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arXiv 2409.08211cs.LGcs.CE
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基于图拉普拉斯的贝叶斯多保真建模

Graph Laplacian-based Bayesian Multi-fidelity Modeling

Department of Aerospace and Mechanical Engineering, University of Southern California(航空航天与机械工程系,南加州大学);School of Mathematics, University of Birmingham(数学学院,伯明翰大学);Computing and Mathematical Sciences, California Institute of Technology(计算与数学科学系,加州理工学院)

Orazio Pinti, Jeremy M. Budd, Franca Hoffmann, Assad A. Oberai

AI总结:

本文提出基于图拉普拉斯的贝叶斯多保真建模方法,利用低保真数据构建先验密度并结合高保真数据提升预测精度。

摘要:

我们提出了一种新颖的概率方法,用于生成多保真数据,同时考虑低保真和高保真数据中固有的误差。在此方法中,通过低保真数据构建的图拉普拉斯用于定义真实数据点坐标的多元高斯先验密度。此外,使用少量高保真数据点来构建共轭似然项。随后,应用贝叶斯规则推导出后验密度的显式表达式,该后验密度也是多元高斯分布。该密度的最可能后验(MAP)估计被选为最优多保真估计。证明了MAP估计和后验密度的协方差可以通过求解线性方程组来确定。随后,开发了两种方法,一种基于频谱截断,另一种基于低秩近似,以高效求解这些方程。多保真方法在固体力学和流体力学中的各种问题上进行了测试,数据代表了数量感兴趣向量和一维和二维离散空间场。结果表明,通过利用少量高保真数据,多保真方法可以显著提高大量低保真数据点的准确性。

英文摘要:

We present a novel probabilistic approach for generating multi-fidelity data while accounting for errors inherent in both low- and high-fidelity data. In this approach a graph Laplacian constructed from the low-fidelity data is used to define a multivariate Gaussian prior density for the coordinates of the true data points. In addition, few high-fidelity data points are used to construct a conjugate likelihood term. Thereafter, Bayes rule is applied to derive an explicit expression for the posterior density which is also multivariate Gaussian. The maximum \textit{a posteriori} (MAP) estimate of this density is selected to be the optimal multi-fidelity estimate. It is shown that the MAP estimate and the covariance of the posterior density can be determined through the solution of linear systems of equations. Thereafter, two methods, one based on spectral truncation and another based on a low-rank approximation, are developed to solve these equations efficiently. The multi-fidelity approach is tested on a variety of problems in solid and fluid mechanics with data that represents vectors of quantities of interest and discretized spatial fields in one and two dimensions. The results demonstrate that by utilizing a small fraction of high-fidelity data, the multi-fidelity approach can significantly improve the accuracy of a large collection of low-fidelity data points.

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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