Everand Logo

Welcome to Everand!

  • Discover millions of ebooks, audiobooks, and so much more with a free trial

    Only $11.99/month after trial. Cancel anytime.

    Uncertain Input Data Problems and the Worst Scenario Method
    Uncertain Input Data Problems and the Worst Scenario Method
    Uncertain Input Data Problems and the Worst Scenario Method
    Ebook744 pages5 hours

    Uncertain Input Data Problems and the Worst Scenario Method

    By Ivan Hlavacek, Jan Chleboun and Ivo Babuska

    ()

    Read preview

    About this ebook

    This book deals with the impact of uncertainty in input data on the outputs of mathematical models. Uncertain inputs as scalars, tensors, functions, or domain boundaries are considered. In practical terms, material parameters or constitutive laws, for instance, are uncertain, and quantities as local temperature, local mechanical stress, or local displacement are monitored. The goal of the worst scenario method is to extremize the quantity over the set of uncertain input data.

    A general mathematical scheme of the worst scenario method, including approximation by finite element methods, is presented, and then applied to various state problems modeled by differential equations or variational inequalities: nonlinear heat flow, Timoshenko beam vibration and buckling, plate buckling, contact problems in elasticity and thermoelasticity with and without friction, and various models of plastic deformation, to list some of the topics. Dozens of examples, figures, and tables are included.

    Although the book concentrates on the mathematical aspects of the subject, a substantial part is written in an accessible style and is devoted to various facets of uncertainty in modeling and to the state of the art techniques proposed to deal with uncertain input data.

    A chapter on sensitivity analysis and on functional and convex analysis is included for the reader's convenience.

    · Rigorous theory is established for the treatment of uncertainty in modeling
    · Uncertainty is considered in complex models based on partial differential equations or variational inequalities
    · Applications to nonlinear and linear problems with uncertain data are presented in detail: quasilinear steady heat flow, buckling of beams and plates, vibration of beams, frictional contact of bodies, several models of plastic deformation, and more
    · Although emphasis is put on theoretical analysis and approximation techniques, numerical examples are also present
    · Main ideas and approaches used today to handle uncertainties in modeling are described in an accessible form
    · Fairly self-contained book
    LanguageEnglish
    PublisherElsevier Science
    Release dateDec 9, 2004
    ISBN9780080543376
    Uncertain Input Data Problems and the Worst Scenario Method

    Related to Uncertain Input Data Problems and the Worst Scenario Method

    Titles in the series (24)

    View More
    View More

    Related ebooks

    Physics For You

    View More
    View More

    Related podcast episodes

    Related articles

    • Article

      Choosing CFD carefully

      Jun 7, 2019

      Despite the progress made in computational methods in the past decade, there is still a level of compromise required by the CFD engineer in determining how best to model the real world. While the aerospace industry has developed highly specific and e

      3 min read

    • Article

      Are Neural Networks About to Reinvent Physics?

      Nov 21, 2019

      Can AI teach itself the laws of physics? Will classical computers soon be replaced by deep neural networks? Sure looks like it, if you’ve been following the news, which lately has been filled with headlines like, “A neural net solves the three-body p

      9 min read

    • Article

      Thought Experiment Paradox Divides Quantum Experts

      Sep 27, 2018

      A new thought experiment may have exposed a paradox within the theory of quantum mechanics, according to new research. There is likely no other scientific theory that is as well supported as quantum mechanics. For nearly 100 years now, it has repeate

      3 min read

    • Article

      Business applications For Quantum computing

      May 1, 2022

      COMPUTERS DO ARITHMETIC. Underlying every amazing application of computers today is math, calculated using binary digits or ‘bits.’ The original computers of the early 1950s could perform about 465 multiplications per second — much faster than the ‘h

      11 min read

    • Article

      Why Physics Is Not a Discipline: Physics is not just what happens in the Department of Physics.

      Apr 21, 2016

      Have you heard the one about the biologist, the physicist, and the mathematician? They’re all sitting in a cafe watching people come and go from a house across the street. Two people enter, and then some time later, three emerge. The physicist says,

      12 min read

    • Article

      Is Artificial Intelligence Permanently Inscrutable?: Despite new biology-like tools, some insist interpretation is impossible.

      Sep 1, 2016

      Dmitry Malioutov can’t say much about what he built. As a research scientist at IBM, Malioutov spends part of his time building machine learning systems that solve difficult problems faced by IBM’s corporate clients. One such program was meant for a

      13 min read

    • Article

      Is Artificial Intelligence Permanently Inscrutable?

      Sep 1, 2016

      Dmitry Malioutov can’t say much about what he built. As a research scientist at IBM, Malioutov spends part of his time building machine learning systems that solve difficult problems faced by IBM’s corporate clients. One such program was meant for a

      13 min read

    • Article

      When Beauty Gets In The Way Of Science

      Apr 18, 2019

      The biggest news in particle physics is no news. In March, one of the most important conferences in the field, Rencontres de Moriond, took place. It is an annual meeting at which experimental collaborations present preliminary results. But the recent

      7 min read

    • Article

      The Universe Began With a Big Melt, Not a Big Bang

      Oct 5, 2017

      There are two tantalizing mysteries about our universe, one dealing with its final fate and the other with its beginning, that have intrigued cosmologists for decades. The community has always believed these to be independent problems—but what if the

      10 min read

    • Article

      Why The Holographic Principle Is So Exciting

      Mar 13, 2018

      One of the most cutting-edge theories in theoretical physics, the holographic principle, holds holds that the universe is 3D image projected off a 2D surface, much like a hologram emerges from a sheet of photographic film. “In my view, the discovery

      4 min read

    • Article

      Who Really Found the Higgs Boson: The real genius in the Nobel Prize-winning discovery is not who you think it is.

      Dec 8, 2016

      To those who say that there is no room for genius in modern science because everything has been discovered, Fabiola Gianotti has a sharp reply. “No, not at all,” says the former spokesperson of the ATLAS Experiment, the largest particle detector at t

      8 min read

    • Article

      Heavyweight Particle

      Jun 12, 2022

      Heavyweight Particle
      13 min read

    • Article

      Life Science

      Jun 27, 2023

      Life Science
      6 min read

    • Article

      Is Your Theory of Everything Pure Enough?: Fundamental theories of nature aren’t allowed to hide information.

      Feb 19, 2015

      Let’s play a game. You get a box with two compartments and one ball. The ball could be in either compartment with equal probability, and my job is to guess which one. Ok, it’s not the most exciting game, but at least it’s fair. My odds are 50/50. But

      4 min read

    Related categories

    Reviews for Uncertain Input Data Problems and the Worst Scenario Method

    0 ratings

    0 ratings0 reviews

    What did you think?

    Tap to rate

    Review must be at least 10 words

      Book preview

      Uncertain Input Data Problems and the Worst Scenario Method - Ivan Hlavacek

      Uncertain Input Data Problems and the Worst Scenario Method

      First Edition

      Dr.Ivan Hlaváěek

      Mathematical Institute, Academy of Sciences of the Czech Republic, Prague, Czech Republic

      Dr.Jan Chleboun

      Mathematical Institute, Academy of Sciences of the Czech Republic, Prague, Czech Republic

      Dr.Ivo Babuška

      The University of Texas at Austin, Austin, Texas, USA

      ELSEVIER

      2004

      AMSTERDAM – BOSTON – HEIDELBERG – LONDON – NEW YORK – OXFORD

      PARIS – SAN DIEGO – SAN FRANCISCO – SINGAPORE – SYDNEY – TOKYO

      Table of Contents

      Cover image

      Title page

      Copyright page

      Preface

      List of Figures

      List of Tables

      Introduction

      Acknowledgments

      Chapter I: Reality, Mathematics, and Computation

      1 Modeling, Uncertainty, Verification, and Validation

      2 Various Approaches to Uncertainty

      Chapter II: General Abstract Scheme and the Analysis of the Worst Scenario Method

      3 Formulation, Solvability, Approximation, and Convergence

      Chapter III: Quasilinear Elliptic Boundary Value Problems

      4 Uncertain Thermal Conductivity Problem

      5 Uncertain Nonlinear Newton BoundaryCondition

      Chapter IV: Parabolic Problems

      6 Linear Parabolic Problems

      7 Parabolic Problems With a Unilateral Obstacle

      Chapter V: Elastic and Thermoelastic Beams

      8 Transverse Vibration of Timoshenko Beams with an Uncertain Shear Correction Factor

      9 Buckling of a Timoshenko Beam on an Elastic Foundation

      10 Bending of a Thermoelastic Beam with an Uncertain Coupling Coefficient

      Bibliography and Comments on Chapter V

      Chapter VI: Elastic Plates and Pseudoplates

      11 Pseudoplates

      12 Buckling of Elastic Plates

      Bibliography and Comments on Chapter VI

      Chapter VII: Contact Problems in Elasticity and Thermoelasticity

      13 Signorini Contact Problem with Friction

      14 Unilateral Frictional Contact of Several Bodies in Quasi-Coupled Thermoelasticity

      Bibliography and Comments on Chapter VII

      Chapter VIII: Hencky’s and Deformation Theories of Plasticity

      15 Timoshenko Beam in Hencky’s Model with Uncertain Yield Function

      16 Torsion in Hencky’s Model with Uncertain Stress-Strain Law and Uncertain Yield Function

      17 Deformation Theory of Plasticity

      Bibliography and Comments on Chapter VIII

      Chapter IX: Flow Theories of Plasticity

      18 Perfect Plasticity

      19 Flow Theory with Isotropic Hardening

      20 Flow Theory with Isotropic Hardening in Strain Space

      21 Combined Linear Kinematic and Isotropic Hardening

      22 Validation of an Elasto-Plastic Plane Stress Model

      Bibliography and Comments on Chapter IX

      Chapter X: Domains With Uncertain Boundary

      23 Neumann Boundary Value Problem

      24 Dirichlet Boundary Value Problem

      Chapter XI: Essentials of Sensitivity and Functional Analysis

      25 Essentials of Sensitivity Analysis

      26 Essentials of Functional and Convex Analysis

      Appendix

      Bibliography

      Subject Index

      List of Symbols

      Copyright

      Preface

      Ivan Hlaváček; Jan Chleboun; Ivo Babuška

      All models are wrong, some are useful.

      G. E. P. Box

      I had come to an entirely erroneous conclusion which shows, my dear watson, how dangerous it always is to reason from insufficient data.

      Sherlock Holmes¹

      Modeling of real world phenomena is always accompanied by uncertainty. Uncertainty in the selection of an adequate mathematical model, uncertainty in the values of input data, uncertainty in the correctness of computer codes, uncertainty in the error of numerical results; to list a few instances.

      The accent of this book is on the uncertainty in input data and its impact on the outputs of mathematical models. In pursuing this topic, we use the worst scenario method, which searches for the most unfavorable inputs among uncertain input data in the range of available information. The word unfavorable indicates that a gauge is available to distinguish between favorable and unfavorable data. Functionals evaluating outputs of mathematical models are perfect examples of such gauges.

      A simple modification in the mathematical formulation of the worst scenario method leads to the best scenario method (optimal design) where the most favorable inputs are sought. The difference between functional values for the best and the worst scenario reflects the variety of model outputs caused by the uncertain model inputs.

      Critics may say that the worst scenario approach is too pessimistic because it does not take into account that the inputs might not be equally distributed within the limits set by the amount of uncertainty. If this happens, then some input values are more frequent than others. Consequently, it may happen that the worst scenario coincides with very rare input values. This rarity is not reflected by the method so that the importance of worst scenario identification could be overrated. However, the worst scenario method can be pronounced pessimistic only if information about a data occurence is available, but not used.

      Let us note that the rarity of data can be taken into account by coupling the worst scenario method with other approaches to uncertainty. Take fuzzy sets, for example. Among other things, this and other couplings are illustrated in Chapter I, which we consider to be an easily accessible familiarization with uncertainty in mathematical modeling.

      From a mathematical point of view, the core of the worst scenario method is presented in Chapter II. Then chapters devoted to particular models follow. Let us only mention Timoshenko beams, pseudoplates, plates, and elastoplastic bodies in stability, thermal, and frictional contact problems. Generally, nonlinear problems are treated. The content of the book is outlined in more detail in the Introduction.

      Prague and Austin, August 2004

      ¹ The Adventure of the Speckled Band by Sir Arthur Conan Doyle.

      List of Figures

      List of Tables

      Introduction

      Ivan Hlaváěek, Dr., Mathematical Institute, Academy of Sciences of the Czech Republic, Prague, Czech Republic

      Jan Chleboun, Dr., Mathematical Institute, Academy of Sciences of the Czech Republic, Prague, Czech Republic

      Ivo Babuška, Dr., The University of Texas at Austin, Austin, Texas, USA

      The immense progress in computational power and the promising perspective of its further evolution enable us to approach reality nearer and deeper through modeling and solving problems in technical, natural, and social sciences than one or two decades ago. More and more computational analysis is used in engineering predictions and decisions (Oden, 2002).

      Regardless of many achievements, modeling the real world is accompanied with fairly general sorts of uncertainty. What mathematical model is the best compromise between complexity, solvability, accuracy, safety, and computational expenses? What is the relation between an exact solution and its numerical approximation? How can we verify the trustworthiness of the respective computer code?

      These and other topics are briefly touched upon in the initial part of Chapter I. However, the rest of the book concentrates on particular subjects related to uncertain input data.

      In contrast with the classical approach, where differential equations, integral equations, or variational inequalities are equipped with uniquely given input data (i.e., we have a complete knowledge of the input data as coefficients, boundary or initial conditions, right-hand sides, etc.), we take into account uncertainty in the data of the model.

      A certain amount of uncertainty of this kind is more or less tacitly present in many (if not all) technical and scientific problems. In fact, the input data are usually obtained in two steps: first, experimental measurements are made, then the corresponding inverse (identification) problem is solved. Both these steps, however, are influenced by inaccuracy. Unavoidable noise in measurements is superimposed on errors of an approximate solution of the inverse problem. A typical example can be the determination of physical parameters in models of processes in the deep Earth core. Since the range of our technical research methods is limited, we have to resort to rather indirect identification approaches in this case. More direct means can be used in the identification of properties of available materials.

      Another source of uncertainty is the difference between the laboratory environment, where tests of materials take place, and the harsh real world, where materials are produced and used. When designing a structure, designers are guided by handbooks of material coefficients. Do these tabular materials exactly represent the real materials supplied by a manufacturer? How do material properties change in time due to corrosion, for example? The answers are often disappointingly vague and weak in information.

      In this book, a number of particular examples of problems with uncertain data will be explored.

      Obviously, both the theory of problems with uncertain input data and appropriate numerical methods are considerably more complex than those of the classical approach with completely known inputs. Various methods exist to model uncertainty in input data. Let us mention only two: the stochastic (probabilistic) approach or the worst scenario method. Other possibilities as well as their combinations with the worst scenario method are discussed in Chapter I.

      The theory of probability has proved extraordinarily useful in modeling uncertainty; see (Ghanem and Spanos, 1991), (Holden et al., 1996), (Deb et al., 2001), (Babuška et al., 2004b), or (Babuška et al., 2004c), for instance. However, the information content of a probabilistic model is often quite high and so it could be difficult to obtain relevant probabilistic data. Moreover, the data are frequently generated by methods which have their own additional uncertainties. In some cases, the resolution of an analysis can be influenced by those parts of the probabilistic model that are most difficult to establish precisely (Ben-Haim and Elishakoff, 1990). Also, the interpretation of probabilistic results is not simple (Salmon, 1967, Chapter 5).

      In a sense, probabilistic models have deterministic features because the probability of input data is considered completely known.

      In any case, the required data are obtained by experimentation or expert opinion, for instance, so that information about the probability of inputs has to be related to problems defined and solved in the realm of statistics. A powerful synthesis of many ideas surrounding uncertainty and the interpretation of probability is presented in (Savage, 1972); see also (Cooke, 1991).

      Whereas the stochastic approach requires information about the statistical distribution of the data, the worst scenario method needs only bounds for the input data to define a set of admissible data. As a consequence, the worst scenario method is applicable to a broad variety of problems, even to those where the stochastic method has not yet been established. Also, if the probability distribution in a stochastic model is uncertain, the entire range of possible probabilistic outputs has to be determined, which is the goal of the worst scenario method.

      In the worst scenario approach, a criterion that evaluates a feature of the solution to a state problem is defined in such a way that an increase in the criterion value indicates a deterioration in the feature, i.e., the higher the value, the worse the state. The goal is to maximize the criterion value over a set of uncertain data entering the model. In other words, one searches for the worst situation that can be determined by input data within the scope of uncertain inputs.

      Although this approach is related to the safe side rule used in all sorts of engineering for centuries, the main idea of the worst scenario method was probably first suggested in (Bulgakov, 1940), (Bulgakov, 1946), and clearly formulated in (Ben-Haim and Elishakoff, 1990) as a convex modeling of uncertainty. In convex modeling, the authors suppose that uncertain data form a convex admissible set Un.

      Other terms for the worst scenario concept include the unknown-but-bounded uncertainty approach or the guaranteed performance approach.

      Also known as anti-optimization (Elishakoff, 1990), the idea of the worst scenario was incorporated into design and optimal design problems; see (Lombardi and Haftka, 1998), (Qiu and Elishakoff, 2001), and references therein.

      Later, the concept of information-gap uncertainty was proposed and analyzed (Ben-Haim, 1996), (Ben-Haim, 1999a), (Ben-Haim, 1999b), (Ben-Haim, 2001a), (Ben-Haim, 2001b), (Ben-Haim, 2004), (Hemez and Ben-Haim, 2004). Directed towards design evaluation and decision making, info-gap models consider a continuum of nested sets Uad(α) controlled by a positive real parameter α, i.e., α1 ≤ α2 implies Uad(α1) ⊂ Uad(α2). An analogy to the cost (criterion) function is a reward function depending not only on the state solution, but also on the decision-maker’s action. Then the robustness function is defined as the greatest value of the uncertainty parameter α for which an acceptable performance (reward) is assured. Subsequently, the trade-off between immunity-to-uncertainty and demanded reward is at the center of attention. The worst scenario method represents a substantial part of the information-gap theory.

      Particular sorts of the worst scenario approaches have been intensively investigated in linear algebra. Uncertain matrices are within the purview of the theory of interval matrices; see (Rohn, 1994) or (Nedoma, 1998) and the references therein. As the structure of uncertainty in these uncertain matrices not always matches the uncertainty in the matrices arising in design problems, further research is required to fill the gaps.

      Interval arithmetic is another example of an approach motivated by the worst scenario approach. Concentrated on the inaccuracy of floating-point arithmetic, interval arithmetic can deliver guaranteed bounds for a numerical solution and it can help to control the accuracy of computation; see for instance (Alefeld and Herzberger, 1983), (Adams and Kulisch, 1993), (Hammer et al., 1995), (Kulisch, 1999).

      Control theory also recognizes problems that lead to a sort of worst scenario (Dullerud and Paganini, 2000).

      By comparison with the stochastic approach with completely known information, the worst scenario method is pessimistic because it does not consider information used in the stochastic model. Nevertheless, the method helps a designer to stay on the safe side. It emphasizes the worst, i.e., the most dangerous data, even if the probability of their occurrence may be low. It is possible, however, to couple the worst scenario approach with probability-, likelihood-, or possibility-based methods; see Chapter I.

      If reliable probabilistic information is unavailable and, consequently, little is known about the input data distribution, then a stochastic approach should not be proposed. In such circumstances, a non-stochastic approach should be used; see relevant sections of (Ben-Haim and Elishakoff, 1990) and (Elishakoff et al., 2001). Even if probabilistic information is available to substantiate a stochastic analysis, one may prefer a simpler non-stochastic worst scenario method. This preference occurs if the distribution of uncertain data is close to uniform (with large deviation) because then the worst scenario approach yields results comparable with those of a stochastic approach; see (Elishakoff et al., 1994a), (Elishakoff et al., 2001, Section 5.2), or (Elishakoff and Zingales, 2003). For a survey of probabilistic techniques with an emphasis on environmental engineering, we refer to (Cullen and Frey, 1999), where a large list of references is given.

      Various aspects of uncertainty modeling are treated in (Natke and Ben-Haim, 1997), (Haldar et al., 1997), and (Elishakoff, 1999), for instance.

      d

         (0.1)

      with u = 0 on the boundary ∂Ω. Let the scalar function a(·) be uncertain. We will assume that a(·) belongs to a given set Uad of admissible functions. The above problem may represent a model of a steady heat flow if α(·) denotes a temperature dependent heat conductivity coefficient and u is the temperature.

      Let a unique solution u(a) of problem (0.1) exist in a function space V for any data a ∈ Uad. The existence can be proved under relatively mild assumptions (Hlaváček et al., 1994). Let the quantity that we are interested in be the mean temperature over an a priori chosen small subdomain G ⊂ Ω (or G ⊂ ∂Ω). We wish to find the maximum value of the quantity of interest under the assumption a ∈ Uad. To this end, we identify the quantity of interest with a suitable criterion, i.e., a criterion-based functional (used here as a criterion-functional) Φ(v) : V is defined as the mean value of u(a) over G. Then we solve the problem

         (0.2)

      Problem (0.2) can have more than one solution. Each solution, i.e., each conductivity coefficient solving (0.2) consequently implies the maximum mean temperature in G. Either α⁰ or Φ(u(a⁰)) or even the pair (α⁰, Φ(u(α⁰)) can be called the worst scenario.

      In practice, instead of a⁰ itself, the value of Φ(u(a⁰)) is more important. We get Φ(u(a⁰)) through a⁰.

      Often, we are also interested in a minimization version of problem (0.2) and in the difference between the maximum and minimum value of the quantity of interest.

      The worst scenario method is only one of the approaches to uncertain data. Moreover, uncertainty in input data is only one of the numerous facets of uncertainty in modeling. Although this latter, more general subject deserves much attention, a detailed treatment lies outside the scope of this book. Nevertheless, Chapter I is intended as an introduction to uncertainty in modeling. It touches various aspects of uncertainty, and briefly presents other approaches to uncertain data and their coupling with the worst scenario method. Certain topics, namely verification and validation, are further elucidated in the Appendix at the end of the book.

      A general formulation of the worst scenario method is proposed in Chapter II, where both a general abstract scheme and an analysis of the method are presented. Also, conditions sufficient for the existence of a worst scenario are given. Then an approximate worst scenario problem is formulated. To this end, respective discretizations of V and Uad are necessary. A convergence analysis with respect to discretization parameters is also presented. This general framework is further applied to particular families of problems.

      Chapter III is devoted to applications of the worst scenario method to elliptic boundary value problems. We consider a quasilinear nonpotential and nonmonotonous equation with combined nonlinear boundary conditions. The uncertainty may occur in the coefficients, the right-hand side, and the boundary conditions.

      In Chapter IV, parabolic initial-boundary value problems formulated as variational equations or variational inequalities are studied. We deal with uncertain time-dependent coefficients and uncertain unilateral obstacles.

      Chapters V–VII contain applications of the worst scenario method to elasticity and thermoelasticity. We study transversal vibrations and the buckling of Timoshenko beams with an uncertain shear correction factor and an uncertain stiffness of an elastic foundation. Then a classical bending model of a beam in coupled thermoelasticity is considered with an uncertain coupling coefficient. Examples of unilateral contact problems with friction in elasticity and quasi-coupled thermoelasticity are treated with uncertainties in all input data. We also study a pseudoplate with uncertain loading, uncertain stiffness of an elastic foundation, and uncertain friction on the boundary. Finally, the von Kármán model of a buckled plate with uncertain initial geometrical imperfections is analyzed on the basis of Galerkin approximations.

      Different models of elasto-plastic bodies are dealt with in Chapter VIII and Chapter IX. We consider torsion problems in Hencky’s model with uncertain stress-strain law coefficients and an uncertain yield function. The Timoshenko model of a bending beam in Hencky’s plasticity is analyzed with respect to an uncertain yield function. Eight sections are devoted to models of two-dimensional and three-dimensional elasto-plastic bodies in the framework of the deformation theory, the Prandtl-Reuss model of perfect plasticity, the flow theory with isotropic hardening in stress or in strain space, and combined linear kinematic and isotropic hardening. We assume uncertainties in the stress-strain law coefficients and in a material or yield function.

      Chapter X is oriented in a different direction. It addresses elliptic boundary value problems (BVP) with uncertain nonsmooth boundaries. It turns out that the Neumann boundary condition has to be completely reformulated to fit the nature of the uncertain boundary problem. A special problem is treated there: an estimate is made of the distance between the BVP solution in an uncertain domain and the BVP solution in a known domain close to the uncertain domain. Selected numerical results are included.

      The essentials of sensitivity analysis needed for computing the derivative of a criterion-functional with respect to input data are presented in Chapter XI, Section 25. Attention is paid to both discretized and nondiscretized problems.

      To assist the readers who need to brush up and complete their mathematical background, and to give them the basic mathematical tools used in the book, we incorporate Section 26 in Chapter XI. It contains relevant essentials of the theory of function spaces, convex and functional analysis, and variational methods.

      Readers not interested in theoretical results may skip Chapter II and Subsections 4.3, 5.3, 6.4, 7.1, 11.2, 11.7, 13.4, 14.4, 14.5, 16.4, 17.3, 17.6, 20.3, 20.4, and 21.3.

      For illustration of practical results, we recommend Subsections 4.5, 8.1, 8.2, 9.1, 9.2, 9.5, 11.1–11.3, 24.3, and Section 22.

      Let us add a few comments on the worst scenario method.

      Well-posedness. The method is significant for assessing the well-posedness of a state problem with respect to uncertain input data.

      If applied to mathematical models reflecting reality by means of a well-posed state problem, the method gives the worst scenario that can be considered as reasonable or not beyond expected range. If, however, the state problem is not well-posed with respect to uncertainty, then the resulting worst scenario is strange or extremely bad.

      The commonly formulated Neumann boundary value problem shows such ill-posedness with respect to an uncertain boundary of the domain of definition. As well-posedness is highly desirable and ill-posed problems should be avoided, the suggested remedy consists in taking the physical background into account and in a proper reformulation of the state problem; see Section 23 in Chapter X.

      Relation to optimal design. The methods and algorithms of the theory of optimal design can be beneficially used in the worst scenario approach.

      Indeed, the worst scenario approach can be viewed as an optimal design approach with the opposite sign, i.e., as an anti-optimization. The formulation of the maximization problem (0.2) coincides with the formulation used in optimal design; cf. (Haug and Arora, 1979), (Haug et al., 1986), (Haslinger and Neittaanmäki, 1996), (Neittaanmäki et al., 1996), (Litvinov, 2000), (Delfour and Zolésio, 2001), (Stanley and Stewart, 2002), and others.

      A rich mathematical apparatus is available for optimal design and, consequently, for the worst scenario method. From a practical point of view, sensitivity analysis and nonlinear programming are of the greatest use.

      Applicability and solvability. The worst scenario approach can be applied to any mathematical model with input data because any input can be uncertain.

      In general, however, it can be quite difficult or even impossible to guarantee the existence of the worst scenario if functional Φ and the admissible set Uad are not properly chosen. To obtain the existence, we use Ud throughout the entire book. In other words, we employ a restricted set of admissible data to have compact Uad.

      Another approach, also usable in the worst scenario method, would be based on relaxing restrictions that limit input data. It results in Uad compact in a topology different from that of continuous functions. Relaxation techniques are used in optimal topology and material design; see (Bendsøe, 1995), (Cherkaev, 2000), (Cherkaev and Kohn, 1997), or (Roubíček, 1997), for example.

      Special circumstances can facilitate the search for a worst scenario. Take, for example, a boundary value problem defined through an invertible linear operator T and an uncertain right-hand side f, where the solution u = T‒1(f) is proportional to the input data f.

      We can expect that the prediction of a worst scenario will not be easy if the behavior of a mapping a ) Φ(a, u(a)) is difficult to predict. This appears above all in nonlinear state problems.

      Such a rule of thumb has its exceptions because the physical origin of a state problem can also suggest, under special circumstances, what the worst scenario looks like. This is demonstrated through nonlinear steady heat flow problems solved in Subsections 4.5 and 4.6.

      Non-uniqueness of the state. The worst scenario method is applicable even if the state problem has more than one solution.

      In fact, problem (0.2) is easy to recast. Let K(a) be the set of all state solutions corresponding to a particular parameter a ∈ Uad. Then, instead of (0.2), we solve the following modified worst scenario problem:

      The approximate worst scenario problem can be formulated in a parallel way if the approximate state problem has more than one solution; see Subsection 4.2 or 12.2.

      Acknowledgments

      The material for this book originated from the products of various research projects funded by Czech and US grant agencies and foundations. Preparing and finalizing the manuscript was made possible through grants no. 201/01/1200 and no. 201/02/1058 from the Grant Agency of the Czech Republic. We gratefully acknowledge this funding.

      The book incorporates original or modified portions of the textual and pictorial material already published in various journals. We thank:

      (1) the Mathematical Institute of the Academy of Sciences of the Czech Republic for permission to use (Chleboun, 2003) in Section 2 (including Figure 2.9), (Hlaváček, 1996) in Section 17, (Hlaváček, 1998) in Section 15, (Hlaváček, 2002a) in Section 12 (including Figures 12.1-12.8), and (Lovíšek, 2003) in Section 7;

      (2) the Institute of Mathematics of the Polish Academy of Sciences for permission to use (Hlaváček and Lovíšek, 2001) and (Hlaváček and Lovíšek, 2002) in Section 11;

      (3) the Society for Industrial and Applied Mathematics for permission to use (Hlaváček, 2001a) in Section 18;

      (4) the American Mathematical Society for permission to use (Babuška and Chleboun, 2002) in Section 23;

      (5) Springer-Verlag for permission to use (Babuška and Chleboun, 2003) in Section 24 (including Figure 24.1 and Figure 24.2);

      (6) Elsevier for permission to use (Hlaváček, 1997b) in Section 3 and Section 4, (Hlaváček, 1997a), (Chleboun, 1999), and (Chleboun, 2001) in Section 4 (including Figures 4.1–4.3), (Hlaváček and Chleboun, 2000) in Section 8 (including Figure 8.1 and Figure 8.2), (Hlaváček and Nedoma, 2004) in Section 14, (Hlaváček et al., 2004) in Section 22 (including Figures 22.1–22.4), and for permission to reprint (Babuška and Oden, 2004) as the Appendix;

      (7) John Wiley & Sons, Inc., for permission to use (Hlaváček, 1999b) in Section 6, (Hlaváček, 1999a) in Section 13, (Hlaváček, 2001c) in Section 16, and (Hlaváček, 2002c) in Section 19;

      (8) the World Scientific Publishing Company for permission to use (Hlaváček, 2001b) in Section 16 and (Hlaváček, 2002b) in Section 20;

      (9) Oxford University Press for permission to use (Hlaváček, 2003a) in Section 9.

      We thank Professor J. T. Oden for his kind permission to include (Babuška and Oden, 2004) as the Appendix, and also Professor J. Lovíšek, Dr. M. Tužilová, and Mr. V. Krištof for allowing us to use some parts of their respective works (Lovíšek, 2003), (Tužilová, 2003), and (Krištof, 2004).

      We are grateful to Ms. J. Bakker of Elsevier Science and Professor J. D. Achenbach, the editor of Applied Mathematics and Mechanics, for their kind assistance in the preparation of this book.

      We wish to thank Dr. T. Vejchodský, Ms. E. Ritterová, and Ms. K. Radová from the Mathematical Institute of the Academy of Sciences of the Czech Republic for their cooperation in typing the LATEX-files, and Dr. K. Horák for his expert advice on LATEX typesetting. We are indebted to Dr. R. Haas, also from the Academy, for his help in editing the language of the manuscript.

      Scientific Computing with Automatic Result Verification. In: Adams E, Kulisch U, eds. New York: Academic Press; 1993.

      Alefeld G, Herzberger J. An Introduction to Interval Computations. In: New York.: Academic Press; 1983.

      Babuška I, Chleboun J. Effects of uncertainties in the domain on the solution of Neumann boundary value problems in two spatial dimensions. Math. Comp. 2002;71(240):1339–1370.

      Babuška I, Chleboun J. Effects of uncertainties in the domain on the solution of Dirichlet boundary value problems. Numer. Math. 2003;93(4):583–610.

      Babuška I, Oden JT. V&V in computational engineering and science: Basic concepts. Comput. Methods Appl. Mech. Engrg. 2004 To appear.

      Babuška I, Tempone R, Zouraris GE. Galerkin finite element approximation of stochastic partial differential equations. SIAM J. Numer. Anal. 2004b To appear.

      Babuška I, Tempone R, Zouraris GE. Solving elliptic boundary value problems with uncertain coefficients by the finite element method: The stochastic formulation. Comput. Methods Appl. Mech. Engrg. 2004c To appear.

      Ben-Haim Y. Robust Reliability in the Mechanical Sciences. In: Berlin: Springer-Verlag; 1996.

      Ben-Haim Y. Design certification with information-gap uncertainty. Structural Safety. 1999a;21:269–289.

      Ben-Haim Y. Set-models of information-gap uncertainty: axioms and an inference scheme. J. Franklin Inst. 1999b;336:1093–1117.

      Ben-Haim Y. Info-gap value of information in model updating. Mech. Syst. Signal Process. 2001a;15:457–474.

      Ben-Haim Y. Information Gap Decision Theory: Decisions Under Severe Uncertainty. In: San Diego: Academic Press; 2001b.

      Ben-Haim Y. Uncertainty, probability and information-gaps. Reliab. Engng. Syst. Safety. 2004;85:249–266.

      Ben-Haim Y, Elishakoff I. Convex Models of Uncertainties in Applied Mechanics, volume 25 of Studies in Applied Mechanics. In: Amsterdam: Elsevier; 1990.

      Bendsøe MP. Optimization in Structural Topology, Shape, and Material. In: Berlin: Springer-Verlag; 1995.

      Bulgakov BV. Fehleranhäufung bei Kreiselapparaten. Ingenieur-Archiv. 1940;11:461–469 In German.

      Bulgakov BV. On the accumulation of disturbances in linear systems with constant coefficients. Dokl. Akad. Nauk SSSR. 1946;LI(5):339–342 In Russian.

      Cherkaev A. Variational Methods for Structural Optimization, volume 140 of Applied Mathematical Sciences. In: New York: Springer-Verlag; 2000.

      Topics in the Mathematical Modelling of Composite Materials, volume 31 of Progress in Nonlinear Differential Equations and Their Applications. In: Cherkaev A, Kohn R, eds. Boston: Birkhäuser; 1997.

      Chleboun J. Reliable solution for a 1D quasilinear elliptic equation with uncertain coefficients. J. Math. Anal. Appl. 1999;234:514–528.

      Chleboun J. On a reliable solution of a quasilinear elliptic equation with uncertain coefficients: Sensitivity analysis and numerical examples. Nonlinear Anal. 2001;44:375–388.

      Chleboun J. On fuzzy input data and the worst scenario method. Appl. Math. (Prague). 2003;48:487–496.

      Cooke RM. Experts in Uncertainty: Opinion and Subjective Probability. In: Oxford: Oxford University Press; 1991.

      Cullen AC, Frey HC. Probabilistic Techniques in Exposure Assessment: A Handbook for Dealing with Variability and Uncertainty in Models and Inputs. In: New York: Plenum Press; 1999.

      Deb MK, Babuška IM, Oden JT. Solution of stochastic partial differential equations using Galerkin finite element techniques. Comput. Methods Appl. Mech. Engrg. 2001;190(48):6359–6372.

      Delfour MC, Zolésio J-P. Shapes and Geometries: Analysis, Differential Calculus, and Optimization. In: Philadelphia: SIAM; 2001. Advances in Design and Control..

      Dullerud GE, Paganini F. A Course in Robust Control Theory. A Convex Approach. In: New York: Springer-Verlag; 2000.

      Elishakoff I, Li Y, Starnes Jr. JH. Non-Classical Problems in the Theory of Elastic Stability. In: Cambridge: Cambridge University Press; 2001.

      Elishakoff I. An idea of the uncertainty triangle. Shock Vib. Dig. 1990;22:1.

      Whys and Hows in Uncertainty Modelling, Probability, Fuzziness and Anti-Optimization. In: Elishakoff I, ed. Wien, New York: Springer-Verlag; . CISM Courses and Lectures No. 1999;388.

      Elishakoff I, Cai GQ, Starnes Jr. JH. Non-linear buckling of a column with initial imperfection via stochastic and non-stochastic convex models. Intemat. J. Non-Linear Mech. 1994a;29:71–82.

      Elishakoff I, Zingales M. Contrasting probabilistic and antioptimization approaches in an applied mechanics problem. Intemat. J. Solids Structures. 2003;40:4281–4297.

      Ghanem RG, Spanos PD. Stochastic Finite Elements: A Spectral Approach. In: New York: Springer-Verlag; 1991.

      Haldar A, Guran A, Ayyub BM, eds. Singapore: World Scientific; 1997.

      Hammer R, Hocks M, Kulisch U, Ratz D. C++ Toolbox for Verified Computing. Basic Numerical problems. In: Heidelberg: Springer-Verlag; 1995.

      Haslinger J, Neittaanmäki P. Finite Element Approximation for Optimal Shape, Material and Topology Design. In: Chichester: J. Wiley; 1996.

      Haug EJ, Arora JS. Applied Optimal Design. In: New York: J. Wiley; 1979.

      Haug EJ, Choi KK, Komkov V. Design Sensitivity Analysis of Structural Systems. In: Orlando: Academic Press; 1986.

      Hemez FM, Ben-Haim Y. Info-gap robustness for the correlation of tests and simulations of a nonlinear transient. Mech. Syst. Signal Process. 2004;18:1443–1467.

      Hlaváček I. Reliable solution of problems in the deformation theory of plasticity with respect

      Enjoying the preview?
      Page 1 of 1