A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension

作者：Soize C^*

来源：Computer Methods in Applied Mechanics and Engineering, 2011, 200(45-46): 3083-3099.

DOI：10.1016/j.cma.2011.07.005

• Inverse problem
• Non-Gaussian
• Random field
• Bayes
• Bayesian method
• Identification

This paper is devoted to the identification of Bayesian posteriors for the random coefficients of the high-dimension polynomial chaos expansions of non-Gaussian tensor-valued random fields using partial and limited experimental data. The experimental data sets correspond to an observation vector which is the response of a stochastic boundary value problem depending on the tensor-valued random field which has to be identified. So an inverse stochastic problem must be solved to perform the identification of the random field. A complete methodology is proposed to solve this very challenging problem in high dimension, which consists in using the first four steps introduced in a previous paper, followed by the identification of the posterior model. The steps of the methodology are the following: (1) introduction of a family of prior algebraic stochastic model (PASM), (2) identification of an optimal PASM in the constructed family using the partial experimental data, (3) construction of a statistical reduced-order optimal PASM, (4) construction, in high dimension, of the polynomial chaos expansion with deterministic vector-valued coefficients of the reduced-order optimal PASM, (5) substitution of these deterministic vector-valued coefficients by random vector-valued coefficients in order to extend the capability of the polynomial chaos expansion to represent the experimental data and for which the joint probability distribution must be identified, (6) construction of the prior probability model of these random vector-valued coefficients and finally, (7) identification of the posterior probability model of these random vector-valued coefficients using partial and limited experimental data, through the stochastic boundary value problem. Two methods are proposed to carry out the identification of the posterior model. The first one is based on the use of the classical Bayesian method. The second one is a new approach derived from the Bayesian method, which is more efficient in high dimension. An application is presented for which several millions of random coefficients are identified.

• 出版日期2011