Strategies for Improved Performance of Probabilistic Simulations:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Dresden
TUDpress
2024
|
| Edition: | 1. Auflage |
| Series: | Schriftenreihe aus dem Institut für Strömungsmechanik
Band 40 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXI, 131 Seiten Illustrationen, Diagramme 22 cm x 17 cm |
| ISBN: | 9783959086387 3959086385 |
Staff View
MARC
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Record in the Search Index
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| adam_text |
CONTENTS
ABSTRACT
V
ZUSAMMENFASSUNG
VI
LIST
OF
FIGURES
XI
LIST
OF
TABLES
XIV
LIST
OF
MATHEMATICAL
SYMBOLS
XV
LIST
OF
ABBREVIATIONS
XXI
1.
INTRODUCTION
1
1.1.
MOTIVATION
.
1
1.2.
OBJECTIVES
AND
OUTLINE
.
3
2.
PROBABILISTIC
FUNDAMENTALS
5
2.1.
MONTE
CARLO
SIMULATION
AND
PROBABILISTIC
STUDIES
.
5
2.2.
PROBABILITY
DENSITY
FUNCTION
AND
CUMULATIVE
DISTRIBUTION
FUNCTION
.
7
2.2.1.
UNIFORM
DISTRIBUTION
.
7
2.2.2.
NORMAL
DISTRIBUTION
.
7
2.3.
STATISTICAL
QUANTITIES
.
8
2.3.1.
EXPECTED
VALUE
.
8
2.3.2.
VARIANCE
AND
STANDARD
DEVIATION
.
8
2.3.3.
QUANTILES
AND
PERCENTILES
.
8
2.3.4.
COVARIANCE
.
9
2.3.5.
CORRELATION
COEFFICIENTS
.
9
2.3.6.
CONFIDENCE
INTERVALS
.
10
2.4.
SURROGATE
MODELS
.
10
2.4.1.
POLYNOMIAL
SURROGATE
MODELS
.
11
2.4.2.
GAUSSIAN
PROCESS
.
12
2.5.
SURROGATE
MODEL
QUALITY
.
13
2.5.1.
COEFFICIENT
OF
DETERMINATION
.
13
2.5.2.
SURROGATE
MODEL
QUALITY
BASED
ON
AN
INDEPENDENT
TEST
SAMPLE
.
15
2.5.3.
CROSS-VALIDATION
.
16
CONTENTS
3.
TURBOMACHINERY
TEST
CASES
17
3.1.
PARAMETRIC
DESCRIPTION
OF
COMPRESSOR
BLADES
.
17
3.1.1.
PARAMETERIZATION
.
17
3.1.2.
REBUILD
.
19
3.2.
DESCRIPTION
OF
TEST
CASES
.
19
3.2.1.
2D
TURBOMACHINERY
TEST
CASE
.
19
3.2.2.
3D
TURBOMACHINERY
TEST
CASE
.
21
3.3.
EVALUATION
OF
REBUILD
QUALITY
.
22
4.
ANALYSIS
OF
CORRELATION
CONTROL
ALGORITHMS
25
4.1.
RANDOM
CORRELATION
MATRICES
.
25
4.2.
ANALYSIS
OF
RESTRICTED
PAIRING
VARIANTS
.
27
4.2.1.
METHOD
DESCRIPTION
.
27
4.2.2.
COMPARISON
OF
RESTRICTED
PAIRING
VARIANTS
.
28
4.2.3.
COMPARISON
OF
SCATTER
PLOTS
.
29
4.3.
COMPARISON
OF
COPULA
AND
RESTRICTED
PAIRING
.
31
4.3.1.
BASICS
OF
COPULAS
.
32
4.3.2.
RESULTS
.
33
4.4.
SUMMARY
.
37
5.
ANALYSIS
OF
SAMPLING
ALGORITHMS
39
5.1.
EXISTING
SAMPLING
METHODS
.
39
5.1.1.
SIMPLE
RANDOM
SAMPLING
.40
5.1.2.
LATIN
HYPERCUBE
SAMPLING
.40
5.1.3.
OPTIMIZED
LATIN
HYPERCUBE
SAMPLING
.42
5.1.4.
SOBOL
SEQUENCE
.
42
5.2.
LATINIZED
PARTICLE
SAMPLING
.
44
5.2.1.
FORCE
EQUILIBRIUM
.
44
5.2.2.
LATINIZATION
AND
CORRELATION
CONTROL
.47
5.2.3.
HYPERPARAMETERS
.
47
5.3.
COMPARISON
OF
SAMPLING
METHODS
.
49
5.3.1.
CORRELATION
CONTROL
.
49
5.3.2.
SCATTER
PLOTS
.
51
5.3.3.
SURROGATE
MODEL
QUALITY
.
54
5.3.4.
SAMPLE
CREATION
TIME
.
56
5.3.5.
DISCUSSION
OF
LATINIZED
PARTICLE
SAMPLING
.
58
5.4.
SUMMARY
.
59
6.
ROBUST
SENSITIVITY
ANALYSIS
61
6.1.
BASICS
OF
SENSITIVITY
ANALYSIS
.
61
6.1.1.
SOBOL
INDICES
.
62
6.1.2.
SHAPLEY
VALUES
.
65
6.2.
IMPROVED
ESTIMATION
OF
SHAPLEY
VALUES
.
67
6.2.1.
SELECTION
OF
SEQUENCES
TO
EVALUATE
.
67
6.2.2.
EVALUATION
OF
CLOSED
SENSITIVITY
INDICES
.
68
6.2.3.
ESTIMATION
OF
VARIANCE
.
68
6.3.
COMPARISON
OF
METHODS
FOR
GLOBAL
SENSITIVITY
ANALYSIS
.
69
6.3.1.
LINEAR
TEST
CASE
.
69
6.3.2.
FIRST-ORDER
SOBOL
SENSITIVITY
INDICES
.
70
6.3.3.
TOTAL-EFFECT
SOBOL
SENSITIVITY
INDICES
.
70
6.3.4.
SHAPLEY
VALUES
.
72
6.3.5.
CONCLUSIONS
.
72
CONTENTS
6.4.
MODIFIED
COEFFICIENT
OF
IMPORTANCE
.
73
6.4.1.
COEFFICIENT
OF
IMPORTANCE
.
73
6.4.2.
DEFINITION
OF
THE
MODIFIED
COEFFICIENT
OF
IMPORTANCE
.
73
6.4.3.
APPLICATION
TO
LINEAR
TEST
FUNCTION
.
73
6.4.4.
DISCUSSION
OF
THE
MODIFIED
COEFFICIENT
OF
IMPORTANCE
.
74
6.5.
IMPACT
OF
SURROGATE
MODEL
QUALITY
ON
THE
ESTIMATION
OF
SENSITIVITY
MEASURES
.
.
74
6.5.1.
METHODOLOGY
.74
6.5.2.
SURROGATE
MODEL
QUALITY
.
76
6.5.3.
ESTIMATION
OF
SENSITIVITY
MEASURES
.
76
6.5.4.
CONCLUSIONS
.
79
6.6.
SENSITIVITY
ANALYSIS
OF
COMPRESSOR
BLADES
.
79
6.6.1.
2D
TEST
CASE
.
79
6.6.2.
3D
TEST
CASE
.
82
6.7.
SUMMARY
.
86
7.
IMPACT
OF
EPISTEMIC
UNCERTAINTY
89
7.1.
METHODOLOGY
.
89
7.1.1.
PROBABILITY
BOXES
.
89
7.1.2.
CONFIDENCE
INTERVAL
FOR
THE
CORRELATION
COEFFICIENT
.
91
7.2.
ANALYSIS
OF
COMPRESSOR
BLADE
.
91
7.2.1.
VARIABLE
REDUCTION
.
91
7.2.2.
ANALYSIS
OF
PROBABILITY
BOXES
.
91
7.2.3.
IMPACT
OF
EPISTEMIC
UNCERTAINTY
ON
THE
SENSITIVITY
ANALYSIS
.94
7.3.
SUMMARY
.
96
8.
SUMMARY
AND
OUTLOOK
97
8.1.
SUMMARY
.
97
8.2.
OUTLOOK
.
99
APPENDIX
101
A.
ADVANCED
PROBABILISTICS
103
A.1.
STATISTICAL
DISTRIBUTIONS
.
103
A.1.1.
LOG-NORMAL
DISTRIBUTION
.
103
A.1.2.
MULTIVARIATE
NORMAL
DISTRIBUTION
.
103
A.2.
CONFIDENCE
INTERVALS
.
104
A.2.1.
CONFIDENCE
INTERVAL
FOR
THE
SAMPLE
MEAN
.
104
A.2.2.
CONFIDENCE
INTERVAL
FOR
THE
SAMPLE
VARIANCE
AND
STANDARD
DEVIATION
.
104
A.2.3.
CONFIDENCE
INTERVAL
FOR
THE
CORRELATION
COEFFICIENT
.
104
A.2.4.
BOOTSTRAPPING
.
105
A.3.
METHOD
TO
GENERATE
RANDOM
CORRELATION
MATRICES
.
105
B.
LATINIZED
PARTICLE
SAMPLE
107
B.1.
PARAMETER
STUDY
FOR
G
AND
W
.
107
B.2.
HYPERPARAMETERS
FOR
LATINIZED
PARTICLE
SAMPLING
.
107
C.
SENSITIVITY
ANALYSIS
109
C.1.
COMPARISON
OF
METHODS
FOR
SENSITIVITY
ANALYSIS
.
109
C.1.1.
FIRST-ORDER
SOBOL
SENSITIVITY
INDICES
.
109
C.1.2.
TOTAL-EFFECT
SOBOL
SENSITIVITY
INDICES
.
109
C.1.3.
SHAPLEY
VALUES
.
110
C.1.4.
MODIFIED
COEFFICIENT
OF
IMPORTANCE
.
110
CONTENTS
C.2.
COEFFICIENT
OF
IMPORTANCE
.
111
C.2.1.
SELECTION
OF
R2
.
111
C.2.2.
TEST
CASE
WITH
FUNCTIONAL
INTERACTION
.
112
C.2.3.
FURTHER
DRAWBACKS
OF
THE
COEFFICIENT
OF
IMPORTANCE
.
113
C.2.4.
APPLICATION
OF
THE
MODIFIED
COEFFICIENT
OF
IMPORTANCE
.
113
C.3.
ESTIMATION
OF
THE
SENSITIVITY
MEASURES
OF
CASE
3
.
113
C.4.
SENSITIVITY
ANALYSIS
OF
2D
TURBOMACHINERY
TEST
CASE
.
113
BIBLIOGRAPHY
121 |
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| author | Prots, Andriy 1995- |
| author_GND | (DE-588)1326403621 |
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| author_role | aut |
| author_sort | Prots, Andriy 1995- |
| author_variant | a p ap |
| building | Verbundindex |
| bvnumber | BV049647275 |
| classification_rvk | UF 4600 |
| ctrlnum | (OCoLC)1477617421 (DE-599)DNB1324775963 |
| discipline | Physik |
| edition | 1. Auflage |
| format | Book |
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| illustrated | Illustrated |
| index_date | 2024-07-03T23:39:59Z |
| indexdate | 2025-01-28T09:04:05Z |
| institution | BVB |
| isbn | 9783959086387 3959086385 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034990781 |
| oclc_num | 1477617421 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | XXI, 131 Seiten Illustrationen, Diagramme 22 cm x 17 cm |
| publishDate | 2024 |
| publishDateSearch | 2024 |
| publishDateSort | 2024 |
| publisher | TUDpress |
| record_format | marc |
| series | Schriftenreihe aus dem Institut für Strömungsmechanik |
| series2 | Schriftenreihe aus dem Institut für Strömungsmechanik |
| spelling | Prots, Andriy 1995- Verfasser (DE-588)1326403621 aut Strategies for Improved Performance of Probabilistic Simulations Andriy Prots Dresden TUDpress 2024 XXI, 131 Seiten Illustrationen, Diagramme 22 cm x 17 cm txt rdacontent n rdamedia nc rdacarrier Schriftenreihe aus dem Institut für Strömungsmechanik Band 40 Sensitivitätsanalyse (DE-588)4129730-1 gnd rswk-swf Verdichter (DE-588)4078787-4 gnd rswk-swf Radschaufel (DE-588)4128165-2 gnd rswk-swf Variantenkonstruktion (DE-588)4345274-7 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf Luftstrahltriebwerk (DE-588)4128278-4 gnd rswk-swf Improved Performance Simulation Probability (DE-588)4113937-9 Hochschulschrift gnd-content Luftstrahltriebwerk (DE-588)4128278-4 s Verdichter (DE-588)4078787-4 s Radschaufel (DE-588)4128165-2 s Variantenkonstruktion (DE-588)4345274-7 s Monte-Carlo-Simulation (DE-588)4240945-7 s Sensitivitätsanalyse (DE-588)4129730-1 s Unsicherheit (DE-588)4186957-6 s DE-604 Schriftenreihe aus dem Institut für Strömungsmechanik Band 40 (DE-604)BV041992540 40 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034990781&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Prots, Andriy 1995- Strategies for Improved Performance of Probabilistic Simulations Schriftenreihe aus dem Institut für Strömungsmechanik Sensitivitätsanalyse (DE-588)4129730-1 gnd Verdichter (DE-588)4078787-4 gnd Radschaufel (DE-588)4128165-2 gnd Variantenkonstruktion (DE-588)4345274-7 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Unsicherheit (DE-588)4186957-6 gnd Luftstrahltriebwerk (DE-588)4128278-4 gnd |
| subject_GND | (DE-588)4129730-1 (DE-588)4078787-4 (DE-588)4128165-2 (DE-588)4345274-7 (DE-588)4240945-7 (DE-588)4186957-6 (DE-588)4128278-4 (DE-588)4113937-9 |
| title | Strategies for Improved Performance of Probabilistic Simulations |
| title_auth | Strategies for Improved Performance of Probabilistic Simulations |
| title_exact_search | Strategies for Improved Performance of Probabilistic Simulations |
| title_exact_search_txtP | Strategies for Improved Performance of Probabilistic Simulations |
| title_full | Strategies for Improved Performance of Probabilistic Simulations Andriy Prots |
| title_fullStr | Strategies for Improved Performance of Probabilistic Simulations Andriy Prots |
| title_full_unstemmed | Strategies for Improved Performance of Probabilistic Simulations Andriy Prots |
| title_short | Strategies for Improved Performance of Probabilistic Simulations |
| title_sort | strategies for improved performance of probabilistic simulations |
| topic | Sensitivitätsanalyse (DE-588)4129730-1 gnd Verdichter (DE-588)4078787-4 gnd Radschaufel (DE-588)4128165-2 gnd Variantenkonstruktion (DE-588)4345274-7 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Unsicherheit (DE-588)4186957-6 gnd Luftstrahltriebwerk (DE-588)4128278-4 gnd |
| topic_facet | Sensitivitätsanalyse Verdichter Radschaufel Variantenkonstruktion Monte-Carlo-Simulation Unsicherheit Luftstrahltriebwerk Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034990781&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV041992540 |
| work_keys_str_mv | AT protsandriy strategiesforimprovedperformanceofprobabilisticsimulations |