general problem. In this article, we consider only linear problems since we want to explore the potential benefits of this approach without the added complexities introduced by nonlinearities. This linearity assumption allows us to explore structures exposed by the spectrum of the operator. We explore sensitivity of the eigenvectors to determine a relationship between the spatial and uncertainty parameter dimensions, and then construct an adaptive parameter procedure based on this relationship. We also explore the propagation of uncertainties in multicomponent systems, like in multiphysics applications, by examining the coupling in the smooth‐frequency eigenvectors; and explore componentized UQ processing based on the eigenvalues/vectors of the state‐equation operator in goal‐oriented multiple‐input/multiple‐output systems. Analysis and numerical examples demonstrating the applicability of the methods are presented.

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Keywords

Linear equations (linear algebraic aspects), sensitivity analysis, uncertainty quantification, goal-oriented problems, participation factors, spectral analysis, Probabilistic models, generic numerical methods in probability and statistics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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