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Design and modeling for computer experiments. (English) Zbl 1093.62117
Chapman & Hall/CRC Computer Science & Data Analysis Series. Boca Raton, FL: Chapman & Hall/CRC (ISBN 1-58488-546-7/hbk). xii, 290 p. (2006).
Computer simulation has become a significant tool for the engineering and physical sciences disciplines. The utilised mathematical models, however, should possess a high level of accuracy that can only be achieved through systematic computer experimentation. This is where the focus of this book lies on: to present in a practical way the techniques and straightforward guidance for analysing experiment results needed by those that are interested in applying computer simulation based on mathematical models. The emphasis of the book is on practical rather than theoretical issues, and as such, it is well suited to practising engineers and scientists. It may also be used for educational purposes to related under- and post-graduate courses.
The book is organised in three parts. The first part provides an introduction in the design and modelling of computer experiments, while the second part presents some of the most popular approaches. Finally, the third part presents various modelling techniques for data coming from computer experiments discussing their interpretation and sensitivity analysis. The book includes also an appendix that provides the necessary statistical and mathematical background as well as numerous examples.

MSC:
62P99 Applications of statistics
68U20 Simulation (MSC2010)
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62P30 Applications of statistics in engineering and industry; control charts
Software:
alr3; fda (R)
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