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## Active Subspace Methods in Theory and PracticeAdd to your list(s) Download to your calendar using vCal - Dr. Paul Constantine, Colorado School of Mines
- Thursday 22 May 2014, 13:00-14:00
- Lecture Theatres - LT1, Cambridge University Department of Engineering, Inglis Building.
If you have a question about this talk, please contact Pranay Seshadri.
Fortunately, many practical models with high-dimensional inputs vary primarily along only a few directions in the space of inputs. I will describe a method for detecting and exploiting these directions of variability to construct a response surface on a low-dimensional linear subspace of the full input space; detection is accomplished through analysis of the gradient of the model output with respect to the inputs, and the subspace is defined by a projection. I will show error bounds for the low-dimensional approximation that motivate computational heuristics for building a kriging response surface on the subspace. As a demonstration, I will apply the method to a nonlinear heat transfer model on a turbine blade, where a 250-parameter model for the heat flux represents uncertain transition to turbulence of the flow field. I will also discuss the range of existing applications of the method—-including the motivating application from Stanford’s DOE PSAAP center—-and the future research challenges.
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