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The authors present a Polynomial Chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-Profile Parametrization (KPP) within the MIT General Circulation Model (MITgcm) of the tropical pacific. The inference of…

统计方法学 · 统计学 2016-12-21 Ihab Sraj , Sarah E. Zedler , Omar M. Knio , Charles S. Jackson , Ibrahim Hoteit

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

统计计算 · 统计学 2012-11-02 Piyush Tagade , Han-Lim Choi

We present a new approach for constructing a data-driven surrogate model and using it for Bayesian parameter estimation in partial differential equation (PDE) models. We first use parameter observations and Gaussian Process regression to…

数值分析 · 数学 2020-07-15 Jing Li , Alexandre M Tartakovsky

Generalized polynomial chaos expansions are a powerful tool to study differential equations with random coefficients, allowing in particular to efficiently approximate random invariant sets associated to such equations. In this work, we use…

数值分析 · 数学 2022-03-07 Maxime Breden

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

应用统计 · 统计学 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

A stochastic approach based on generalized Polynomial Chaos (gPC) is used to quantify the error in Large-Eddy Simulation (LES) of a spatially-evolving mixing layer flow and its sensitivity to different simulation parameters, viz. the grid…

流体动力学 · 物理学 2013-09-27 Marcello Meldi , Maria Vittoria Salvetti , Pierre Sagaut

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

计算工程、金融与科学 · 计算机科学 2023-07-26 Niklas Georg , Ulrich Römer

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

统计计算 · 统计学 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

In this paper, we consider the inverse problem of determining the permeability of the subsurface from hydraulic head measurements, within the framework of a steady Darcy model of groundwater flow. We study geometrically defined prior…

统计理论 · 数学 2015-06-18 Marco A. Iglesias , Kui Lin , Andrew M. Stuart

Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of…

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

统计计算 · 统计学 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

The non-intrusive generalized Polynomial Chaos (gPC) method is a popular computational approach for solving partial differential equations (PDEs) with random inputs. The main hurdle preventing its efficient direct application for…

数值分析 · 数学 2016-09-19 Jiahua Jiang , Yanlai Chen , Akil Narayan

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

机器学习 · 计算机科学 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

机器学习 · 计算机科学 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

机器学习 · 统计学 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

In geophysics, inverse modelling can be applied to a wide range of goals, including, for instance, mapping the distribution of rock physical parameters in applied geophysics and calibrating models to forecast the behaviour of natural…

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

最优化与控制 · 数学 2015-06-17 Jiangjiang Zhang , Weixuan Li

This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

计算工程、金融与科学 · 计算机科学 2022-06-20 Julien Berger , Clemence Legros

The Bayesian paradigm is becoming an increasingly popular framework for estimation and uncertainty quantification of unknown parameters in geo-physical inversion problems. Badlands is a basin and landscape evolution forward model for…

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