论文标题

模型认证,验证和实验设计中非线性部分微分方程的最佳界限

Optimal Bounds on Nonlinear Partial Differential Equations in Model Certification, Validation, and Experimental Design

论文作者

McKerns, M., Alexander, F. J., Hickmann, K. S., Sullivan, T. J., Vaughan, D. E.

论文摘要

我们证明,最近开发的最佳不确定性量化(OUQ)理论,加上最近的软件,从而实现了受约束的非凸优化问题的快速全球解决方案,为不确定性下的严格模型认证,验证和最佳设计提供了一种方法。特别是,我们展示了OUQ方法的实用性,以了解由部分微分方程(汉堡方程)控制的系统的行为。当我们只知道粘度和初始条件上的界限时,我们解决了预测冲击位置的问题。通过此示例,我们证明了将OUQ应用于复杂物理系统的潜力,例如由耦合部分微分方程控制的系统。我们将我们的结果与使用标准蒙特卡洛方法获得的结果进行比较,并表明OUQ以较低的计算成本提供了更准确的界限。我们简要讨论如何将这种方法扩展到更复杂的系统,以及如何将我们的方法整合到更雄心勃勃的最佳实验设计程序中。

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous model certification, validation, and optimal design under uncertainty. In particular, we show the utility of the OUQ approach to understanding the behavior of a system that is governed by a partial differential equation -- Burgers' equation. We solve the problem of predicting shock location when we only know bounds on viscosity and on the initial conditions. Through this example, we demonstrate the potential to apply OUQ to complex physical systems, such as systems governed by coupled partial differential equations. We compare our results to those obtained using a standard Monte Carlo approach, and show that OUQ provides more accurate bounds at a lower computational cost. We discuss briefly about how to extend this approach to more complex systems, and how to integrate our approach into a more ambitious program of optimal experimental design.

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