{"title":"基于高斯过程元模型和马尔科夫链蒙特卡罗的贝叶斯推理框架,用于具有不确定性的随机非线性模型更新","authors":"Ya-Jie Ding , Zuo-Cai Wang , Yu Xin","doi":"10.1016/j.probengmech.2023.103576","DOIUrl":null,"url":null,"abstract":"<div><p><span><span>The estimation of the posterior probability density function<span> (PDF) of unknown parameters remains a challenge in stochastic nonlinear model updating with uncertainties; thus, a novel Bayesian inference framework based on the Gaussian process metamodel (GPM) and the advanced Markov chain Monte Carlo (MCMC) method is proposed in this paper. The instantaneous characteristics (ICs) of the decomposed measurement response, calculated using the </span></span>Hilbert transform and the discrete analytical mode decomposition methodology, are extracted as nonlinear indices and further used to construct the likelihood function. Then, the posterior PDFs of structural nonlinear model parameters are derived based on the Bayesian theorem. To precisely calculate the posterior PDF, an advanced </span>MCMC approach<span><span>, i.e., delayed rejection adaptive Metropolis-Hastings (DRAM) algorithm, is adopted with the advantages of a high acceptance ratio and strong robustness. However, as a common shortage in most MCMC methods, the resampling technology is still applied, and numerous iterations of nonlinear simulations are conducted to ensure accuracy, thus directly reducing the computational efficiency of the DRAM. To address the abovementioned issue, a mathematical regression metamodel of the GPM with a polynomial kernel function is adopted in this paper instead of the traditional finite element model (FEM) to simulate a </span>nonlinear response for the reduction of computational cost, and the hyperparameters are further estimated using the conjugate gradient optimization methodology. Finally, numerical simulations concerning a Giuffré–Menegotto–Pinto modeled steel-frame structure and a seven-storey base-isolated structure are conducted. Furthermore, a shake-table experimental test of a nonlinear steel framework is investigated to validate the accuracy of the Bayesian inference method. Both simulations and experiment demonstrate that the proposed GPM and DRAM-based Bayesian method effectively estimates the posterior PDF of unknown parameters and is appropriate for stochastic nonlinear model updating even with multisource uncertainties.</span></p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"75 ","pages":"Article 103576"},"PeriodicalIF":3.0000,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Gaussian process metamodel and Markov chain Monte Carlo-based Bayesian inference framework for stochastic nonlinear model updating with uncertainties\",\"authors\":\"Ya-Jie Ding , Zuo-Cai Wang , Yu Xin\",\"doi\":\"10.1016/j.probengmech.2023.103576\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p><span><span>The estimation of the posterior probability density function<span> (PDF) of unknown parameters remains a challenge in stochastic nonlinear model updating with uncertainties; thus, a novel Bayesian inference framework based on the Gaussian process metamodel (GPM) and the advanced Markov chain Monte Carlo (MCMC) method is proposed in this paper. The instantaneous characteristics (ICs) of the decomposed measurement response, calculated using the </span></span>Hilbert transform and the discrete analytical mode decomposition methodology, are extracted as nonlinear indices and further used to construct the likelihood function. Then, the posterior PDFs of structural nonlinear model parameters are derived based on the Bayesian theorem. To precisely calculate the posterior PDF, an advanced </span>MCMC approach<span><span>, i.e., delayed rejection adaptive Metropolis-Hastings (DRAM) algorithm, is adopted with the advantages of a high acceptance ratio and strong robustness. However, as a common shortage in most MCMC methods, the resampling technology is still applied, and numerous iterations of nonlinear simulations are conducted to ensure accuracy, thus directly reducing the computational efficiency of the DRAM. To address the abovementioned issue, a mathematical regression metamodel of the GPM with a polynomial kernel function is adopted in this paper instead of the traditional finite element model (FEM) to simulate a </span>nonlinear response for the reduction of computational cost, and the hyperparameters are further estimated using the conjugate gradient optimization methodology. Finally, numerical simulations concerning a Giuffré–Menegotto–Pinto modeled steel-frame structure and a seven-storey base-isolated structure are conducted. Furthermore, a shake-table experimental test of a nonlinear steel framework is investigated to validate the accuracy of the Bayesian inference method. Both simulations and experiment demonstrate that the proposed GPM and DRAM-based Bayesian method effectively estimates the posterior PDF of unknown parameters and is appropriate for stochastic nonlinear model updating even with multisource uncertainties.</span></p></div>\",\"PeriodicalId\":54583,\"journal\":{\"name\":\"Probabilistic Engineering Mechanics\",\"volume\":\"75 \",\"pages\":\"Article 103576\"},\"PeriodicalIF\":3.0000,\"publicationDate\":\"2024-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probabilistic Engineering Mechanics\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0266892023001650\",\"RegionNum\":3,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ENGINEERING, MECHANICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probabilistic Engineering Mechanics","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0266892023001650","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENGINEERING, MECHANICAL","Score":null,"Total":0}
引用次数: 0
摘要
在具有不确定性的随机非线性模型更新中,估计未知参数的后验概率密度函数(PDF)仍然是一项挑战;因此,本文提出了一种基于高斯过程元模型(GPM)和先进的马尔科夫链蒙特卡罗(MCMC)方法的新型贝叶斯推理框架。利用希尔伯特变换和离散解析模式分解方法计算出的分解测量响应的瞬时特征(IC)被提取为非线性指数,并进一步用于构建似然函数。然后,根据贝叶斯定理推导出结构非线性模型参数的后验 PDF。为了精确计算后验PDF,采用了先进的MCMC方法,即延迟拒绝自适应Metropolis-Hastings(DRAM)算法,该算法具有接受率高、鲁棒性强等优点。然而,作为大多数 MCMC 方法的共同不足,DRAM 算法仍然采用重采样技术,并进行多次非线性模拟迭代以确保精度,从而直接降低了 DRAM 算法的计算效率。针对上述问题,本文采用多项式核函数的 GPM 数学回归元模型代替传统的有限元模型(FEM)来模拟非线性响应,以降低计算成本,并利用共轭梯度优化方法进一步估计超参数。最后,对 Giuffré-Menegotto-Pinto 模型钢框架结构和七层基底隔震结构进行了数值模拟。此外,还对非线性钢框架进行了振动台实验测试,以验证贝叶斯推理方法的准确性。模拟和实验均证明,所提出的基于 GPM 和 DRAM 的贝叶斯方法能有效估计未知参数的后验 PDF,即使在多源不确定性的情况下也能适用于随机非线性模型更新。
Gaussian process metamodel and Markov chain Monte Carlo-based Bayesian inference framework for stochastic nonlinear model updating with uncertainties
The estimation of the posterior probability density function (PDF) of unknown parameters remains a challenge in stochastic nonlinear model updating with uncertainties; thus, a novel Bayesian inference framework based on the Gaussian process metamodel (GPM) and the advanced Markov chain Monte Carlo (MCMC) method is proposed in this paper. The instantaneous characteristics (ICs) of the decomposed measurement response, calculated using the Hilbert transform and the discrete analytical mode decomposition methodology, are extracted as nonlinear indices and further used to construct the likelihood function. Then, the posterior PDFs of structural nonlinear model parameters are derived based on the Bayesian theorem. To precisely calculate the posterior PDF, an advanced MCMC approach, i.e., delayed rejection adaptive Metropolis-Hastings (DRAM) algorithm, is adopted with the advantages of a high acceptance ratio and strong robustness. However, as a common shortage in most MCMC methods, the resampling technology is still applied, and numerous iterations of nonlinear simulations are conducted to ensure accuracy, thus directly reducing the computational efficiency of the DRAM. To address the abovementioned issue, a mathematical regression metamodel of the GPM with a polynomial kernel function is adopted in this paper instead of the traditional finite element model (FEM) to simulate a nonlinear response for the reduction of computational cost, and the hyperparameters are further estimated using the conjugate gradient optimization methodology. Finally, numerical simulations concerning a Giuffré–Menegotto–Pinto modeled steel-frame structure and a seven-storey base-isolated structure are conducted. Furthermore, a shake-table experimental test of a nonlinear steel framework is investigated to validate the accuracy of the Bayesian inference method. Both simulations and experiment demonstrate that the proposed GPM and DRAM-based Bayesian method effectively estimates the posterior PDF of unknown parameters and is appropriate for stochastic nonlinear model updating even with multisource uncertainties.
期刊介绍:
This journal provides a forum for scholarly work dealing primarily with probabilistic and statistical approaches to contemporary solid/structural and fluid mechanics problems encountered in diverse technical disciplines such as aerospace, civil, marine, mechanical, and nuclear engineering. The journal aims to maintain a healthy balance between general solution techniques and problem-specific results, encouraging a fruitful exchange of ideas among disparate engineering specialities.