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On Particle Methods for Uncertainty Quantification in Complex Systems

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서명/저자사항On Particle Methods for Uncertainty Quantification in Complex Systems.
개인저자Yang, Chao.
단체저자명The Ohio State University. Mechanical Engineering.
발행사항[S.l.]: The Ohio State University., 2017.
발행사항Ann Arbor: ProQuest Dissertations & Theses, 2017.
형태사항221 p.
기본자료 저록Dissertation Abstracts International 79-12B(E).
Dissertation Abstract International
ISBN9780438098268
학위논문주기Thesis (Ph.D.)--The Ohio State University, 2017.
일반주기 Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
Adviser: Mrinal Kumar.
요약This dissertation aims to study three crucial problems related to Monte Carlo based particle methods for solving uncertainty quantification problems in complex systems. The first problem concerns the existence of a "benchmark" sampling method th
요약Inspired by the new MCMC-MOC approach, a second problem on the transient effectiveness of MCS is posed in the context of Markov chain Monte Carlo theory. The propagated ensemble is viewed as the realization of a Markov chain at each time instant
요약The third and final problem addressed in this dissertation is the following: "is it possible to develop adaptation rules for MCS such that it may perform within prescribed bounds of accuracy using the "minimum" possible number of simulations at
일반주제명Mechanical engineering.
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