Active subspaces : emerging ideas for dimension reduction in parameter studies /

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Bibliographic Details
Author / Creator:Constantine, Paul G., author.
Imprint:Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2015.
Description:1 online resource (x, 100 pages).
Language:English
Series:SIAM spotlights ; 02
SIAM spotlights ; 02.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12577566
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Other authors / contributors:Society for Industrial and Applied Mathematics, publisher.
ISBN:9781611973860
1611973864
9781611973853
1611973856
Notes:Includes bibliographical references and index.
English.
Title from title screen, viewed 04/03/2015.
Summary: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; and several examples of active subspaces in action.
Other form:Print version: Constantine, Paul G. Active subspaces. Philadelphia : Society for Industrial and Applied Mathematics, 2015 9781611973853
Publisher's no.:SL02 SIAM