scholarly journals Sensitivity analysis to compute advanced stochastic problems in uncertain and complex electromagnetic environments

2012 ◽  
Vol 1 (3) ◽  
pp. 13 ◽  
Author(s):  
S. Lalléchère ◽  
B. Jannet ◽  
P. Bonnet ◽  
F. Paladian

This paper deals with the advanced integration of uncertainties in electromagnetic interferences (EMI) and electromagnetic compatibility (EMC) problems.   In this context,  the Monte Carlo formalism may provide a reliable reference to proceed to statistical assessments.   After all, other  less  expensive  and  efficient  techniques  have  been implemented more recently (the unscented transform and stochastic collocation methods for instance) and will be illustrated through uncertain EMC problems. Finally, we will present how the use of sensitivity analysis techniques may offer an efficient complement to rough statistical or stochastic studies.

2012 ◽  
Vol 12 (4) ◽  
pp. 1051-1069 ◽  
Author(s):  
Juarez dos Santos Azevedo ◽  
Saulo Pomponet Oliveira

AbstractQuasi-Monte Carlo methods and stochastic collocation methods based on sparse grids have become popular with solving stochastic partial differential equations. These methods use deterministic points for multi-dimensional integration or interpolation without suffering from the curse of dimensionality. It is not evident which method is best, specially on random models of physical phenomena. We numerically study the error of quasi-Monte Carlo and sparse grid methods in the context of ground-water flow in heterogeneous media. In particular, we consider the dependence of the variance error on the stochastic dimension and the number of samples/collocation points for steady flow problems in which the hydraulic conductivity is a lognormal process. The suitability of each technique is identified in terms of computational cost and error tolerance.


2017 ◽  
Vol 39 (1) ◽  
pp. A333-A359 ◽  
Author(s):  
Ling Guo ◽  
Akil Narayan ◽  
Tao Zhou ◽  
Yuhang Chen

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