We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data on quantities of interest. The solution, given as a probability measure, is derived using a Bayesian updating approach for measurable maps that finds a posterior probability measure that when propagated through the deterministic model produces a push-forward measure that exactly matches the observed probability measure on the data. Our approach for finding such posterior measures, which we call consistent Bayesian inference or push-forward based inference, is simple and only requires the computation of the push-forward probability measure induced by the combination of a prior probability measure and the deterministic model. We establish existence and uniqueness of observation-consistent posteriors and present both stability and error analyses. We also discuss the relationships between consistent Bayesian inference, classical/statistical Bayesian inference, and a recently developed measure-theoretic approach for inference. Finally, analytical and numerical results are presented to highlight certain properties of the consistent Bayesian approach and the differences between this approach and the two aforementioned alternatives for inference.
In thist study, we develop a procedure to utilize error estimates for samples of a surrogate model to compute robust upper and lower bounds on estimates of probabilities of events. We show that these error estimates can also be used in an adaptive algorithm to simultaneously reduce the computational cost and increase the accuracy in estimating probabilities of events using computationally expensive high-fidelity models. Specifically, we introduce the notion of reliability of a sample of a surrogate model, and we prove that utilizing the surrogate model for the reliable samples and the high-fidelity model for the unreliable samples gives precisely the same estimate of the probability of the output event as would be obtained by evaluation of the original model for each sample. The adaptive algorithm uses the additional evaluations of the high-fidelity model for the unreliable samples to locally improve the surrogate model near the limit state, which significantly reduces the number of high-fidelity model evaluations as the limit state is resolved. Numerical results based on a recently developed adjoint-based approach for estimating the error in samples of a surrogate are provided to demonstrate (1) the robustness of the bounds on the probability of an event, and (2) that the adaptive enhancement algorithm provides a more accurate estimate of the probability of the QoI event than standard response surface approximation methods at a lower computational cost.
A critical aspect of applying modern computational solution methods to complex multiphysics systems of relevance to nuclear reactor modeling, is the assessment of the predictive capability of specific proposed mathematical models. In this respect the understanding of numerical error, the sensitivity of the solution to parameters associated with input data, boundary condition uncertainty, and mathematical models is critical. Additionally, the ability to evaluate and or approximate the model efficiently, to allow development of a reasonable level of statistical diagnostics of the mathematical model and the physical system, is of central importance. In this study we report on initial efforts to apply integrated adjoint-based computational analysis and automatic differentiation tools to begin to address these issues. The study is carried out in the context of a Reynolds averaged Navier-Stokes approximation to turbulent fluid flow and heat transfer using a particular spatial discretization based on implicit fully-coupled stabilized FE methods. Initial results are presented that show the promise of these computational techniques in the context of nuclear reactor relevant prototype thermal-hydraulics problems.
