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Bayesian Methods For Uncertainty Quantification

File(s)
ib227.pdf (3.03 MB)
Permanent Link(s)
https://hdl.handle.net/1813/34013
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Cornell Theses and Dissertations
Author
Bilionis, Ilias
Abstract

Computer codes simulating physical systems usually have responses that consist of a set of distinct outputs (e.g., velocity and pressure) that evolve also in space and time and depend on many unknown input parameters (e.g., physical constants, initial/boundary conditions, etc.). Furthermore, essential engineering procedures such as uncertainty quantification, inverse problems or design are notoriously difficult to carry out mostly due to the limited simulations available. The aim of this work is to introduce a fully Bayesian approach for treating these problems which accounts for the uncertainty induced by the infinite number of observations.

Date Issued
2013-05-26
Keywords
Bayesian
•
uncertainty quantification
•
computer surrogate
•
probability
•
limited simulations
•
expensive solvers
Committee Chair
Zabaras, Nicholas John
Committee Member
Bindel, David S.
Vladimirsky, Alexander B.
Samorodnitsky, Gennady
Degree Discipline
Applied Mathematics
Degree Name
Ph. D., Applied Mathematics
Degree Level
Doctor of Philosophy
Type
dissertation or thesis

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