Bayesian inference of an uncertain generalized diffusion operator

DOI10.1137/21M141659XzbMATH Open1481.62012arXiv2105.01807MaRDI QIDQ5862901FDOQ5862901

Authors: Teresa Portone, Robert D. Moser 

Publication date: 10 March 2022

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

Abstract: This paper defines a novel Bayesian inverse problem to infer an infinite-dimensional uncertain operator appearing in a differential equation, whose action on an observable state variable affects its dynamics. Inference is made tractable by parametrizing the operator using its eigendecomposition. The plausibility of operator inference in the sparse data regime is explored in terms of an uncertain, generalized diffusion operator appearing in an evolution equation for a contaminant's transport through a heterogeneous porous medium. Sparse data are augmented with prior information through the imposition of deterministic constraints on the eigendecomposition and the use of qualitative information about the system in the definition of the prior distribution. Limited observations of the state variable's evolution are used as data for inference, and the dependence on the solution of the inverse problem is studied as a function of the frequency of observations, as well as on whether or not the data is collected as a spatial or time series.

Full work available at URL: https://arxiv.org/abs/2105.01807

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zbMATH Keywords

Bayesian inferenceanomalous diffusionoperator inferenceuncertain operator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) PDEs in connection with fluid mechanics (35Q35) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Applications of operator theory in probability theory and statistics (47N30)

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Cited In (2)

• Convergence Rates for Learning Linear Operators from Noisy Data
• Stochastic model corrections for reduced Lotka-Volterra models exhibiting mutual, commensal, competitive, and predatory interactions

Uses Software

• SALib
• muq

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