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Bayesian approach to parameter identification in gas networks

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The inverse problem of identifying the friction coefficient in an isothermal semilinear Euler system is considered. Adopting a Bayesian approach, the goal is to identify the distribution of the quantity of interest based on a finite number of noisy measurements of the pressure at the boundaries of the domain. First wellposedness of the underlying non-linear PDE system is shown using semigroup theory, and then Lipschitz continuity of the solution operator with respect to the friction coefficient is established. Based on the Lipschitz property, well-posedness of the resulting Bayesian inverse problem for the identification of the friction coefficient is inferred. Numerical tests for scalar and distributed parameters are performed to validate the theoretical results.
Rocznik
Strony
377--402
Opis fizyczny
Bibliogr. 36 poz., rys., tab.
Twórcy
  • Institut für Mathematik, Humboldt–Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
  • Institut für Mathematik, Humboldt–Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
  • Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany
  • Institute for Mathematics, University of Mannheim, B6 28-29, C 306; 68131 Mannheim, Germany
  • Institut für Mathematik, Humboldt–Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
Bibliografia
  • Abgrall R. and Mishra, S. (2017) Uncertainty quantification for hyperbolic systems of conservation Laws. In: Handbook of Numerical Methods for Hyperbolic Problems, R. Abgrall and Chi-Wang Shu, eds., Handb. Numer. Anal., 18. Elsevier/North-Holland, Amsterdam, 507–544.
  • Apte, A., Hairer, M., Stuart, A.M. and Voss, S. (2007) Sampling the posterior: an approach to non-Gaussian data assimilation. Phys. D, 230, 50–64.
  • Assmann, D., Liers, F. and Stingl, D. (2017) Decomposable robust twostage optimization: An application to gas network operations under uncertainty. Preprint, TRR 154.
  • Bernardo, J.-M. and Smith, A. F. M. (1994) Bayesian Theory. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. John Wiley & Sons, Ltd., Chichester.
  • Bijl, H., Lucor, D., Mishra S. and Schwab, D. (2013) Uncertainty Quantification in Computational Fluid Dynamics. Lecture Notes in Computational Science and Engineering. Springer International Publishing.
  • Birolleau, A. , Poëtte, G. and Lucor, D. (2014) Adaptive Bayesian inference for discontinuous inverse problems, application to hyperbolic conservation laws. Commun. Comput. Phys., 16, 1–34.
  • Chen, V., Dunlop, M. M., Papaspiliopoulos, O. and Stuart, A.M. (2018) Dimension Robust MCMC in Bayesian Inverse Problems. arXiv: 1803.03344.
  • Cotter, S.L., Dashti, M., Robinson, J.C. and Stuart, A.M. (2009) Bayesian inverse problems for functions and applications to fluid mechanics. Inverse Problems, 25, 115008, 43.
  • Cotter, S.L., Roberts, G. O., Stuart, A.M. and White, D. (2011) MCMC methods for functions: Modifying old algorithms to make them faster. Statistical Science, 28, 283–464.
  • Dashti, M. and Stuart, A.M. (2011) Uncertainty quantification and weak approximation of an elliptic inverse problem. SIAM J. Numer. Anal., 49, 2524–2542.
  • Dashti, M. and Stuart, A.M (2016) The Bayesian Approach to Inverse Problems. Springer International Publishing, Cham, 1–118.
  • Dick, J., Gantner, R.N., Le Gia, Q. T. and Schwab, C. (2016) Higher order quasi-Monte Carlo integration for Bayesian estimation. Tech. Report 2016-13, Seminar for Applied Mathematics, ETH Zürich.
  • Domschke, P., Hiller, B., Lang, J. and Tischendorf, C. (2017) Modellierung von Gasnetzwerken: Eine Übersicht. Preprint, TRR 154.
  • Egger, H., Kugler,T. and Strogies, N. (2017) Parameter identiffcation in a semilinear hyperbolic System. Inverse Problems, 33, 055022, 25.
  • El Moselhy, T.A. and Marzouk, Y.M. (2012) Bayesian inference with optimal maps. Journal of Computational Physics, 231, 7815–7850.
  • Ern, A. and Guermond, J.-L. (2004) Theory and Practice of Finite Elements. Applied Mathematical Sciences, 159. Springer-Verlag, New York.
  • Gonzalez Grandon, T., Heitsch, H. and Henrion, R. (2017) A joint model of probabilistic/robust constraints for gas transport management in stationary networks. Computational Management Science, 14, 443–460.
  • Hajian, S. Hinterm¨uller, M. and Ulbrich, S. (2017) Total variation diminishing schemes in optimal control of scalar conservation laws. IMA Journal of Numerical Analysis.
  • Hayden, K., Olson, E. and Titi, E. S. (2011) Discrete data assimilation in the Lorenz and 2D Navier–Stokes equations. Physica D: Nonlinear Phenomena, 240, 1416 – 1425.
  • Hinterm¨uller, M. and Strogies, N. (2017a) On the consistency of Runge–Kutta methods up to order three applied to the optimal control of scalar conservation laws. Preprint, TRR 154. Accepted in Proceedings to NAOIV-2017.
  • Hintermüller, M. and Strogies, N. (2017b) On the identiffcation of the friction coeffcient in a semilinear system for gas transport through a network. Preprint, TRR 154.
  • Hoang, V.H., Schwab, C. and Stuart, A.M. (2013) Complexity analysis of accelerated MCMC methods for Bayesian inversion. Inverse Problems, 29, 085010, 37.
  • Kaipio, J. and Somersalo, E. (2005) Statistical and Computational Inverse Problems. Applied Mathematical Sciences, 160. Springer-Verlag, New York.
  • LeVeque, R. J. (2002) Finite Volume Methods for Hyperbolic Problems. Cambridge Texts in Applied Mathematics. Cambridge University Press, Cambridge.
  • Majda, A.J. and Harlim, J. (2012) Filtering Complex Turbulent Systems. Cambridge University Press, 1.
  • Matthies, H.G., Zander, E., Rosi´c, B.V. and Litvinenko, A. (2016) Parameter estimation via conditional expectation: a Bayesian inversion. Advanced Modeling and Simulation in Engineering Sciences, 3, 24.
  • Pazy, A. (1983) Semigroups of Linear Operators and Applications to Partial Differential Equations. Applied Mathematical Sciences, 44. Springer-Verlag, New York.
  • Scheichl, R., Stuart, A. M. and Teckentrup, A.L. (2017) Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems. SIAM/ASA J. Uncertain. Quantif., 5, 493–518.
  • Schillings, C. and Schwab, C. (2013) Sparse, adaptive Smolyak quadratures for Bayesian inverse problems. Inverse Problems, 29, 065011:1–28.
  • Schillings, C., Sprungk, B. and Wacker, P. (2019) On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems. arXiv: 1901.03958
  • Schwab, C. and Stuart, A.M. (2012) Sparse deterministic approximation of Bayesian inverse problems. Inverse Problems, 28, 045003, 32.
  • Stuart, A. M. (2010) Inverse problems: a Bayesian perspective. Acta Numerica, 19.
  • Sullivan, T.J. (2015) Introduction to Uncertainty Quantification. Texts in Applied Mathematics, 63. Springer, Cham.
  • Tarantola, A. (2005) Inverse Problem Theory and Methods for Model Parameter Estimation. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA.
  • Toro, E.F. (2009) Riemann Solvers and Numerical Methods for Fluid Dynamics. A Practical Introduction. Springer-Verlag, Berlin, third ed.
  • Ulbrich, S. (2001) Optimal Control of Nonlinear Hyperbolic Conservation Laws with Source Terms. Habilitation thesis, TUM – Technical University of Munich.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-ad3ecdb7-2622-4034-b162-2643c3c82515
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