论文标题
Bifidelity合奏Kalman方法用于PDE构成的反问题
A Bi-fidelity Ensemble Kalman Method for PDE-Constrained Inverse Problems
论文作者
论文摘要
基于部分微分方程(PDE)的复杂物理系统的数学建模和模拟已广泛用于工程和工业应用中。为了启用可靠的预测,通过稀疏和嘈杂的测量值推断未知参数/字段(例如边界条件,机械性能和操作参数)来校准模型至关重要但具有挑战性。在这项工作中,我们开发了一种新颖的双性照(BF)集合Kalman倒置方法来应对这一挑战,利用高保真模型的准确性和低保真模型的效率。核心概念是构建具有有限数量的高保真样本的BF模型,以在迭代合奏Kalman倒置中有效地向前传播。与现有的反转技术相比,所提出的方法的显着特征可以总结如下:(1)实现高保真模型的准确性,但以低保真模型的成本为代价,(2)无稳定性和无衍生物,以及(3)代码非侵入性,可以使不同应用程序的启动易于不同应用。提出的方法已通过与流体动力学相关的三个反问题进行评估,包括参数估计和现场反转。数值结果表明,所提出的BF集合Kalman倒置方法的出色性能,从效率和准确性方面,它极大地超过了标准的Kalman倒置。
Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging to calibrate the model by inferring unknown parameters/fields (e.g., boundary conditions, mechanical properties, and operating parameters) from sparse and noisy measurements, which is known as a PDE-constrained inverse problem. In this work, we develop a novel bi-fidelity (BF) ensemble Kalman inversion method to tackle this challenge, leveraging the accuracy of high-fidelity models and the efficiency of low-fidelity models. The core concept is to build a BF model with a limited number of high-fidelity samples for efficient forward propagations in the iterative ensemble Kalman inversion. Compared to existing inversion techniques, salient features of the proposed methods can be summarized as follow: (1) achieving the accuracy of high-fidelity models but at the cost of low-fidelity models, (2) being robust and derivative-free, and (3) being code non-intrusive, enabling ease of deployment for different applications. The proposed method has been assessed by three inverse problems that are relevant to fluid dynamics, including both parameter estimation and field inversion. The numerical results demonstrate the excellent performance of the proposed BF ensemble Kalman inversion approach, which drastically outperforms the standard Kalman inversion in terms of efficiency and accuracy.