Active Subspaces: Emerging Ideas for Dimension Reduction in Parameter Studies

Active subspaces are an emerging set of dimension reduction tools that identify important directions in the parameter space. This book describes techniques for discovering a model's active subspace and proposes methods for exploiting the reduced dimension to enable otherwise infeasible parameter studies. Readers will find new ideas for dimension reduction, easy-to-implement algorithms, and several examples of active subspaces in action.

Audience: This book is intended for researchers and graduate students in computational science, applied mathematics, statistics, and engineering.

Contents: Preface; Chapter 1: Quick Start; Chapter 2: Parameterized Models in Physics and Engineering; Chapter 3: Discover the Active Subspace; Chapter 4: Exploit the Active Subspace; Chapter 5: Active Subspaces in Action; Chapter 6: Summary and Future Directions; Bibliography; Index.