Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “adjoint problem”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 379 records · Page 21

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗

Year End Progress Report on Rattlesnake Improvements

Rattlesnake is a MOOSE-based radiation transport application developed at INL to support modern multi-physics simulations. At the beginning of the last year, Rattlesnake was able to perform steady-state, transient and eigenvalue calculations for the multigroup radiation transport equations. Various discretization schemes, including continuous finite element method (FEM) with discrete ordinates method (SN) and spherical harmonics expansion method (PN) for the self-adjoint angular flux (SAAF) formulation, continuous FEM (CFEM) with SN for the least square (LS) formulation, diffusion approximation with CFEM and discontinuous FEM (DFEM), have been implemented. A separate toolkit, YAKXS, for multigroup cross section management was developed to support Rattlesnake calculations with feedback both from changes in the field variables, such as fuel temperature, coolant density, and etc., and in isotope inventory. The framework for doing nonlinear diffusion acceleration (NDA) within Rattlesnake has been set up, and both NDA calculations with SAAF-SN-CFEM scheme and Monte Carlo with OpenMC have been performed. It was also used for coupling BISON and RELAP-7 for the full-core multiphysics simulations. Within the last fiscal year, significant improvements have been made in Rattlesnake. Rattlesnake development was migrated into our internal GITLAB development environment at the end of year 2014. Since then total 369 merge requests has been accepted into Rattlesnake. It is noted that the MOOSE framework that Rattlesnake is based on is under continuous developments. Improvements made in MOOSE can improve the Rattlesnake. It is acknowledged that MOOSE developers spent efforts on patching Rattlesnake for the improvements made on the framework side. This report will not cover the code restructuring for better readability and modularity and documentation improvements, which we have spent tremendous effort on. It only details some of improvements in the following sections.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A differential equation for Lerch's transcendent and associated symmetric operators in Hilbert space

The function Ψ(x,y,s)=e{sup iy}Φ(−e{sup iy},s,x), where Φ(z,s,v) is Lerch's transcendent, satisfies the following two-dimensional formally self-adjoint second-order hyperbolic differential equation, where s=1/2+iλ. The corresponding differential expression determines a densely defined symmetric operator (the minimal operator) on the Hilbert space L{sub 2}(Π), where Π=(0,1)×(0,2π). We obtain a description of the domains of definition of some symmetric extensions of the minimal operator. We show that formal solutions of the eigenvalue problem for these symmetric extensions are represented by functional series whose structure resembles that of the Fourier series of Ψ(x,y,s). We discuss sufficient conditions for these formal solutions to be eigenfunctions of the resulting symmetric differential operators. We also demonstrate a close relationship between the spectral properties of these symmetric differential operators and the distribution of the zeros of some special analytic functions analogous to the Riemann zeta function. Bibliography: 15 titles.

97 MATHEMATICS AND COMPUTING↗

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PDE constraints such as optimal flow control, full waveform inversion, and optical tomography. In these problems, PDE constraints uniquely determine the state of a physical system for a given control; the goal is to find the value of the control that minimizes an objective. While the control is often low dimensional, the state is typically more expensive to store. This paper suggests using randomized matrix approximation to compress the state as it is generated and shows how to use the compressed state to reliably solve the original dynamic optimization problem. Concretely, the compressed state is used to compute approximate gradients and to apply the Hessian to vectors. The approximation error in these quantities is controlled by the target rank of the sketch. This approximate first- and second-order information can readily be used in any optimization algorithm. As an example, we develop a sketched trust-region method that adaptively chooses the target rank using a posteriori error information and provably converges to a stationary point of the original problem. Numerical experiments with the sketched trust-region method show promising performance on challenging problems such as the optimal control of an advection-reaction-diffusion equation and the optimal control of fluid flow past a cylinder.

97 MATHEMATICS AND COMPUTING↗

Quantifying the Uncertainty in Deterministic Phonon Transport Calculations of Thermal Conductivity using Polynomial Chaos Expansions

The nature of computational simulations requires the inclusion of an uncertainty analysis, as we have limited knowledge of all physically determined input parameters for a computationally simulated problem. We rely on uncertainty quantification (UQ) to characterize our confidence in the outcomes. Quantifying uncertainty can provide a basis for certifications in high-consequence decisions, such as nuclear reactor design, and is a fundamental component of model validation. We employ a previously developed method of uncertainty quantification, polynomial chaos expansion with stochastic collocation (PCE-SC), applied to deterministic phonon transport simulations. In these simulations, we use the neutron transport code Rattlesnake, which solves the Self-Adjoint Angular Flux (SAAF) formulation of the transport equation with a continuous finite element (CFEM) spatial discretization and discrete ordinates, spherical harmonics angular discretizations. Rattlesnake was developed in the multi-physics object oriented simulation environment (MOOSE) framework. We have previously shown Rattlesnake to be effective in simulating phonon transport. We aim to provide a deterministic phonon transport framework for heterogeneous nuclear fuel with fission product defects to predict thermal conductivity (?). A first principles, physics-based calculation of thermal conductivity must involve factors such as the microstructure of nuclear fuel, which constantly changes during the fission process through the formation of isotopic decay products. Heat transport in oxide nuclear fuels is dominated by phonon transport. Impurities in the bulk material influence the transport of energy at the fundamental level, altering the scattering behavior of phonons and electrons. Conventionally, heat transport follows classical physics based on the heat equation derived from Fourier's law q = -k∇T, where q is heat flux, k is thermal conductivity and ∇T is a temperature gradient. However, Fourier's law is a macroscopic empirical law in which the thermal conductivity? does not have a mechanistic connection to the underpinning heat transport processes. Thermal conductivity of a material depends both on the material's intrinsic ability to transport heat and a variety of resistive effects caused by defects in the material. Thus ab initio prediction of the macroscopic conductivity - the property of interest for safe reactor operation - requires simulating detailed processes of heat transport, and then determining the effective thermal conductivity of the simulated material from the resulting heat flux under the imposed temperature difference. The thermal conductivity of a bulk, homogeneous, dielectric material can be well estimated by the mechanistically derived expression: k{sub bulk} = 1/3 C{sub ν}νgλ (2), where C{sub ν}, νg, and λ are the volumetric specific heat, phonon speed, and phonon mean free path, respectively. In these problems the relevant parameter is the material's acoustic thickness, its characteristic distance L relative to the phonon mean free path λ. In Eq. (2) the largest source of uncertainty is λ. While propagating uncertainty in λ to uncertainty in k through Eq. (2) is trivial, systems with extrinsic scattering require more sophisticated approaches. At the microscopic level, uncertainty in λ changes both a material's intrinsic thermal conductivity. Our goal is to propagate the uncertainty in λ through the deterministic transport computation of k. Because there are a small number of uncertain input quantities, we use the method of polynomial chaos expansion (PCE), which expresses solutions in the form of spectral expansions of an uncertain variable. This approach combines both intrusive and nonintrusive methods of uncertainty propagation techniques and results in a unique formulation which is very effective and efficient for problems with few uncertain parameters. Uncertainty Quantification and Sensitivity Analysis We use PCE-SC to measure propagation of uncertainty in a 3-D phonon transport problem of homogeneous silicon, to compute the mean and variance in temperature, heat flux and thermal conductivity. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Fluoride-Cooled High-Temperature Pebble-Bed Reactor Reference Plant Model

In this report we present work performed in Fiscal Year 2022 that demonstrates the modeling and simulation of a fully coupled neutronics thermal hydraulics reference plant model for a fluoride-cooled high-temperature pebble-bed reactor. The multiphysics model is developed on the Nuclear Regulatory Commission’s Comprehensive Reactor Analysis Bundle (BlueCRAB) available on the Idaho National Laboratory’s high-performance computer, which natively and seamlessly couples Griffin, Pronghorn, and the BISON Multiphysics Object-Oriented Simulation Environment based applications. Griffin provides reactor physics capabilities, including depletion to the equilibrium core, k-eigenvalue, adjoint, and transient. The unique direct equilibrium core capability in Griffin is based on a streamline methodology to spatially deplete the pebbles into burnup groups. Pronghorn solves the porous medium equations for the fluid regions and conduction in the solid regions and incorporates a fluidic diode model to simulate the transition from forced to natural convection during accident scenarios. MOOSE modules solves thermal conduction problems for the pebbles and tristructural isotropic in the pebble-bed core, thus providing the fuel and moderator spatial fields for each pebble burnup group. The neutronics feedback relies primarily on fuel, moderator, and reflector temperatures as as well as the FLiBe salt density. Here, we present results for the uncoupled equilibrium core and perform comparisons to equivalent Monte Carlo models. The power distributions and kinetic parameters obtained with Griffin are consistent with those computed with Griffin. We demonstrate a noticeable improvement with the use of discrete ordinates method (SN) transport. The coupled steady-state equilibrium core provides the initial condition for two time-dependent problems: a control rod withdrawal event and an unprotected loss of flow event. In both cases, the reactor design is self-stabilizing and the solutions are consistent with the expected physics. Although this model is prototypical regarding BlueCRAB’s capabilities, its results are consistent with published work by Kairos Power and other research entities. Significant improvements to the model are planned in future work.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Multi-point Adjoint-Based Design of Tilt-Rotors in a Noninertial Reference Frame

Optimization of tilt-rotor systems requires the consideration of performance at multiple design points. In the current study, an adjoint-based optimization of a tilt-rotor blade is considered. The optimization seeks to simultaneously maximize the rotorcraft figure of merit in hover and the propulsive efficiency in airplane-mode for a tilt-rotor system. The design is subject to minimum thrust constraints imposed at each design point. The rotor flowfields at each design point are cast as steady-state problems in a noninertial reference frame. Geometric design variables used in the study to control blade shape include: thickness, camber, twist, and taper represented by as many as 123 separate design variables. Performance weighting of each operational mode is considered in the formulation of the composite objective function, and a build up of increasing geometric degrees of freedom is used to isolate the impact of selected design variables. In all cases considered, the resulting designs successfully increase both the hover figure of merit and the airplane-mode propulsive efficiency for a rotor designed with classical techniques.

Jones, William T.↗

Aerothermal Shape Optimization of Actively-Cooled Battery Packs using Conjugate Heat Transfer

Thermal management for battery is important for electric aircraft because battery temperature is critically important to vehicle safety, and it also has direct impact on the efficiency of the battery system. Because ambient air is a readily available resource for aircraft, this paper considers an active cooling concept with forced convection of ambient air through the battery pack. Conjugate heat transfer analysis is used to solve the coupled aero-thermal problem, which consists of a finite-volume computational fluid dynamics solver for the fluid domain, and a conduction heat transfer solver for the solid domain. A mixed Neumann and Dirichlet boundary condition is developed for the fluid-solid interface, which allows the solid domain to completely submerge in the fluid domain. A gradient-based optimization method is adopted, and the discrete adjoint approach implemented in DAFoam is used to efficiently compute the gradients. The aero-thermal coupling for primal analysis and gradient computation is handled using the OpenMDAO-based MPhys framework. A constant heat source is prescribed for the battery cells, and the battery shape (design variable) is optimized to minimize cooling pump power and battery weight (composite objective function) while keeping the battery temperature below a threshold (constraint). The optimized design achieves a 44.6% and 1.5% reduction in the cooling pump power and battery weight, respectively, and the maximal temperature constraint is satisfied. This work has the potential to reduce battery-pack weight, improve performance, and reduce the weight of thermal management systems for electric vertical take-off and landing aircraft.

thermal management↗

Aerothermal Shape Optimization of Actively-Cooled Battery Packs Using Conjugate Heat Transfer

Thermal management for battery is important for electric aircraft because battery temperature is critically important to vehicle safety, and it also has direct impact on the efficiency of the battery system. Because ambient air is a readily available resource for aircraft, this paper considers an active cooling concept with forced convection of ambient air through the battery pack. Conjugate heat transfer analysis is used to solve the coupled aero-thermal problem, which consists of a finite-volume computational fluid dynamics solver for the fluid domain, and a conduction heat transfer solver for the solid domain. A mixed Neumann and Dirichlet boundary condition is developed for the fluid-solid interface, which allows the solid domain to completely submerge in the fluid domain. A gradient-based optimization method is adopted, and the discrete adjoint approach implemented in DAFoam is used to efficiently compute the gradients. The aero-thermal coupling for primal analysis and gradient computation is handled using the OpenMDAO-based MPhys framework. A constant heat source is prescribed for the battery cells, and the battery shape (design variable) is optimized to minimize cooling pump power and battery weight (composite objective function) while keeping the battery temperature below a threshold (constraint). The optimized design achieves a 44.6% and 1.5% reduction in the cooling pump power and battery weight, respectively, and the maximal temperature constraint is satisfied. This work has the potential to reduce battery-pack weight, improve performance, and reduce the weight of thermal management systems for electric vertical take-off and landing aircraft.

heat transfer↗

Analysis of Shutdown Dose Rate in Fusion Energy Systems Using Hybrid Monte Carlo/Deterministic Techniques - Paper 138

Accurate assessments of shutdown dose rate (SDDR) are critical to support operation, maintenance, and waste disposal planning and to guide possible design changes of critical components in fusion energy systems. An SDDR calculation involves three steps: 1. a neutron transport calculation to determine the space and energy neutron flux distributions, 2. an activation calculation for computing the photon source distribution, and 3. a photon transport calculation for the estimation of the final SDDR. A companion paper describes the challenges of SDDR computations in fusion energy systems and the status of the techniques that are currently being used in SDDR analysis. Of these techniques, the rigorous 2-step (R2S) computational system entails Monte Carlo (MC) neutron and photon transport calculations coupled with a comprehensive activation step using a dedicated inventory code and library. The use of global MC variance reduction techniques was suggested for accelerating the SDDR MC neutron transport calculation. These techniques, which attempt to calculate MC tallies with nearly uniform relative uncertainties in both the low-flux space-energy regions and the high-flux space-energy regions, do not preferentially focus the MC computational efforts toward space-energy regions of high importance to the final decay dose. The ability of these approaches to accurately predict SDDR is inhibited by their prohibitive computational costs, which will be on the order of thousands of processor-years for full-scale modeling of an entire fusion plant. The companion paper describes the theoretical background of the Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method, which has been proposed to speed up SDDR MC neutron calculations. The MS-CADIS method uses the CADIS method, which has been successfully used for more than a decade in shielding calculations, but focuses on multistep shielding calculations such as SDDR analyses. The companion paper also describes a new method for calculating the uncertainties in SDDR due to uncertainties in the MC neutron calculation. This new method of uncertainty propagation uses the MS-CADIS neutron adjoint source to propagate the uncertainties in the neutron fluxes to the SDDR. This paper describes the application of the MS-CADIS method for speeding up the SDDR MC calculations and for calculating the SDDR uncertainty due to the neutron flux uncertainties. A new metric for assessing the reliability of SDDR calculations was also suggested and used in this analysis. The ITER benchmark problem was used in this analysis. The problem resembles the configuration and geometrical arrangement of an upper port plug in ITER. The analysis compared the efficiency of the MS-CADIS method to the traditional approach of using global MC variance reduction techniques for speeding up SDDR MC neutron calculation. The application of the MS-CADIS method to SDDR calculations in fusion energy systems was tested using the ITER benchmark problem. Compared to the standard FW-CADIS method, the increase in the efficiency of the SDDR neutron MC calculation due to the use of the MS-CADIS method was between 18% and 69%. The MS-CADIS method also increases the fraction of non-zero-scoring mesh tally elements in the space-energy regions of high importance to the final SDDR. Implementation of the MS-CADIS method in the SCALE and the ADVANTG code systems is currently under way. (authors)

61 RADIATION PROTECTION AND DOSIMETRY↗

The Dirichlet problem for the two-dimensional Helmholtz equation for an open boundary

Development of a complete theory of the two-dimensional Dirichlet problem for an open boundary. It is shown that the solution of the Dirichlet problem for an open boundary requires the solution of a Fredholm integral equation of the first kind. Although a Fredholm integral equation of the first kind usually has no solution if the kernel is continuous, owing to the logarithmic singularity of the kernel, the equation in this case is converted to a singular integral equation with a Cauchy kernel. It is proven that the homogeneous adjoint equation of the singular integral equation has no nonzero solution. By virtue of this result, and with the aid of an existence theorem known in the theory of singular integral equations, the existence of solutions of the singular integral equation, and then of the unique solution of the Fredholm integral equation of the first kind is proved.

Hayashi, Y.↗

Aerodynamic Design on Unstructured Grids for Turbulent Flows

An aerodynamic design algorithm for turbulent flows using unstructured grids is described. The current approach uses adjoint (costate) variables for obtaining derivatives of the cost function. The solution of the adjoint equations is obtained using an implicit formulation in which the turbulence model is fully coupled with the flow equations when solving for the costate variables. The accuracy of the derivatives is demonstrated by comparison with finite-difference gradients and a few example computations are shown. In addition, a user interface is described which significantly reduces the time required for setting up the design problems. Recommendations on directions of further research into the Navier Stokes design process are made.

Anderson, W. Kyle↗

Spectral multigrid methods for elliptic equations

An alternative approach which employs multigrid concepts in the iterative solution of spectral equations was examined. Spectral multigrid methods are described for self adjoint elliptic equations with either periodic or Dirichlet boundary conditions. For realistic fluid calculations the relevant boundary conditions are periodic in at least one (angular) coordinate and Dirichlet (or Neumann) in the remaining coordinates. Spectral methods are always effective for flows in strictly rectangular geometries since corners generally introduce singularities into the solution. If the boundary is smooth, then mapping techniques are used to transform the problem into one with a combination of periodic and Dirichlet boundary conditions. It is suggested that spectral multigrid methods in these geometries can be devised by combining the techniques.

Zang, T. A.↗

Efficient Gradient-Based Shape Optimization Methodology Using Inviscid/Viscous CFD

The formerly developed preconditioned-biconjugate-gradient (PBCG) solvers for the analysis and the sensitivity equations had resulted in very large error reductions per iteration; quadratic convergence was achieved whenever the solution entered the domain of attraction to the root. Its memory requirement was also lower as compared to a direct inversion solver. However, this memory requirement was high enough to preclude the realistic, high grid-density design of a practical 3D geometry. This limitation served as the impetus to the first-year activity (March 9, 1995 to March 8, 1996). Therefore, the major activity for this period was the development of the low-memory methodology for the discrete-sensitivity-based shape optimization. This was accomplished by solving all the resulting sets of equations using an alternating-direction-implicit (ADI) approach. The results indicated that shape optimization problems which required large numbers of grid points could be resolved with a gradient-based approach. Therefore, to better utilize the computational resources, it was recommended that a number of coarse grid cases, using the PBCG method, should initially be conducted to better define the optimization problem and the design space, and obtain an improved initial shape. Subsequently, a fine grid shape optimization, which necessitates using the ADI method, should be conducted to accurately obtain the final optimized shape. The other activity during this period was the interaction with the members of the Aerodynamic and Aeroacoustic Methods Branch of Langley Research Center during one stage of their investigation to develop an adjoint-variable sensitivity method using the viscous flow equations. This method had algorithmic similarities to the variational sensitivity methods and the control-theory approach. However, unlike the prior studies, it was considered for the three-dimensional, viscous flow equations. The major accomplishment in the second period of this project (March 9, 1996 to March 8, 1997) was the extension of the shape optimization methodology for the Thin-Layer Navier-Stokes equations. Both the Euler-based and the TLNS-based analyses compared with the analyses obtained using the CFL3D code. The sensitivities, again from both levels of the flow equations, also compared very well with the finite-differenced sensitivities. A fairly large set of shape optimization cases were conducted to study a number of issues previously not well understood. The testbed for these cases was the shaping of an arrow wing in Mach 2.4 flow. All the final shapes, obtained either from a coarse-grid-based or a fine-grid-based optimization, using either a Euler-based or a TLNS-based analysis, were all re-analyzed using a fine-grid, TLNS solution for their function evaluations. This allowed for a more fair comparison of their relative merits. From the aerodynamic performance standpoint, the fine-grid TLNS-based optimization produced the best shape, and the fine-grid Euler-based optimization produced the lowest cruise efficiency.

Baysal, Oktay↗

CFD-based design optimization of ducted hydrokinetic turbines

Abstract Hydrokinetic turbines extract kinetic energy from moving water to generate renewable electricity, thus contributing to sustainable energy production and reducing reliance on fossil fuels. It has been hypothesized that a duct can accelerate and condition the fluid flow passing the turbine blades, improving the overall energy extraction efficiency. However, no substantial evidence has been provided so far for hydrokinetic turbines. To investigate this problem, we perform a CFD-based optimization study with a blade-resolved Reynolds-averaged Navier–Stokes (RANS) solver to explore the design of a ducted hydrokinetic turbine that maximizes the efficiency of energy extraction. A gradient-based optimization approach is utilized to effectively deal with the high-dimensional design space of the blade and duct geometry, with gradients being calculated through the adjoint method. The final design is re-evaluated through higher-fidelity unsteady RANS (URANS) simulations. Our optimized ducted turbine achieves an efficiency of about 54% over a range of operating conditions, higher than the typical 46% efficiency of unducted turbines.

13 HYDRO ENERGY↗

The Iterated Fission Matrix Method

The fission matrix (FM) method has been successfully demonstrated for different applications. One of the interesting features of this method, which is not possible via standard criticality source Monte Carlo calculations, is the capability to calculate higher forward and adjoint Eigenmodes; however, the accuracy of the estimates for higher eigenvalues strongly depends on the spatial discretization adopted for the fission matrix. A fine mesh ensures accurate results but requires matrices of large size. This is considered a limitation to the applicability of the FM method due to the memory requirements for storage of large full matrices. The adoption of sparse matrix storage (e.g., in MCNP) partially overcomes this problem; nonetheless, the sparse matrix indexing increases the complexity of the implementation of the FM algorithm and introduces the additional task of sparsifying the fission matrix. This summary presents a new method, named the iterated fission matrix (IFM), that allows to estimate higher eigenvalues of multiplying systems on much smaller meshes, but with the same level of accuracy in terms of spatial discretization errors, as compared to the FM method. The following Sections describe this new approach and provide a demonstration using two case studies: a PWR fuel assembly, and a 2D PWR core. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Minimum feature size control in level set topology optimization via density fields

A level set topology optimization approach that uses an auxiliary density field to nucleate holes during the optimization process and achieves minimum feature size control in optimized designs is explored. The level set field determines the solid-void interface and the density field describes the distribution of a fictitious porous material using the solid isotropic material with penalization. These fields are governed by two sets of independent optimization variables which are initially coupled using a penalty for hole nucleation. The strength of the density field penalization and projection is gradually increased during the optimization process to promote a 0-1 density distribution. In addition, a second penalty regulates the evolution of the density field in the void phase. The treatment of the density field combined with the second penalty mitigate the appearance of small design features. The minimum feature size of optimized designs is controlled by the radius of the linear filter applied to the density optimization variables. The structural response is predicted by the extended finite element method, the sensitivities by the adjoint method, and the optimization variables are updated by a gradient-based optimization algorithm. Numerical examples investigate the robustness of this approach with respect to algorithmic parameters and mesh refinement. The results show the applicability of the combined density level set topology optimization approach for both optimal hole nucleation and for minimum feature size control in 2D and 3D. This comes, however, at the cost of a more complex problem formulation and additional computational cost due to an increased number of optimization variables.

42 ENGINEERING↗

Parameter estimation by implicit sampling

© 2015 Mathematical Sciences Publishers. Implicit sampling is a weighted sampling method that is used in data assimilation to sequentially update state estimates of a stochastic model based on noisy and incomplete data. Here we apply implicit sampling to sample the posterior probability density of parameter estimation problems. The posterior probability combines prior information about the parameter with information from a numerical model, e.g., a partial differential equation (PDE), and noisy data. The result of our computations are parameters that lead to simulations that are compatible with the data. We demonstrate the usefulness of our implicit sampling algorithm with an example from subsurface flow. For an efficient implementation, we make use of multiple grids, BFGS optimization coupled to adjoint equations, and Karhunen-Loève expansions for dimensional reduction. Several difficulties of Markov chain Monte Carlo methods, e.g., estimation of burn-in times or correlations among the samples, are avoided because the implicit samples are independent.

Morzfeld, Matthias↗