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Active subspaces : emerging ideas for dimension reduction in parameter studies

Author: Paul G Constantine; Society for Industrial and Applied Mathematics,
Publisher: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2015.
Series: SIAM spotlights, 02.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
Scientists and engineers use computer simulations to study relationships between a model's input parameters and its outputs. However, thorough parameter studies are challenging, if not impossible, when the simulation is expensive and the model has several inputs. To enable studies in these instances, the engineer may attempt to reduce the dimension of the model's input parameter space. Active subspaces are an  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version: Constantine, Paul G.
Active subspaces.
Philadelphia : Society for Industrial and Applied Mathematics, 2015
(DLC) 2014048798
(OCoLC)898334338
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Paul G Constantine; Society for Industrial and Applied Mathematics,
ISBN: 9781611973860 1611973864
OCLC Number: 903733343
Description: 1 online resource (x, 100 pages).
Contents: Preface --
Quick start --
Parameterized models in physics and engineering --
Discover the active subspace --
Exploit the active subspace --
Active subspaces in action --
Summary and future directions.
Series Title: SIAM spotlights, 02.
Responsibility: Paul G. Constantine, Colorado School of Mines, Golden, Colorado.

Abstract:

Scientists and engineers use computer simulations to study relationships between a model's input parameters and its outputs. However, thorough parameter studies are challenging, if not impossible, when the simulation is expensive and the model has several inputs. To enable studies in these instances, the engineer may attempt to reduce the dimension of the model's input parameter space. Active subspaces are an emerging set of dimension reduction tools that identify important directions in the parameter space. This book describes techniques for discovering a model's active subspace and proposes methods for exploiting the reduced dimension to enable otherwise infeasible parameter studies. Readers will find: new ideas for dimension reduction; easy-to-implement algorithms; and several examples of active subspaces in action.

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