Fixed inducing points online Bayesian calibration for computer models with an application to a scale-resolving CFD simulation
File(s)FIPO-BC-for-computermodels_Revised_Accepted.pdf (1.57 MB)
Accepted version
Author(s)
Duan, Yu
Eaton, Matthew D
Bluck, Michael J
Type
Journal Article
Abstract
This paper proposes a novel fixed inducing points online Bayesian calibration (FIPO-BC) algorithm to efficiently learn the model parameters using a benchmark database. The standard Bayesian calibration (STD-BC) algorithm provides a statistical method to calibrate the parameters of computationally expensive models. However, the STD-BC algorithm does not scale well with regard to the number of data points and also it lacks an online learning capability. The proposed FIPO-BC algorithm greatly improves the computational efficiency of the algorithm and, in addition, enables online calibration to be performed by executing the calibration on a set of predefined inducing points.
To demonstrate the procedure of the FIPO-BC algorithm, two tests are performed, finding the optimal value and exploring the posterior distribution of 1) the parameter in a simple function, and 2) the high-wave number damping factor in a scale-resolving turbulence model (scale adaptive simulation shear-stress transport model/SAS-SST). The results (such as the calibrated model parameter and its posterior distribution) of FIPO-BC with different inducing points are compared to those of STD-BC. It is found that FIPO-BC and STD-BC can provide very similar results, once the predefined set of inducing points in FIPO-BC is sufficiently fine. Given that fewer datapoints are needed in the proposed FIPO-BC algorithm, compared to the STD-BC algorithm, it will be a more computational efficient algorithm. In our demonstration test cases, the proposed FIPO-BC algorithm is at least ten times faster than the STD-BC algorithm. Meanwhile, the online feature of the FIPO-BC allows continuous updating of the calibration outputs and potentially reduces the workload on generating the database.
To demonstrate the procedure of the FIPO-BC algorithm, two tests are performed, finding the optimal value and exploring the posterior distribution of 1) the parameter in a simple function, and 2) the high-wave number damping factor in a scale-resolving turbulence model (scale adaptive simulation shear-stress transport model/SAS-SST). The results (such as the calibrated model parameter and its posterior distribution) of FIPO-BC with different inducing points are compared to those of STD-BC. It is found that FIPO-BC and STD-BC can provide very similar results, once the predefined set of inducing points in FIPO-BC is sufficiently fine. Given that fewer datapoints are needed in the proposed FIPO-BC algorithm, compared to the STD-BC algorithm, it will be a more computational efficient algorithm. In our demonstration test cases, the proposed FIPO-BC algorithm is at least ten times faster than the STD-BC algorithm. Meanwhile, the online feature of the FIPO-BC allows continuous updating of the calibration outputs and potentially reduces the workload on generating the database.
Date Issued
2021-06
Date Acceptance
2021-03-01
Citation
Journal of Computational Physics, 2021, 434, pp.1-14
ISSN
0021-9991
Publisher
Elsevier BV
Start Page
1
End Page
14
Journal / Book Title
Journal of Computational Physics
Volume
434
Copyright Statement
© 2021 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Sponsor
Rolls-Royce
Identifier
https://www.sciencedirect.com/science/article/pii/S0021999121001388?via%3Dihub
Subjects
01 Mathematical Sciences
02 Physical Sciences
09 Engineering
Applied Mathematics
Publication Status
Published
Article Number
110243
Date Publish Online
2021-03-01