Article (Scientific journals)
Probabilistic equivalence and stochastic model reduction in multiscale analysis
Arnst, Maarten; Ghanem, Roger
2008In Computer Methods in Applied Mechanics and Engineering, 197 (43-44), p. 3584-3592
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Keywords :
Multiscale modeling; Uncertainty quantification; Upscaling
Abstract :
[en] This paper presents a probabilistic upscaling of mechanics models. A reduced-order probabilistic model is constructed as a coarse-scale representation of a specified fine-scale model whose probabilistic structure can be accurately determined. Equivalence of the fine- and coarse-scale representations is identified such that a reduction in the requisite degrees of freedom can be achieved while accuracy in certain quantities of interest is maintained. A significant stochastic model reduction can a priori be expected if a separation of spatial and temporal scales exists between the fine- and coarse-scale representations. The upscaling of probabilistic models is subsequently formulated as an optimization problem suitable for practical computations. An illustration in stochastic structural dynamics is provided to demonstrate the proposed framework.
Disciplines :
Mechanical engineering
Author, co-author :
Arnst, Maarten ;  University of Southern California > Department of Civil and Environmental Engineering
Ghanem, Roger;  University of Southern California > Department of Civil and Environmental Engineering
Language :
English
Title :
Probabilistic equivalence and stochastic model reduction in multiscale analysis
Publication date :
01 August 2008
Journal title :
Computer Methods in Applied Mechanics and Engineering
ISSN :
0045-7825
eISSN :
1879-2138
Publisher :
Elsevier Science, Lausanne, Switzerland
Special issue title :
Stochastic Modeling of Multiscale and Multiphysics Problems
Volume :
197
Issue :
43-44
Pages :
3584-3592
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 14 November 2011

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