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The Nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology, Volume II: Overcoming the Curse of Dimensionality: Large-Scale Application

The Nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology, Volume II: Overcoming the Curse of Dimensionality: Large-Scale Application

Hardcover

General MathematicsPhysicsProbability & Statistics

ISBN10: 3031196341
ISBN13: 9783031196348
Publisher: Springer Nature
Published: Apr 27 2023
Pages: 463
Weight: 1.87
Height: 1.06 Width: 6.14 Depth: 9.21
Language: English
This text describes a comprehensive adjoint sensitivity analysis methodology (nth-CASAM), developed by the author, which enablesthe efficient and exact computation of arbitrarily high-order functional derivatives of model responses to model parameters in large-scale systems. The nth-CASAM framework is set in linearly increasing Hilbert spaces, each of state-function-dimensionality, as opposed to exponentially increasing parameter-dimensional spaces, thereby overcoming the so-called curse of dimensionality in sensitivity and uncertainty analysis. The nth-CASAM is applicable to any model; the larger the number of model parameters, the more efficient the nth-CASAM becomes for computing arbitrarily high-order response sensitivities. The book will be helpful to those working in the fields of sensitivity analysis, uncertainty quantification, model validation, optimization, data assimilation, model calibration, sensor fusion, reduced-order modelling, inverse problems and predictive modelling.

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