V. Shutyaev, T. T. Hà, F. Le Dimet, H. S. Hoang, N. H. Phong
{"title":"变分同化问题中响应函数对系统输入灵敏度的数值计算","authors":"V. Shutyaev, T. T. Hà, F. Le Dimet, H. S. Hoang, N. H. Phong","doi":"10.1515/rnam-2022-0004","DOIUrl":null,"url":null,"abstract":"Abstract Prediction of pollution in water flow is a very important task. To this end, it is imperative to be able to define the uncertainty in a model prediction. This is the purpose of sensitivity analysis whose role is to identify what uncertainty in the model outputs is attributable to the model inputs (parameters in this case). Traditionally, this is achieved by running the model perturbed by many random samples in the parameter space to determine their impact on the model outputs. It provides information on how much of the output variance is controlled by each parameter of the inputs. The theoretical results related to the procedure based adjoint approach for computing a sensitivity of the response function (RF) to changes in the input source are presented in the paper. It is shown that this approach allows to compute, by one single integration of the adjoint equation over a given time interval, a sensitivity of the RF to any source located in the domain of interest. The proposed approach is applied to the 2D Saint-Venant flow equations for modelling the water pollution problem. A numerical experiment is formulated and implemented for the Thanh Nhan Lake in Hanoi for studying a sensitivity of some RF to observations. The numerical model is constructed by applying the well-known finite-volume method. Two appropriate optimization problems are introduced and solved on the basis of the BFGS algorithm. The numerical results show the efficiency of the proposed method and confirm the theoretical findings.","PeriodicalId":49585,"journal":{"name":"Russian Journal of Numerical Analysis and Mathematical Modelling","volume":"37 1","pages":"41 - 61"},"PeriodicalIF":0.5000,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"On numerical computation of sensitivity of response functions to system inputs in variational data assimilation problems\",\"authors\":\"V. Shutyaev, T. T. Hà, F. Le Dimet, H. S. Hoang, N. H. Phong\",\"doi\":\"10.1515/rnam-2022-0004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Prediction of pollution in water flow is a very important task. To this end, it is imperative to be able to define the uncertainty in a model prediction. This is the purpose of sensitivity analysis whose role is to identify what uncertainty in the model outputs is attributable to the model inputs (parameters in this case). Traditionally, this is achieved by running the model perturbed by many random samples in the parameter space to determine their impact on the model outputs. It provides information on how much of the output variance is controlled by each parameter of the inputs. The theoretical results related to the procedure based adjoint approach for computing a sensitivity of the response function (RF) to changes in the input source are presented in the paper. It is shown that this approach allows to compute, by one single integration of the adjoint equation over a given time interval, a sensitivity of the RF to any source located in the domain of interest. The proposed approach is applied to the 2D Saint-Venant flow equations for modelling the water pollution problem. A numerical experiment is formulated and implemented for the Thanh Nhan Lake in Hanoi for studying a sensitivity of some RF to observations. The numerical model is constructed by applying the well-known finite-volume method. Two appropriate optimization problems are introduced and solved on the basis of the BFGS algorithm. 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On numerical computation of sensitivity of response functions to system inputs in variational data assimilation problems
Abstract Prediction of pollution in water flow is a very important task. To this end, it is imperative to be able to define the uncertainty in a model prediction. This is the purpose of sensitivity analysis whose role is to identify what uncertainty in the model outputs is attributable to the model inputs (parameters in this case). Traditionally, this is achieved by running the model perturbed by many random samples in the parameter space to determine their impact on the model outputs. It provides information on how much of the output variance is controlled by each parameter of the inputs. The theoretical results related to the procedure based adjoint approach for computing a sensitivity of the response function (RF) to changes in the input source are presented in the paper. It is shown that this approach allows to compute, by one single integration of the adjoint equation over a given time interval, a sensitivity of the RF to any source located in the domain of interest. The proposed approach is applied to the 2D Saint-Venant flow equations for modelling the water pollution problem. A numerical experiment is formulated and implemented for the Thanh Nhan Lake in Hanoi for studying a sensitivity of some RF to observations. The numerical model is constructed by applying the well-known finite-volume method. Two appropriate optimization problems are introduced and solved on the basis of the BFGS algorithm. The numerical results show the efficiency of the proposed method and confirm the theoretical findings.
期刊介绍:
The Russian Journal of Numerical Analysis and Mathematical Modelling, published bimonthly, provides English translations of selected new original Russian papers on the theoretical aspects of numerical analysis and the application of mathematical methods to simulation and modelling. The editorial board, consisting of the most prominent Russian scientists in numerical analysis and mathematical modelling, selects papers on the basis of their high scientific standard, innovative approach and topical interest.
Topics:
-numerical analysis-
numerical linear algebra-
finite element methods for PDEs-
iterative methods-
Monte-Carlo methods-
mathematical modelling and numerical simulation in geophysical hydrodynamics, immunology and medicine, fluid mechanics and electrodynamics, geosciences.