Report
Optimal Design of Physical and Numerical Experiments for Computer Code Calibration
العنوان: | Optimal Design of Physical and Numerical Experiments for Computer Code Calibration |
---|---|
المؤلفون: | Barry, Adama, Bachoc, François, Bouquet, Sarah, Munoz Zuniga, Miguel, Munoz, Prieur, Clémentine |
المساهمون: | IFP Energies nouvelles (IFPEN), Institut de Mathématiques de Toulouse UMR5219 (IMT), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS), GDR2172 - Quantification d'incertitudes (RT-UQ) (RT-UQ), Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS), Mathematics and computing applied to oceanic and atmospheric flows (AIRSEA), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Grenoble Alpes (UGA)-Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA) |
المصدر: | https://inria.hal.science/hal-04615127 ; 2024. |
بيانات النشر: | CCSD |
سنة النشر: | 2024 |
المجموعة: | Université Toulouse III - Paul Sabatier: HAL-UPS |
مصطلحات موضوعية: | Bayesian calibration, design of physical experiments, design of numerical experiments, Gaussian process emulator, information matrix, Kullback-Leibler divergence, history matching, stepwise uncertainty Reduction, simulated annealing, [STAT]Statistics [stat] |
الوصف: | We address the problem of Bayesian calibration of an expensive computer code assumed without model discrepancy. In a calibration process with costly measurement acquisition and high computing time of the computer code, the estimation accuracy and cost mitigation must guide the selection of the design of physical experiments and of numerical experiments. To this end, we propose a hybrid approach to select both designs of physical and numerical experiments with the aim to approximate the posterior density of calibration parameters. We first build an initial Gaussian process emulator which we use to calculate an optimal physical experimental design criterion. Then, after selecting the physical experimental design, we combine physical observations with available computer code evaluations to sequentially add new points to the design of numerical experiments in order to improve the Gaussian process emulator for the calibration purpose. We introduce three new criteria for selecting the design of physical experiments based on posterior density or computer code variation and two new criteria for selecting the design of numerical experiments inspired by the Sequential Uncertainty Reduction (SUR) paradigm. A performance analysis and comparison with state-of-the-art methods isproposed for two test cases and a more realistic one involving the calibration of a harmonic oscillator. |
نوع الوثيقة: | report |
اللغة: | English |
الاتاحة: | https://inria.hal.science/hal-04615127 https://inria.hal.science/hal-04615127v2/document https://inria.hal.science/hal-04615127v2/file/DOEpaper.pdf |
Rights: | http://creativecommons.org/licenses/by/ ; info:eu-repo/semantics/OpenAccess |
رقم الانضمام: | edsbas.94172E9D |
قاعدة البيانات: | BASE |
الوصف غير متاح. |