Spectral convergence of probability densities for forward problems in uncertainty quantification

Forward and Backward Uncertainty Quantification in Optimization

This contribution gathers some of the ingredients presented during the Iranian Operational Research community gathering in Babolsar in 2019.It is a collection of several previous publications on how to set up an uncertainty quantification (UQ) cascade with ingredients of growing computational complexity for both forward and reverse uncertainty propagation.

Probability Densities for Some One-Dimensional Problems in Statistical Mechanics

Reduced order methods for uncertainty quantification problems

This work provides a review on reduced order methods in solving uncertainty quantification problems. A quick introduction of the reduced order methods, including proper orthogonal decomposition and greedy reduced basis methods, are presented along with the essential components of general greedy algorithm, a posteriori error estimation and Offline-Online decomposition. More advanced reduced orde...

Uncertainty Quantification Techniques for Fluid- Flow Problems

Optimization and design in the presence of uncertain operating conditions, material properties and manufacturing tolerances poses a tremendous challenge to the scientific computing community. In many industry-relevant situations the performance metrics depend in a complex, non-linear fashion on those factors and the construction of an accurate representation of this relationship is difficult. I...

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...