Model order reduction for Bayesian approach to inverse problems
Author(s)Nguyen, Ngoc-Hien; Willcox, Karen E.; Khoo, Boo Cheong
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This work presents an approach to solve inverse problems in the application of water quality management in reservoir systems. One such application is contaminant cleanup, which is challenging because tasks such as inferring the contaminant location and its distribution require large computational efforts and data storage requirements. In addition, real systems contain uncertain parameters such as wind velocity; these uncertainties must be accounted for in the inference problem. The approach developed here uses the combination of a reduced-order model and a Bayesian inference formulation to rapidly determine contaminant locations given sparse measurements of contaminant concentration. The system is modelled by the coupled Navier-Stokes equations and convection-diffusion transport equations. The Galerkin finite element method provides an approximate numerical solution-the ’full model’, which cannot be solved in real-time. The proper orthogonal decomposition and Galerkin projection technique are applied to obtain a reduced-order model that approximates the full model. The Bayesian formulation of the inverse problem is solved using a Markov chain Monte Carlo method for a variety of source locations in the domain. Numerical results show that applying the reduced-order model to the source inversion problem yields a speed-up in computational time by a factor of approximately 32 with acceptable accuracy in comparison with the full model. Application of the inference strategy shows the potential effectiveness of this computational modeling approach for managing water quality.
DepartmentMassachusetts Institute of Technology. Department of Aeronautics and Astronautics
Asia Pacific Journal on Computational Engineering
Nguyen, Ngoc-Hien, Boo Cheong Khoo, and Karen Willcox. “Model Order Reduction for Bayesian Approach to Inverse Problems.” Asia Pacific Journal on Computational Engineering 1.1 (2014): 2.
Final published version