Bayesian statistics provides a foundation for inference from noisy and incomplete data, a natural mechanism for regularization in the form of prior information, and a quantitative assessment of uncertainty in the inferred results. Inverse problems - representing indirect estimation of model parameters, inputs, or structural components - can be fruitfully cast in this framework. Complex and computationally intensive forward models arising in physical applications, however, can render a Bayesian approach prohibitive. This difficulty is compounded by high-dimensional model spaces, as when the unknown is a spatiotemporal field. We present new algorithmic developments for Bayesian inference in this context, showing strong connections with the forward propagation of uncertainty. In particular, we introduce a stochastic spectral formulation that dramatically accelerates the Bayesian solution of inverse problems via rapid evaluation of a surrogate posterior. We also explore dimensionality reduction for the inference of spatiotemporal fields, using truncated spectral representations of Gaussian process priors. These new approaches are demonstrated on scalar transport problems arising in contaminant source inversion and in the inference of inhomogeneous material or transport properties. We also present a Bayesian framework for parameter estimation in stochastic models, where intrinsic stochasticity may be intermingled with observational noise. Evaluation of a likelihood function may not be analytically tractable in these cases, and thus several alternative Markov chain Monte Carlo (MCMC) schemes, operating on the product space of the observations and the parameters, are introduced.
Block-structured adaptively refined meshes (SAMR) strive for efficient resolution of partial differential equations (PDEs) solved on large computational domains by clustering mesh points only where required by large gradients. Previous work has indicated that fourth-order convergence can be achieved on such meshes by using a suitable combination of high-order discretizations, interpolations, and filters and can deliver significant computational savings over conventional second-order methods at engineering error tolerances. In this paper, we explore the interactions between the errors introduced by discretizations, interpolations and filters. We develop general expressions for high-order discretizations, interpolations, and filters, in multiple dimensions, using a Fourier approach, facilitating the high-order SAMR implementation. We derive a formulation for the necessary interpolation order for given discretization and derivative orders. We also illustrate this order relationship empirically using one and two-dimensional model problems on refined meshes. We study the observed increase in accuracy with increasing interpolation order. We also examine the empirically observed order of convergence, as the effective resolution of the mesh is increased by successively adding levels of refinement, with different orders of discretization, interpolation, or filtering.
We performed calculations to investigate the classical theories of chain branching and thermal--run--away that lead to the rapid oxidation of fuels. Mathematically, both theories infer the existence of eigenvalues with positive real parts i.e., explosive modes. We found in studies of homogeneous hydrogen--air and the methane--air mixtures that when ignition is initiated by a sufficiently high initial temperature, the transient response of the system exhibits two stages. The first stage is characterized by the existence of explosive modes. The ensuing second stage consists of fast exponential decay modes that bring the system to its equilibrium point. We demonstrated with two examples that the existence of explosive modes is not a necessary condition for the existence of a premixed flame. Homogeneous ignition calculations for mixtures with an initial concentration of radical species suggest that the diffusive transport of radical species is probably responsible for the lack of explosive modes in premixed flames.