Hector Galante, Anca Belme, Jean-Camille Chassaing, Timothy Wildey
{"title":"SOLVING STOCHASTIC INVERSE PROBLEMS FOR CFD USING DATA-CONSISTENT INVERSION AND AN ADAPTIVE STOCHASTIC COLLOCATION METHOD","authors":"Hector Galante, Anca Belme, Jean-Camille Chassaing, Timothy Wildey","doi":"10.1615/int.j.uncertaintyquantification.2024049566","DOIUrl":null,"url":null,"abstract":"We present a non-intrusive adaptive stochastic collocation method coupled with a data-consistent inference framework to optimize stochastic inverse problems solve in CFD. The purpose of the proposed data-consistent method is, given a model and some observed output probability density function (pdf), to build a new model input pdf which is consistent with both the model and the data. Solving stochastic inverse problems in CFD is however very costly, which is why we use a surrogate or metamodel in the data-consistent inference method. This surrogate model is built using an adaptive stochastic collocation approach based on a stochastic error estimator and simplex elements in the parameters space. The efficiency of the proposed method is evaluated on analytical test cases and two CFD configurations. The metamodel inference results are shown to be as accurate as crude Monte Carlo inferences while performing 103 less deterministic computations for smooth and discontinuous response surfaces. Moreover, the proposed method is shown to be able to reconstruct both an observed pdf on the data and a data-generating distribution in the uncertain parameter space under certain conditions.","PeriodicalId":48814,"journal":{"name":"International Journal for Uncertainty Quantification","volume":"28 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal for Uncertainty Quantification","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1615/int.j.uncertaintyquantification.2024049566","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENGINEERING, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
Abstract
We present a non-intrusive adaptive stochastic collocation method coupled with a data-consistent inference framework to optimize stochastic inverse problems solve in CFD. The purpose of the proposed data-consistent method is, given a model and some observed output probability density function (pdf), to build a new model input pdf which is consistent with both the model and the data. Solving stochastic inverse problems in CFD is however very costly, which is why we use a surrogate or metamodel in the data-consistent inference method. This surrogate model is built using an adaptive stochastic collocation approach based on a stochastic error estimator and simplex elements in the parameters space. The efficiency of the proposed method is evaluated on analytical test cases and two CFD configurations. The metamodel inference results are shown to be as accurate as crude Monte Carlo inferences while performing 103 less deterministic computations for smooth and discontinuous response surfaces. Moreover, the proposed method is shown to be able to reconstruct both an observed pdf on the data and a data-generating distribution in the uncertain parameter space under certain conditions.
期刊介绍:
The International Journal for Uncertainty Quantification disseminates information of permanent interest in the areas of analysis, modeling, design and control of complex systems in the presence of uncertainty. The journal seeks to emphasize methods that cross stochastic analysis, statistical modeling and scientific computing. Systems of interest are governed by differential equations possibly with multiscale features. Topics of particular interest include representation of uncertainty, propagation of uncertainty across scales, resolving the curse of dimensionality, long-time integration for stochastic PDEs, data-driven approaches for constructing stochastic models, validation, verification and uncertainty quantification for predictive computational science, and visualization of uncertainty in high-dimensional spaces. Bayesian computation and machine learning techniques are also of interest for example in the context of stochastic multiscale systems, for model selection/classification, and decision making. Reports addressing the dynamic coupling of modern experiments and modeling approaches towards predictive science are particularly encouraged. Applications of uncertainty quantification in all areas of physical and biological sciences are appropriate.