Uncertainty Quantification and Stochastic Modeling with Matlab / (Record no. 247068)
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| fixed length control field | 06078cam a2200553Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn906575071 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190328114810.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150406s2015 enk ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | N$T |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | N$T |
| Modifying agency | N$T |
| -- | BTCTA |
| -- | CDX |
| -- | COO |
| -- | OPELS |
| -- | IDEBK |
| -- | E7B |
| -- | UIU |
| -- | YDXCP |
| -- | OCLCF |
| -- | EBLCP |
| -- | DEBSZ |
| -- | FEM |
| -- | VGM |
| -- | OCLCQ |
| -- | BUF |
| -- | U3W |
| -- | D6H |
| -- | OCLCQ |
| -- | WYU |
| 019 ## - | |
| -- | 908100355 |
| -- | 968002077 |
| -- | 969082919 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780081004715 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0081004710 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781785480058 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1785480057 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)906575071 |
| Canceled/invalid control number | (OCoLC)908100355 |
| -- | (OCoLC)968002077 |
| -- | (OCoLC)969082919 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.2 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cursi, Eduardo Souza de, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Uncertainty Quantification and Stochastic Modeling with Matlab / |
| Medium | [electronic resource] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | London : |
| Name of producer, publisher, distributor, manufacturer | ISTE Press Ltd ; |
| Place of production, publication, distribution, manufacture | Kidlington, Oxford : |
| Name of producer, publisher, distributor, manufacturer | Elsevier Ltd., |
| Date of production, publication, distribution, manufacture, or copyright notice | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Source | rda |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Vendor-supplied metadata. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability and engineering, but also within the natural sciences. Literature on the topic has up until now been largely based on polynomial chaos, which raises difficulties when considering different types of approximation and does not lead to a unified presentation of the methods. Moreover, this description does not consider either deterministic problems or infinite dimensional ones. This book gives a unified, practical and comprehensive presentation of the main techniques used for the characterization of the effect of uncertainty on numerical models and on their exploitation in numerical problems. In particular, applications to linear and nonlinear systems of equations, differential equations, optimization and reliability are presented. Applications of stochastic methods to deal with deterministic numerical problems are also discussed. Matlab� illustrates the implementation of these methods and makes the book suitable as a textbook and for self-study. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Front Cover ; Uncertainty Quantification and Stochastic Modeling with Matlab� ; Copyright ; Contents ; Introduction ; Chapter 1: Elements of Probability Theory and Stochastic Processes ; 1.1. Notation ; 1.2. Numerical Characteristics of Finite Populations ; 1.3. Matlab Implementation; 1.4. Couples of Numerical Characteristics ; 1.5. Matlab Implementation ; 1.6. Hilbertian Properties of the Numerical Characteristics ; 1.7. Measure and Probability ; 1.8. Construction of Measures ; 1.9. Measures, Probability and Integrals in Infinite Dimensional Spaces ; 1.10. Random Variables. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1.11. Hilbertian Properties of Random Variables 1.12. Sequences of Random Variables ; 1.13. Some Usual Distributions ; 1.14. Samples of Random Variables ; 1.15. Gaussian Samples ; 1.16. Stochastic Processes ; 1.17. Hilbertian Structure ; 1.18. Wiener Process ; 1.19. Ito Integrals ; 1.20. Ito Calculus ; Chapter 2: Maximum Entropy and Information ; 2.1. Construction of a Stochastic Model ; 2.2. The Principle of Maximum Entropy ; 2.3. Generating Samples of Random Variables, Random Vectors and Stochastic Processes. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 2.4. Karhunen-Lo�eve Expansions and Numerical Generation of Variates from Stochastic Processes Chapter 3: Representation of Random Variables ; 3.1. Approximations Based on Hilbertian Properties ; 3.2. Approximations Based on Statistical Properties (Moment Matching Method); 3.3. Interpolation-Based Approximations (Collocation); Chapter 4: Linear Algebraic Equations Under Uncertainty ; 4.1. Representation of the Solution of Uncertain Linear Systems ; 4.2. Representation of Eigenvalues and Eigenvectors of Uncertain Matrices ; 4.3. Stochastic Methods for Deterministic Linear Systems. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 5: Nonlinear Algebraic Equations Involving Random Parameters 5.1. Nonlinear Systems of Algebraic Equations ; 5.2. Numerical Solution of Noisy Deterministic Systems of Nonlinear Equations ; Chapter 6: Differential Equations Under Uncertainty ; 6.1. The Case of Linear Differential Equations ; 6.2. The Case of Nonlinear Differential Equations ; 6.3. The Case of Partial Differential Equations ; 6.4. Reduction of Hamiltonian Systems ; 6.5. Local Solution of Deterministic Differential Equations by Stochastic Simulation ; 6.6. Statistics of Dynamical Systems. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 7: Optimization Under Uncertainty 7.1. Representation of the Solutions in Unconstrained Optimization ; 7.2. Stochastic Methods in Deterministic Continuous Optimization ; 7.3. Population-Based Methods; 7.4. Determination of Starting Points ; Chapter 8: Reliability-Based Optimization ; 8.1. The Model Situation ; 8.2. Reliability Index ; 8.3. FORM; 8.4. The Bi-Level or Double-Loop Method; 8.5. One-Level or Single-Loop Approach ; 8.6. Safety Factors ; Bibliography ; Index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Uncertainty (Information theory) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Applied. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic models. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01737780 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Uncertainty (Information theory) |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01160838 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sampaio, Rubens, |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| International Standard Book Number | 9780081004715 |
| Record control number | (OCoLC)906575071 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | ScienceDirect |
| Uniform Resource Identifier | http://www.sciencedirect.com/science/book/9781785480058 |
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