English

Goal-Oriented A-Posteriori Estimation of Model Error as an Aid to Parameter Estimation

Numerical Analysis 2022-09-28 v2 Computational Engineering, Finance, and Science Numerical Analysis

Abstract

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

Keywords

Cite

@article{arxiv.2205.15131,
  title  = {Goal-Oriented A-Posteriori Estimation of Model Error as an Aid to Parameter Estimation},
  author = {Prashant K. Jha and J. Tinsley Oden},
  journal= {arXiv preprint arXiv:2205.15131},
  year   = {2022}
}

Comments

24 pages, 5 figures

R2 v1 2026-06-24T11:33:11.440Z