相关论文: Preconditioning Markov Chain Monte Carlo Method fo…
We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the…
In this work we are interested in the (ill-posed) inverse problem for absolute permeability characterization that arises in predictive modeling of porous media flows. We consider a Bayesian statistical framework with a preconditioned Markov…
Many applications involving porous media--notably reservoir engineering and geologic applications--involve tight coupling between multiphase fluid flow, transport, and poromechanical deformation. While numerical models for these processes…
This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…
In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…
This work presents a model reduction approach to the inverse problem in the application of subsurface flows. For the Bayesian inverse problem, the forward model needs to be repeatedly computed for a large number of samples to get a…
We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-$t$ probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with…
This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…
Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
We present a two-level preconditioner for solving linear systems arising from the discretization of the elliptic, linear-elastic deformation equation, in displacement unknowns, over domains that have arbitrary geometric and topological…
We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…
In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…
Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
In this paper we present computational experiments with the Markov Chain Monte Carlo Matrix Inversion ($(\text{MC})^2\text{MI}$) on several accelerator architectures and investigate their impact on performance and scalability of the method.…
We aim to solve the incompressible Navier-Stokes equations within the complex microstructure of a porous material. Discretizing the equations on a fine grid using a staggered (e.g., marker-and-cell, mixed FEM) scheme results in a nonlinear…
Numerical simulation of fracture contact poromechanics is essential for various applications, including CO2 sequestration, geothermal energy production and underground gas storage. Modeling this problem accurately presents significant…
Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the…