Enforcing boundary conditions on physical fields in Bayesian inversion

Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the Navier–Stokes equations describing mean fluid velocity and press...

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Published inComputer methods in applied mechanics and engineering Vol. 367; p. 113097
Main Authors Michelén Ströfer, Carlos A., Zhang, Xin-Lei, Xiao, Heng, Coutier-Delgosha, Olivier
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.08.2020
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Abstract Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the Navier–Stokes equations describing mean fluid velocity and pressure. The physical nature of the latent fields means they have their own set of physical constraints, including boundary conditions. The inherent ill-posedness of inverse problems, however, means that there exist many possible latent fields that do not satisfy their physical constraints while still resulting in satisfactory agreement in the observation space. These physical constraints must therefore be enforced through the problem formulation. So far there has been no general approach to enforce boundary conditions on latent fields in inverse problems in computational mechanics, with these constraints often simply ignored. In this work we demonstrate how to enforce boundary conditions in Bayesian inversion problems by choice of the statistical model for the latent fields. Specifically, this is done by modifying the covariance kernel to guarantee that all realizations satisfy known values or derivatives at the boundary. As a test case the problem of inferring the eddy viscosity in the Reynolds-averaged Navier–Stokes equations is considered. The results show that enforcing these constraints results in similar improvements in the output fields but with latent fields that behave as expected at the boundaries. •Boundary conditions are enforced on latent fields in Bayesian inversion problems.•Done by choice of statistical model representing the field.•Reduces the search space for optimization.
AbstractList Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the Navier–Stokes equations describing mean fluid velocity and pressure. The physical nature of the latent fields means they have their own set of physical constraints, including boundary conditions. The inherent ill-posedness of inverse problems, however, means that there exist many possible latent fields that do not satisfy their physical constraints while still resulting in satisfactory agreement in the observation space. These physical constraints must therefore be enforced through the problem formulation. So far there has been no general approach to enforce boundary conditions on latent fields in inverse problems in computational mechanics, with these constraints often simply ignored. In this work we demonstrate how to enforce boundary conditions in Bayesian inversion problems by choice of the statistical model for the latent fields. Specifically, this is done by modifying the covariance kernel to guarantee that all realizations satisfy known values or derivatives at the boundary. As a test case the problem of inferring the eddy viscosity in the Reynolds-averaged Navier–Stokes equations is considered. The results show that enforcing these constraints results in similar improvements in the output fields but with latent fields that behave as expected at the boundaries.
Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the Navier–Stokes equations describing mean fluid velocity and pressure. The physical nature of the latent fields means they have their own set of physical constraints, including boundary conditions. The inherent ill-posedness of inverse problems, however, means that there exist many possible latent fields that do not satisfy their physical constraints while still resulting in satisfactory agreement in the observation space. These physical constraints must therefore be enforced through the problem formulation. So far there has been no general approach to enforce boundary conditions on latent fields in inverse problems in computational mechanics, with these constraints often simply ignored. In this work we demonstrate how to enforce boundary conditions in Bayesian inversion problems by choice of the statistical model for the latent fields. Specifically, this is done by modifying the covariance kernel to guarantee that all realizations satisfy known values or derivatives at the boundary. As a test case the problem of inferring the eddy viscosity in the Reynolds-averaged Navier–Stokes equations is considered. The results show that enforcing these constraints results in similar improvements in the output fields but with latent fields that behave as expected at the boundaries. •Boundary conditions are enforced on latent fields in Bayesian inversion problems.•Done by choice of statistical model representing the field.•Reduces the search space for optimization.
ArticleNumber 113097
Author Xiao, Heng
Zhang, Xin-Lei
Michelén Ströfer, Carlos A.
Coutier-Delgosha, Olivier
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Keywords Field inversion
Boundary conditions
Inverse problems
Bayesian inference
Ensemble Kalman method
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Snippet Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance,...
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SubjectTerms Bayesian analysis
Bayesian inference
Boundary conditions
Computational fluid dynamics
Computational mechanics
Covariance
Eddy viscosity
Ensemble Kalman method
Field inversion
Fluid flow
Inverse problems
Navier-Stokes equations
Reynolds stress
Statistical models
Stress distribution
Viscosity
Title Enforcing boundary conditions on physical fields in Bayesian inversion
URI https://dx.doi.org/10.1016/j.cma.2020.113097
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