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This study presents a Bayesian spectral density approach for identification and uncertainty quantification of flutter derivatives of bridge sections utilizing buffeting displacement responses, where the wind tunnel test is conducted in turbulent flow. Different from traditional time-domain approaches (e.g., least square method and stochastic subspace identification), the newly-proposed approach is operated in frequency domain. Based on the affine invariant ensemble sampler algorithm, Markov chain Monte-Carlo sampling is employed to accomplish the Bayesian inference. The probability density function of flutter derivatives is modeled based on complex Wishart distribution, where probability serves as the measure. By the Bayesian spectral density approach, the most probable values and corresponding posterior distributions (namely identification uncertainty here) of each flutter derivative can be obtained at the same time. Firstly, numerical simulations are conducted and the identified results are accurate. Secondly, thin plate model, flutter derivatives of which have theoretical solutions, is chosen to be tested in turbulent flow for the sake of verification. The identified results of thin plate model are consistent with the theoretical solutions. Thirdly, the center-slotted girder model, which is widely-utilized long-span bridge sections in current engineering practice, is employed to investigate the applicability of the proposed approach on a general bridge section. For the center-slotted girder model, the flutter derivatives are also extracted by least square method in uniform flow to cross validate the newly-proposed approach. The identified results by two different approaches are compatible.
In the political decision process and control of COVID-19 (and other epidemic diseases), mathematical models play an important role. It is crucial to understand and quantify the uncertainty in models and their predictions in order to take the right decisions and trustfully communicate results and limitations. We propose to do uncertainty quantification in SIR-type models using the efficient framework of generalized Polynomial Chaos. Through two particular case studies based on Danish data for the spread of Covid-19 we demonstrate the applicability of the technique. The test cases are related to peak time estimation and superspeading and illustrate how very few model evaluations can provide insightful statistics.
In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation technique decomposes the solution into the sum of separable functions (with respect to randomness and the space), where each term is calculated based on a variational approach. This is similar to Proper Generalized Decomposition (PGD). Next, we apply a multiscale technique to solve for each term and, further, decompose the random function into 1D fields. As a result, our proposed method provides an approximation hierarchy for the solution as we increase the number of terms in the expansion and, also, increase the spatial resolution of each term. We use the hierarchical solution distributions in a variational Bayesian approximation to perform uncertainty quantification in the inverse problem. We conduct a detailed numerical study to explore the performance of the proposed uncertainty quantification technique and show the theoretical posterior concentration.
This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-based regression. We reframe Bayesian CART as a g-type prior which departs from the typical wavelet product priors by harnessing correlation induced by the tree topology. The practically used Bayesian CART priors are shown to attain adaptive near rate-minimax posterior concentration in the supremum norm in regression models. For the fundamental goal of uncertainty quantification, we construct adaptive confidence bands for the regression function with uniform coverage under self-similarity. In addition, we show that tree-posteriors enable optimal inference in the form of efficient confidence sets for smooth functionals of the regression function.
Bayesian optimization is a class of global optimization techniques. It regards the underlying objective function as a realization of a Gaussian process. Although the outputs of Bayesian optimization are random according to the Gaussian process assumption, quantification of this uncertainty is rarely studied in the literature. In this work, we propose a novel approach to assess the output uncertainty of Bayesian optimization algorithms, in terms of constructing confidence regions of the maximum point or value of the objective function. These regions can be computed efficiently, and their confidence levels are guaranteed by newly developed uniform error bounds for sequential Gaussian process regression. Our theory provides a unified uncertainty quantification framework for all existing sequential sampling policies and stopping criteria.
Additive manufacturing (AM) technology is being increasingly adopted in a wide variety of application areas due to its ability to rapidly produce, prototype, and customize designs. AM techniques afford significant opportunities in regard to nuclear materials, including an accelerated fabrication process and reduced cost. High-fidelity modeling and simulation (M&S) of AM processes is being developed in Idaho National Laboratory (INL)s Multiphysics Object-Oriented Simulation Environment (MOOSE) to support AM process optimization and provide a fundamental understanding of the various physical interactions involved. In this paper, we employ Bayesian inverse uncertainty quantification (UQ) to quantify the input uncertainties in a MOOSE-based melt pool model for AM. Inverse UQ is the process of inversely quantifying the input uncertainties while keeping model predictions consistent with the measurement data. The inverse UQ process takes into account uncertainties from the model, code, and data while simultaneously characterizing the uncertain distributions in the input parameters--rather than merely providing best-fit point estimates. We employ measurement data on melt pool geometry (lengths and depths) to quantify the uncertainties in several melt pool model parameters. Simulation results using the posterior uncertainties have shown improved agreement with experimental data, as compared to those using the prior nominal values. The resulting parameter uncertainties can be used to replace expert opinions in future uncertainty, sensitivity, and validation studies.