Adaptive PBDW approach to state estimation: noisy observations; user-defined update spaces

DOI10.1137/18M116544XzbMATH Open1426.76551arXiv1712.09594OpenAlexW2963347046WikidataQ127579472 ScholiaQ127579472MaRDI QIDQ5230635FDOQ5230635

Authors: Tommaso Taddei, Yvon Maday 

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We provide a number of extensions and further interpretations of the Parameterized-Background Data-Weak (PBDW) formulation, a real-time and in-situ Data Assimilation (DA) framework for physical systems modeled by parametrized Partial Differential Equations (PDEs), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933-965]. Given $M$ noisy measurements of the state, PBDW seeks an approximation of the form $u^{star}=z^{star}+et{a}^{star}$, where the emph{background} $z^{star}$ belongs to a $N$-dimensional emph{background space} informed by a parameterized mathematical model, and the emph{update} $et{a}^{star}$ belongs to a $M$-dimensional emph{update space} informed by the experimental observations. The contributions of the present work are threefold: first, we extend the adaptive formulation proposed in [T Taddei, M2AN, 51(5), 1827-1858] to general linear observation functionals, to effectively deal with noisy observations; second, we consider an user-defined choice of the update space, to improve convergence with respect to the number of measurements; third, we propose an emph{a priori} error analysis for general linear functionals in the presence of noise, to identify the different sources of state estimation error and ultimately motivate the adaptive procedure. We present results for two synthetic model problems in Acoustics, to illustrate the elements of the methodology and to prove its effectiveness. We further present results for a synthetic problem in Fluid Mechanics to demonstrate the applicability of the approach to vector-valued fields.

Full work available at URL: https://arxiv.org/abs/1712.09594

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zbMATH Keywords

model order reductionvariational data assimilationdesign of experimentparameterized partial differential equationsparameterized-background data-weak (PBDW)

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited In (16)

• A model-data weak formulation for simultaneous estimation of state and model bias
• A Time-Dependent Parametrized Background Data-Weak Approach
• Choosing observation operators to mitigate model error in Bayesian inverse problems
• An exact rescaling velocity method for some kinetic flocking models
• Reducing sensors for transient heat transfer problems by means of variational data assimilation
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• A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics
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• At the crossroads of simulation and data analytics
• An adaptive parametrized-background data-weak approach to variational data assimilation
• A component-based data assimilation strategy with applications to vascular flows
• Impact of physical model error on state estimation for neutronics applications

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