Multielement polynomial chaos Kriging-based metamodelling for Bayesian inference of non-smooth systems
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Published version
Author(s)
García-Merino, JC
Calvo-Jurado, C
Martínez-Pañeda, E
García-Macías, E
Type
Journal Article
Abstract
This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian inference applications, a multielement Polynomial Chaos Expansion based Kriging metamodel is proposed. The developed surrogate model combines in a piecewise function an array of local Polynomial Chaos based Kriging metamodels constructed on a finite set of non-overlapping subdomains of the stochastic input space. Therewith, the presence of non-smoothness in the response of the forward model (e.g.~ nonlinearities and sparseness) can be reproduced by the proposed metamodel with minimum computational costs owing to
its local adaptation capabilities. The model parameter inference is conducted
through a Markov chain Monte Carlo approach comprising adaptive exploration and delayed rejection. The efficiency and accuracy of the proposed approach are validated through two case studies, including an analytical benchmark and a numerical case study. The latter relates the partial differential equation governing the hydrogen diffusion phenomenon of metallic materials in Thermal Desorption Spectroscopy tests.
its local adaptation capabilities. The model parameter inference is conducted
through a Markov chain Monte Carlo approach comprising adaptive exploration and delayed rejection. The efficiency and accuracy of the proposed approach are validated through two case studies, including an analytical benchmark and a numerical case study. The latter relates the partial differential equation governing the hydrogen diffusion phenomenon of metallic materials in Thermal Desorption Spectroscopy tests.
Date Issued
2023-04-01
Date Acceptance
2022-11-30
Citation
Applied Mathematical Modelling: simulation and computation for engineering and environmental systems, 2023, 116, pp.510-531
ISSN
0307-904X
Publisher
Elsevier
Start Page
510
End Page
531
Journal / Book Title
Applied Mathematical Modelling: simulation and computation for engineering and environmental systems
Volume
116
Copyright Statement
© 2022 The Authors. Published by Elsevier Inc.
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/)
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/)
License URL
Identifier
http://arxiv.org/abs/2212.02250v1
Subjects
cs.CE
cs.CE
cs.AI
cs.NA
math.NA
Publication Status
Published
Date Publish Online
2022-12-05