Dynamics of data-driven ambiguity sets for hyperbolic conservation laws with uncertain inputs
From MaRDI portal
Publication:4997437
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of mathematical programming (90C90) Reasoning under uncertainty in the context of artificial intelligence (68T37) Stochastic programming (90C15) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)
Abstract: Ambiguity sets of probability distributions are used to hedge against uncertainty about the true probabilities of random quantities of interest (QoIs). When available, these ambiguity sets are constructed from both data (collected at the initial time and along the boundaries of the physical domain) and concentration-of-measure results on the Wasserstein metric. To propagate the ambiguity sets into the future, we use a physics-dependent equation governing the evolution of cumulative distribution functions (CDF) obtained through the method of distributions. This study focuses on the latter step by investigating the spatio-temporal evolution of data-driven ambiguity sets and their associated guarantees when the random QoIs they describe obey hyperbolic partial-differential equations with random inputs. For general nonlinear hyperbolic equations with smooth solutions, the CDF equation is used to propagate the upper and lower envelopes of pointwise ambiguity bands. For linear dynamics, the CDF equation allows us to construct an evolution equation for tighter ambiguity balls. We demonstrate that, in both cases, the ambiguity sets are guaranteed to contain the true (unknown) distributions within a prescribed confidence.
Recommendations
- Data-informed method of distributions for hyperbolic conservation laws
- Uncertainty qualification for hyperbolic systems of conservation laws
- Learning on dynamic statistical manifolds
- Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields
- Uncertainty quantification in kinematic-wave models
Cites work
- scientific article; zbMATH DE number 52894 (Why is no real title available?)
- scientific article; zbMATH DE number 1865938 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 3107305 (Why is no real title available?)
- A Bayesian tutorial for data assimilation
- Ambiguity in portfolio selection
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Constructive quantization: approximation by empirical measures
- Cooperative Data-Driven Distributionally Robust Optimization
- Data-Driven Ambiguity Sets With Probabilistic Guarantees for Dynamic Processes
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Data-informed method of distributions for hyperbolic conservation laws
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust stochastic programming
- Exact PDF equations and closure approximations for advective-reactive transport
- Learning on dynamic statistical manifolds
- Mathematical analysis I. Transl. from the 4th Russian edition by Roger Cooke
- Nonparametric Likelihood Confidence Bands for a Distribution Function
- On a Class of Minimax Stochastic Programs
- On the rate of convergence in Wasserstein distance of the empirical measure
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Robust Wasserstein profile inference and applications to machine learning
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Theory and applications of robust optimization
Cited in
(4)- Data-informed method of distributions for hyperbolic conservation laws
- Data assimilation for hyperbolic conservation laws: a Luenberger observer approach based on a kinetic description
- Information geometry of physics-informed statistical manifolds and its use in data assimilation
- Learning on dynamic statistical manifolds
This page was built for publication: Dynamics of data-driven ambiguity sets for hyperbolic conservation laws with uncertain inputs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4997437)
