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Accelerated Bayesian experimental design for chemical kinetic models

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dc.contributor.advisor Youssef M. Marzouk. en_US
dc.contributor.author Huan, Xun en_US
dc.contributor.other Massachusetts Institute of Technology. Dept. of Aeronautics and Astronautics. en_US
dc.date.accessioned 2010-10-29T18:10:01Z
dc.date.available 2010-10-29T18:10:01Z
dc.date.copyright 2010 en_US
dc.date.issued 2010 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/59678
dc.description Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2010. en_US
dc.description Cataloged from PDF version of thesis. en_US
dc.description Includes bibliographical references (p. 129-136). en_US
dc.description.abstract The optimal selection of experimental conditions is essential in maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. A general Bayesian framework for optimal experimental design with nonlinear simulation-based models is proposed. The formulation accounts for uncertainty in model parameters, observables, and experimental conditions. Straightforward Monte Carlo evaluation of the objective function - which reflects expected information gain (Kullback-Leibler divergence) from prior to posterior - is intractable when the likelihood is computationally intensive. Instead, polynomial chaos expansions are introduced to capture the dependence of observables on model parameters and on design conditions. Under suitable regularity conditions, these expansions converge exponentially fast. Since both the parameter space and the design space can be high-dimensional, dimension-adaptive sparse quadrature is used to construct the polynomial expansions. Stochastic optimization methods will be used in the future to maximize the expected utility. While this approach is broadly applicable, it is demonstrated on a chemical kinetic system with strong nonlinearities. In particular, the Arrhenius rate parameters in a combustion reaction mechanism are estimated from observations of autoignition. Results show multiple order-of-magnitude speedups in both experimental design and parameter inference. en_US
dc.description.statementofresponsibility by Xun Huan. en_US
dc.format.extent 136 p. en_US
dc.language.iso eng en_US
dc.publisher Massachusetts Institute of Technology en_US
dc.rights M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. en_US
dc.rights.uri http://dspace.mit.edu/handle/1721.1/7582 en_US
dc.subject Aeronautics and Astronautics. en_US
dc.title Accelerated Bayesian experimental design for chemical kinetic models en_US
dc.type Thesis en_US
dc.description.degree S.M. en_US
dc.contributor.department Massachusetts Institute of Technology. Dept. of Aeronautics and Astronautics. en_US
dc.identifier.oclc 668222074 en_US


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