Cellular Probabilistic Automata---A Novel Method for Uncertainty Propagation

DOI10.1137/120897183MaRDI QIDQ2938433zbMATH OpenOpenAlexFDO

Authors D. Kohler, J. Müller, U. Wever

Publication date 14 January 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.1184

zbMATH Keywords

cellular automataset oriented numericsMonte Carlo computationsuncertainty propagation for partial differential equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Dynamical aspects of cellular automata (37B15) Simulation of dynamical systems (37M05) Cellular automata (computational aspects) (68Q80)

Abstract: We propose a novel density based numerical method for uncertainty propagation under certain partial differential equation dynamics. The main idea is to translate them into objects that we call cellular probabilistic automata and to evolve the latter. The translation is achieved by state discretization as in set oriented numerics and the use of the locality concept from cellular automata theory. We develop the method at the example of initial value uncertainties under deterministic dynamics and prove a consistency result. As an application we discuss arsenate transportation and adsorption in drinking water pipes and compare our results to Monte Carlo computations.

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Cited in

(5)

• Modelling reliability of reversible circuits with 2D second-order cellular automata
• Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems
• Modelling using stochastic, finite state cellular automata: Rule inference from continuum models
• Cellular non-deterministic automata and partial differential equations
• A new network approach to Bayesian inference in partial differential equations

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