Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

Marzouk, Youssef¹ 

[1] Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States)

关键词: Uncertainty quantification;    Bayesian inference;    sampling;    optimal experimental design;    optimal transport;   

DOI  :  10.2172/1312896
RP-ID  :  DOE-MIT--03908
PID  :  OSTI ID: 1312896
Others  :  Other: DE-FG02-10ER25978

学科分类：数学（综合）

美国|英语

来源: SciTech Connect

【 摘 要 】

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.