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dc.contributor.advisor Aquino, Wilkins Zou, Zilong 2019-04-02T16:27:31Z 2019-07-09T08:17:11Z 2018
dc.description Dissertation
dc.description.abstract <p>Many physical systems are modeled using partial dierential equations (PDEs) with uncertain or random inputs. For such systems, naively propagating a xed number of samples of the input probability law (or an approximation thereof) through the PDE is often inadequate to accurately quantify the risk associated with critical system responses. In addition, to manage the risk associated with system response and devise risk-averse controls for such PDEs, one must obtain the numerical solution of a risk-averse PDE-constrained optimization problem, which requires substantial computational eorts resulting from the discretization of the underlying PDE in both the physical and stochastic dimensions.</p><p>Bayesian Inverse problem, where unknown system parameters need to be inferred from some noisy data of the system response, is another important class of problems that suffer from excessive computational cost due to the discretization of the underlying PDE. To accurately characterize the inverse solution and quantify its uncertainty, tremendous computational eorts are typically required to sample from the posterior distribution of the system parameters given the data. Surrogate approximation of the PDE model is an important technique to expedite the inference process and tractably solve such problems.</p><p>In this thesis, we develop a goal-oriented, adaptive sampling and local reduced basis approximation for PDEs with random inputs. The method, which we denote by local RB, determines a set of samples and an associated (implicit) Voronoi partition of the parameter domain on which we build local reduced basis approximations of the PDE solution. The local basis in a Voronoi cell is composed of the solutions at a xed number of closest samples as well as the gradient information in that cell. Thanks to the local nature of the method, computational cost of the approximation does not increase as more samples are included in the local RB model. We select the local RB samples in an adaptive and greedy manner using an a posteriori error indicator based on the residual of the approximation.</p><p>Additionally, we modify our adaptive sampling process using an error indicator that is specifically targeted for the approximation of coherent risk measures evaluated at quantities of interest depending on PDE solutions. This allow us to tailor our method to efficiently quantify the risk associated with the system responses. We then combine our local RB method with an inexact trust region method to eciently solve risk-averse optimization problems with PDE constraints. We propose a numerical framework for systematically constructing surrogate models for the trust-region subproblem and the objective function using local RB approximations.</p><p>Finally, we extend our local RB method to eciently approximate the Gibbs posterior distribution for inverse problems under uncertainty. The local RB method is employed to construct a cheap surrogate model for the loss function in the Gibbs posterior formula. To improve the accuracy of the surrogate approximation, we adopt a Sequential Monte Carlo framework to guide the progressive and adaptive construction of the local RB surrogate. The resulted method provides subjective and ecient inference of unknown system parameters under general distribution and noise assumptions.</p><p>We provide theoretical error bounds for our proposed local RB method and its extensions, and numerically demonstrate the performance of our methods through various examples.</p>
dc.subject Computational physics
dc.subject Mechanics
dc.subject Mathematics
dc.subject Inverse problems
dc.subject Partial differential equation
dc.subject Reduced basis approximation
dc.subject Risk-averse optimization
dc.subject Uncertainty quantification
dc.type Dissertation
dc.department Civil and Environmental Engineering
duke.embargo.months 3

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