
Active Subspaces
Emerging Ideas for Dimension Reduction in Parameter Studies
Paul G. Constantine(Author)
Society for Industrial & Applied Mathematics,U.S. (Publisher)
Published on 30. March 2015
Book
Paperback/Softback
109 pages
978-1-61197-385-3 (ISBN)
Description
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.
Several examples of active subspaces in action.
Readers will find:
New ideas for dimension reduction.
Easy-to-implement algorithms.
Several examples of active subspaces in action.
More details
Series
Language
English
Place of publication
New York
United States
Target group
College/higher education
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 256 mm
Width: 179 mm
Thickness: 17 mm
Weight
218 gr
ISBN-13
978-1-61197-385-3 (9781611973853)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Paul G. Constantine is the Ben L. Fryrear Assistant Professor of Applied Mathematics and Statistics at Colorado School of Mines. He received his PhD from Stanford's Institute for Computational and Mathematical Engineering and spent two years as the von Neumann Fellow at the Sandia National Laboratories' Computer Science Research Institute. His research interests include uncertainty quantification and dimension reduction for large-scale computer simulations.
Content
Preface
Chapter 1: Quick Start
Chapter 2: Parameterized Models in Physics and Engineering
Chapter 3: Discover the Active Subspace
Chapter 4: Exploit the Active Subspace
Chapter 5: Active Subspaces in Action
Chapter 6: Summary and Future Directions
Bibliography
Index.
Chapter 1: Quick Start
Chapter 2: Parameterized Models in Physics and Engineering
Chapter 3: Discover the Active Subspace
Chapter 4: Exploit the Active Subspace
Chapter 5: Active Subspaces in Action
Chapter 6: Summary and Future Directions
Bibliography
Index.