arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1907.04022math.NAcs.NA
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PDE/PDF通知的自适应采样用于有效的非侵入性代理建模

PDE/PDF-informed adaptive sampling for efficient non-intrusive surrogate modelling

Yous van Halder, Benjamin Sanderse, Barry Koren

摘要:

提出了一种新的不确定参数偏微分方程(PDE)非侵入代理建模的精化方法。我们的方法使用经验插值过程,其中提出的细化措施是基于PDE残差和不确定参数的密度函数,并排除部分PDE解决方案,不用于计算感兴趣的数量。通过使用单独进入PDE的所有偏导数来计算细化度量中使用的PDE残差。建议的细化措施是适合于高效的参数代理建设时,底层PDE是已知的,即使当参数空间是非超立方体,并没有限制的类型的离散化方法。因此,我们不限于传统的离散化技术,例如,有限元和有限体积,和所提出的方法被证明是有效的,结合使用时,最近推出的神经网络PDE求解器。我们提出了几个数值例子,证明精度,效率和通用性的方法越来越复杂。

英文摘要:

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure is based on a PDE residual and probability density function of the uncertain parameters, and excludes parts of the PDE solution that are not used to compute the quantity of interest. The PDE residual used in the refinement measure is computed by using all the partial derivatives that enter the PDE separately. The proposed refinement measure is suited for efficient parametric surrogate construction when the underlying PDE is known, even when the parameter space is non-hypercube, and has no restrictions on the type of the discretisation method. Therefore, we are not restricted to conventional discretisation techniques, e.g., finite elements and finite volumes, and the proposed method is shown to be effective when used in combination with recently introduced neural network PDE solvers. We present several numerical examples with increasing complexity that demonstrate accuracy, efficiency and generality of the method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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