March 16, 2018

Active Subspaces: Emerging Ideas for Dimension Reduction in - download pdf or read online

By Paul G. Constantine

ISBN-10: 1611973856

ISBN-13: 9781611973853

ISBN-10: 1611973864

ISBN-13: 9781611973860

Scientists and engineers use machine simulations to check relationships among a model's enter parameters and its outputs. even though, thorough parameter reports are demanding, if no longer most unlikely, whilst the simulation is dear and the version has numerous inputs. To permit reports in those cases, the engineer may perhaps try and decrease the size of the model's enter parameter house. energetic subspaces are an rising set of size aid instruments that establish vital instructions within the parameter area. This publication describes suggestions for locating a model's energetic subspace and proposes equipment for exploiting the decreased measurement to permit another way infeasible parameter stories. Readers will locate new principles for size aid, easy-to-implement algorithms, and a number of other examples of energetic subspaces in action.

Parameter experiences are in all places in computational technological know-how. advanced engineering simulations needs to run numerous instances with diverse inputs to successfully research the relationships among inputs and outputs. reports like optimization, uncertainty quantification, and sensitivity research produce refined characterizations of the input/output map. yet thorough parameter reports are tougher whilst every one simulation is dear and the variety of parameters is huge. In perform, the engineer might try and restrict a learn to crucial parameters, which successfully reduces the size of the parameter examine.

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81) Γ2 Given a value for the input parameters x, we discretize the PDE with a standard linear finite element method using the MATLAB PDE Toolbox. 79) are approximated on this mesh. 81) using a discrete adjoint formulation. Further details appear in our previous work [28]. 80). There is a gap between the first and second eigenvalues, and the bootstrap intervals provide evidence that this gap is real—assuming the gradients are sufficiently accurate. We exploit this gap in [28] to construct an accurate univariate response surface of the active variable.

This case avoids several issues caused by bounded domains. The domain of g is also unbounded and equal to n . Also, since the columns of W are orthogonal, the marginal and conditional densities of y are standard Gaussian densities on n , and the marginal and conditional densities of z are standard Gaussian densities on m−n . 10) ρ(x) = 0 otherwise. 48 Chapter 4. 1. A three-dimensional cube [−1, 1]3 rotated and photographed. The dotted lines show the cube’s edges in the background. The thick lines show the boundary of the two-dimensional zonotope.

47) (∇x f ∇x f T − C)2 ρ d x ≤ M L2 C − C 2 ≤ M C L2 I − C ≤ M λ 1 L2 . The last line follows from the fact that λ1 ≤ L2 . Again, this bound holds for C − ∇x f ∇x f T . 6 holds for an upper bound on σ 2 , which yields an upper bound on θ. Plugging in the computed quantities with t = C = λ1 yields the desired result. We use this result to produce a lower bound on the number of samples needed for relative accuracy. 8. For ∈ (0, 1], M =Ω ˆ −C ≤ implies that C L2 log(m) λ1 2 C with high probability.

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Active Subspaces: Emerging Ideas for Dimension Reduction in Parameter Studies by Paul G. Constantine

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