High dimensional stochastic simulation and electric ship models

Josh Taylor, Franz Hover

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Determination of statistical moments requires the numerical computation of integrals, but as the number of random dimensions increases, computational cost grows dramatically. There is great interest in the large scale complex systems encountered in the all-electric ship, and to deal with the large dimension, we present the sparse grid technique based on Smolyak's algorithm for evaluating mid-dimensional integrals. We compare its performance with collocation (full grid) and Monte Carlo methods, first focusing on a now standard package of six test integrals proposed by Genz. We then apply these methods to a validated electric ship model to compute mean and variance behaviors, given variation in physical parameters, both individually and in ranked sets.

Original languageEnglish (US)
Title of host publicationIEEE Electric Ship Technologies Symposium, ESTS 2007
Pages402-407
Number of pages6
DOIs
StatePublished - 2007
Externally publishedYes
EventIEEE Electric Ship Technologies Symposium, ESTS 2007 - Arlington, VA, United States
Duration: May 21 2007May 23 2007

Publication series

NameIEEE Electric Ship Technologies Symposium, ESTS 2007

Conference

ConferenceIEEE Electric Ship Technologies Symposium, ESTS 2007
Country/TerritoryUnited States
CityArlington, VA
Period5/21/075/23/07

All Science Journal Classification (ASJC) codes

  • Computational Mechanics
  • Electrical and Electronic Engineering
  • Mechanical Engineering

Fingerprint

Dive into the research topics of 'High dimensional stochastic simulation and electric ship models'. Together they form a unique fingerprint.

Cite this