اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدPBDW method for state estimation: error analysis for noisy data and nonlinear formulation
108
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We present an error analysis and further numerical investigations of the Parameterized-Background Data-Weak (PBDW) formulation to variational Data Assimilation (state estimation), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933-965]. The PBDW algorithm is a state estimation method involving reduced models. It aims at approximating an unknown function $u^{rm true}$ living in a high-dimensional Hilbert space from $M$ measurement observations given in the form $y_m = ell_m(u^{rm true}),, m=1,dots,M$, where $ell_m$ are linear functionals. The method approximates $u^{rm true}$ with $hat{u} = hat{z} + hat{eta}$. The emph{background} $hat{z}$ belongs to an $N$-dimensional linear space $mathcal{Z}_N$ built from reduced modelling of a parameterized mathematical model, and the emph{update} $hat{eta}$ belongs to the space $mathcal{U}_M$ spanned by the Riesz representers of $(ell_1,dots, ell_M)$. When the measurements are noisy {--- i.e., $y_m = ell_m(u^{rm true})+epsilon_m$ with $epsilon_m$ being a noise term --- } the classical PBDW formulation is not robust in the sense that, if $N$ increases, the reconstruction accuracy degrades. In this paper, we propose to address this issue with an extension of the classical formulation, {which consists in} searching for the background $hat{z}$ either on the whole $mathcal{Z}_N$ in the noise-free case, or on a well-chosen subset $mathcal{K}_N subset mathcal{Z}_N$ in presence of noise. The restriction to $mathcal{K}_N$ makes the reconstruction be nonlinear and is the key to make the algorithm significantly more robust against noise. We {further} present an emph{a priori} error and stability analysis, and we illustrate the efficiency of the approach on several numerical examples.
قيم البحث
اقرأ أيضاً
We provide a number of extensions and further interpretations of the Parameterized-Background Data-Weak (PBDW) formulation, a real-time and in-situ Data Assimilation (DA) framework for physical systems modeled by parametrized Partial Differential Equ
ations (PDEs), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933-965]. Given $M$ noisy measurements of the state, PBDW seeks an approximation of the form $u^{star} = z^{star} + eta^{star}$, where the emph{background} $z^{star}$ belongs to a $N$-dimensional emph{background space} informed by a parameterized mathematical model, and the emph{update} $eta^{star}$ belongs to a $M$-dimensional emph{update space} informed by the experimental observations. The contributions of the present work are threefold: first, we extend the adaptive formulation proposed in [T Taddei, M2AN, 51(5), 1827-1858] to general linear observation functionals, to effectively deal with noisy observations; second, we consider an user-defined choice of the update space, to improve convergence with respect to the number of measurements; third, we propose an emph{a priori} error analysis for general linear functionals in the presence of noise, to identify the different sources of state estimation error and ultimately motivate the adaptive procedure. We present results for two synthetic model problems in Acoustics, to illustrate the elements of the methodology and to prove its effectiveness. We further present results for a synthetic problem in Fluid Mechanics to demonstrate the applicability of the approach to vector-valued fields.
State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been proposed based on
reduced models which are linear spaces of moderate dimension $n$ which are tailored to approximate the solution manifold $mathcal{M}$ where the solution sits. These methods can be viewed as deterministic counterparts to Bayesian estimation approaches, and are proved to be optimal when the prior is expressed by approximability of the solution with respect to the reduced model. However, they are inherently limited by their linear nature, which bounds from below their best possible performance by the Kolmogorov width $d_m(mathcal{M})$ of the solution manifold. In this paper we propose to break this barrier by using simple nonlinear reduced models that consist of a finite union of linear spaces $V_k$, each having dimension at most $m$ and leading to different estimators $u_k^*$. A model selection mechanism based on minimizing the PDE residual over the parameter space is used to select from this collection the final estimator $u^*$. Our analysis shows that $u^*$ meets optimal recovery benchmarks that are inherent to the solution manifold and not tied to its Kolmogorov width. The residual minimization procedure is computationally simple in the relevant case of affine parameter dependence in the PDE. In addition, it results in an estimator $y^*$ for the unknown parameter vector. In this setting, we also discuss an alternating minimization (coordinate descent) algorithm for joint state and parameter estimation, that potentially improves the quality of both estimators.
The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order approximation. In this
paper we consider adjoint-based a posteriori analysis to estimate the error in a quantity of interest of the solution. This error formula is derived by first developing a nodally equivalent finite element method to the spectral deferred correction method. The error formula is then split into various terms, each of which characterizes a different component of the error. These components may be used to determine the optimal strategy for changing the method parameters to best improve the error.
Stable and accurate modeling of thin shells requires proper enforcement of all types of boundary conditions. Unfortunately, for Kirchhoff-Love shells, strong enforcement of Dirichlet boundary conditions is difficult because both functional and deriva
tive boundary conditions must be applied. A popular alternative is to employ Nitsches method to weakly enforce all boundary conditions. However, while many Nitsche-based formulations have been proposed in the literature, they lack comprehensive error analyses and verifications. In fact, existing formulations are variationally inconsistent and yield sub-optimal convergence rates when used with common boundary condition specifications. In this paper, we present a novel Nitsche-based formulation for the linear Kirchhoff-Love shell that is provably stable and optimally convergent for general sets of admissible boundary conditions. To arrive at our formulation, we first present a framework for constructing Nitsches method for any abstract variational constrained minimization problem. We then apply this framework to the linear Kirchhoff-Love shell and, for the particular case of NURBS-based isogeometric analysis, we prove that the resulting formulation yields optimal convergence rates in both the shell energy norm and the standard $L^2$-norm. In the process, we derive the Euler-Lagrange equations for general sets of admissible boundary conditions and show that the Euler-Lagrange boundary conditions typically presented in the literature is incorrect. We verify our formulation by manufacturing solutions for a new shell obstacle course that encompasses flat, parabolic, hyperbolic, and elliptic geometric configurations. These manufactured solutions allow us to robustly measure the error across the entire shell in contrast with current best practices where displacement and stress errors are only measured at specific locations.
We consider the numerical analysis of the inchworm Monte Carlo method, which is proposed recently to tackle the numerical sign problem for open quantum systems. We focus on the growth of the numerical error with respect to the simulation time, for wh
ich the inchworm Monte Carlo method shows a flatter curve than the direct application of Monte Carlo method to the classical Dyson series. To better understand the underlying mechanism of the inchworm Monte Carlo method, we distinguish two types of exponential error growth, which are known as the numerical sign problem and the error amplification. The former is due to the fast growth of variance in the stochastic method, which can be observed from the Dyson series, and the latter comes from the evolution of the numerical solution. Our analysis demonstrates that the technique of partial resummation can be considered as a tool to balance these two types of error, and the inchwormMonte Carlo method is a successful case where the numerical sign problem is effectively suppressed by such means. We first demonstrate our idea in the context of ordinary differential equations, and then provide complete analysis for the inchworm Monte Carlo method. Several numerical experiments are carried out to verify our theoretical results.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
