Reference : A Bayesian inversion approach to recovering material parameters in hyperelastic solid...
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http://hdl.handle.net/10993/21555
A Bayesian inversion approach to recovering material parameters in hyperelastic solids using dolfin-adjoint
English
Hale, Jack mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Engineering Research Unit >]
Farrell, Patrick E. [Oxford University > Mathematics Institute]
Bordas, Stéphane mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Engineering Research Unit >]
1-Jul-2015
International
FEniCS 15
29-6-2015 to 2-7-2015
Imperial College London
London
United Kingdom
[en] In the first part of the talk I will describe in general terms the link between classical optimisation techniques and the Bayesian approach to statistical inversion as outlined in the seminal book of [Kaipio and Somersalo, 2005]. Under the assumption of an additive Gaussian noise model, a Gaussian prior distribution and a linear parameter-to-observable map, it is possible to uniquely characterise the Bayesian posterior as Gaussian with the maximum aposteriori (MAP) point equal to the minimum of a classic regularised minimisation problem and covariance matrix equal to the inverse of the Hessian of the functional evaluated at the MAP point. I will also discuss techniques that can be used when these assumptions break down.

In the second part of the talk I will describe a method implemented within dolfin-adjoint [Funke and Farrell, arXiv 2013] to quantify the uncertainty in the recovered material parameters of a hyperelastic solid from partial and noisy observations of the displacement field in the domain. The finite element discretisation of the adjoint and higher-order adjoint (Hessian) equations are derived automatically from the high-level UFL representation of the problem. The resulting equations are solved using PETSc. I will concentrate on finding the eigenvalue decomposition of the posterior covariance matrix (Hessian). The eigenvectors associated with the lowest eigenvalues of the Hessian correspond with the directions in parameter space least constrained by the observations [Flath et al. 2011]. This eigenvalue problem is tricky to solve efficiently because the Hessian is very large (on the order of the number of parameters) and dense (meaning that only its action on a vector can be calculated, each involving considerable expense).

Finally, I will show some illustrative examples including the uncertainty associated with deriving the material properties of a 3D hyperelastic block with a stiff inclusion with knowledge only of the displacements on the boundary of the domain.

J. Kaipio and E. Somersalo, Statistical and Computational Inverse Problems, vol. 160. New York: Springer-Verlag, 2005. S. W. Funke and P. E. Farrell, “A framework for automated PDE-constrained optimisation,” arXiv:1302.3894 [cs], Feb. 2013. H. P. Flath, L. C. Wilcox, V. Akçelik, J. Hill, B. van Bloemen Waanders, and O. Ghattas, “Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations,” SIAM J. Sci. Comput., vol. 33, no. 1, pp. 407–432, Feb. 2011.
Fonds National de la Recherche - FnR ; EPSRC ; ERC
http://hdl.handle.net/10993/21555
http://www.youtube.com/watch?v=THwyokj9Cm4
A video of this presentation is available at the 'Complementary URL' link above.
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