Pedro Bonilla-Villalba, S. Claus, A. Kundu, P. Kerfriden
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引用次数: 0
Abstract
The presented adaptive modelling approach aims to jointly control the level of renement for each of the building-blocks employed in a typical chain of nite element approximations for stochastically parametrized systems, namely: (i) nite error approximation of the spatial elds (ii) surrogate modelling to interpolate quantities of interest(s) in the parameter domain and (iii) Monte-Carlo sampling of associated probability distribution(s). The control strategy seeks accurate calculation of any statistical measure of the distributions at minimum cost, given an acceptable margin of error as only tunable parameter. At each stage of the greedy-based algorithm for spatial discretisation, the mesh is selectively rened in the subdomains with highest contribution to the error in the desired measure. The strictly incremental complexity of the surrogate model is controlled by enforcing preponderant discretisation error integrated across the parameter domain. Finally, the number of Monte-Carlo samples is chosen such that either (a) the overall precision of the chain of approximations can be ascertained with sucient condence, or (b) the fact that the computational model requires further mesh renement is statistically established. The eciency of the proposed approach is discussed for a frequency-domain vibration structural dynamics problem with forward uncertainty propagation. Results show that locally adapted nite element solutions converge faster than those obtained using uniformly rened grids.
期刊介绍:
The International Journal for Uncertainty Quantification disseminates information of permanent interest in the areas of analysis, modeling, design and control of complex systems in the presence of uncertainty. The journal seeks to emphasize methods that cross stochastic analysis, statistical modeling and scientific computing. Systems of interest are governed by differential equations possibly with multiscale features. Topics of particular interest include representation of uncertainty, propagation of uncertainty across scales, resolving the curse of dimensionality, long-time integration for stochastic PDEs, data-driven approaches for constructing stochastic models, validation, verification and uncertainty quantification for predictive computational science, and visualization of uncertainty in high-dimensional spaces. Bayesian computation and machine learning techniques are also of interest for example in the context of stochastic multiscale systems, for model selection/classification, and decision making. Reports addressing the dynamic coupling of modern experiments and modeling approaches towards predictive science are particularly encouraged. Applications of uncertainty quantification in all areas of physical and biological sciences are appropriate.