Design and Modeling for Computer Experiments

by: Kai-Tai Fang - Runze Li - Agus Sudjianto

Design and Modeling for Computer Experiments
Author: Kai-Tai Fang, Runze Li, Agus Sudjianto

Publisher: Chapman & Hall/CRC

Series: Chapman & Hall/CRC Computer Science & Data Analysis

List price: £ 59.99

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Format: Electronic book text

Publication date: 12 December 2010

Usually shipped within: (info) Not available

ISBN: 1420034898 ISBN 13: 9781420034899

Complete description

Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experiment design are available, those interested in applying proposed methodologies need a practical presentation and straightforward guidance on analyzing and interpreting experiment results. Written by authors with strong academic reputations and real-world practical experience, Design and Modeling for Computer Experiments is exactly the kind of treatment you need. The authors blend a sound, modern statistical approach with extensive engineering applications and clearly delineate the steps required to successfully model a problem and provide an analysis that will help find the solution. Part I introduces the design and modeling of computer experiments and the basic concepts used throughout the book. Part II focuses on the design of computer experiments. The authors present the most popular space-filling designs - like Latin hypercube sampling and its modifications and uniform design - including their definitions, properties, construction and related generating algorithms. Part III discusses the modeling of data from computer experiments. Here the authors present various modeling techniques and discuss model interpretation, including sensitivity analysis. An appendix reviews the statistics and mathematics concepts needed, and numerous examples clarify the techniques and their implementation. The complexity of real physical systems means that there is usually no simple analytic formula that sufficiently describes the phenomena. Useful both as a textbook and professional reference, this book presents the techniques you need to design and model computer experiments for practical problem solving. Top page

General info

Publisher & Imprint: Chapman & Hall/CRC

City: Philadelphia, PA

Pages: 304

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Age recommended: Professional and scholarly

Subject Indexing & Classification Dewey:(DC22) 003.3

Record updated at: 04 January, 2013 time: 04:03

Summary Design and Modeling for Computer Experiments PART I AN OVERVIEW INTRODUCTION Experiments and Their Statistical Designs Some Concepts in Experimental Design Computer Experiments Examples of Computer Experiments Space-Filling Designs Modeling Techniques Sensitivity Analysis Strategies for Computer Experiments and An Illustration Case Study Remarks on Computer Experiments Guidance of Reading This Book PART II DESIGNS FOR COMPUTER EXPERIMENTS Latin Hypercube Sampling and its Modifications Uniform Experimental Design Optimization in Construction of Designs for Computer Experiments PART III MODELING FOR COMPUTER EXPERIMENTS METAMODELING Model Interpretation Functional Response APPENDIX Abbreviation References Index Author Index Top page

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