论文标题

关于模型差异的超差异敏感性分析:数学和计算

Hyper-differential sensitivity analysis with respect to model discrepancy: Mathematics and computation

论文作者

Hart, Joseph, Waanders, Bart van Bloemen

论文摘要

模型差异定义为模型预测与现实之间的区别,在物理系统的计算模型中无处不在。从第一原理物理学中得出部分微分方程(PDE)是常见的,但是简化的假设为管理方程或闭合模型产生可拖动表达式。然后,这些PDE用于分析和设计以实现理想的性能。例如,最终目标可能是解决PDE受限的优化(PDECO)问题。本文考虑了PDECO问题在模型差异方面的敏感性。我们介绍了差异的一般表示,并应用后敏感性分析以得出最佳解决方案相对于差异的敏感性的表达。提出了一种有效的算法,该算法结合了PDE离散化,最佳后灵敏度运算符,基于伴随的衍生物以及随机的广义奇异值分解以启用可扩展的计算。利用了基础线性代数和相应的基础架构中的Kronecker产品结构,以产生一种通用算法,该算法在一系列应用程序中是计算上有效且便携式的。通过用户指定的加权矩阵施加了已知的物理和问题的特定特征。我们在两个非线性PDECO问题上展示了我们提出的框架,以突出其计算效率和丰富的见解。

Model discrepancy, defined as the difference between model predictions and reality, is ubiquitous in computational models for physical systems. It is common to derive partial differential equations (PDEs) from first principles physics, but make simplifying assumptions to produce tractable expressions for the governing equations or closure models. These PDEs are then used for analysis and design to achieve desirable performance. For instance, the end goal may be to solve a PDE-constrained optimization (PDECO) problem. This article considers the sensitivity of PDECO problems with respect to model discrepancy. We introduce a general representation of the discrepancy and apply post-optimality sensitivity analysis to derive an expression for the sensitivity of the optimal solution with respect to the discrepancy. An efficient algorithm is presented which combines the PDE discretization, post-optimality sensitivity operator, adjoint-based derivatives, and a randomized generalized singular value decomposition to enable scalable computation. Kronecker product structure in the underlying linear algebra and corresponding infrastructure in PDECO is exploited to yield a general purpose algorithm which is computationally efficient and portable across a range of applications. Known physics and problem specific characteristics of discrepancy are imposed through user specified weighting matrices. We demonstrate our proposed framework on two nonlinear PDECO problems to highlight its computational efficiency and rich insight.

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