To cite this version:Paul-Baptiste Rubio, François Louf, Ludovic Chamoin. Fast model updating coupling Bayesian inference and PGD model reduction. Computational Mechanics, Springer Verlag, 2018, 62 (6) The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the realtime identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.
Summary
The motivation of this work is to address real‐time sequential inference of parameters with a full Bayesian formulation. First, the proper generalized decomposition (PGD) is used to reduce the computational evaluation of the posterior density in the online phase. Second, Transport Map sampling is used to build a deterministic coupling between a reference measure and the posterior measure. The determination of the transport maps involves the solution of a minimization problem. As the PGD model is quasi‐analytical and under a variable separation form, the use of gradient and Hessian information speeds up the minimization algorithm. Eventually, uncertainty quantification on outputs of interest of the model can be easily performed due to the global feature of the PGD solution over all coordinate domains. Numerical examples highlight the performance of the method.
This research work deals with the implementation of so-called Dynamic Data-Driven Application Systems (DDDAS) in structural mechanics activities. It aims at designing a real-time numerical feedback loop between a physical system of interest and its numerical simulator, so that (i) the simulation model is dynamically updated from sequential and in situ observations on the system; (ii) the system is appropriately driven and controlled in service using predictions given by the simulator. In order to build such a feedback loop and take various uncertainties into account, a suitable stochastic framework is considered for both data assimilation and control, with the propagation of these uncertainties from model updating up to command synthesis by using a specific and attractive sampling technique. Furthermore, reduced order modeling based on the Proper Generalized Decomposition (PGD) technique is used all along the process in order to reach the real-time constraint. This permits fast multi-query evaluations and predictions, by means of the parametrized physics-based model, in the online phase of the feedback loop. The control of a fusion welding process under various scenarios is considered to illustrate the proposed methodology and to assess the performance of the associated numerical architecture.
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