Regularized ensemble Kalman methods for inverse problems
From MaRDI portal
Abstract: Inverse problems are common and important in many applications in computational physics but are inherently ill-posed with many possible model parameters resulting in satisfactory results in the observation space. When solving the inverse problem with adjoint-based optimization, the problem can be regularized by adding additional constraints in the cost function. However, similar regularizations have not been used in ensemble-based methods, where the same optimization is done implicitly through the analysis step rather than through explicit minimization of the cost function. Ensemble-based methods, and in particular ensemble Kalman methods, have gained popularity in practice where physics models typically do not have readily available adjoint capabilities. While the model outputs can be improved by incorporating observations using these methods, the lack of regularization means the inference of the model parameters remains ill-posed. Here we propose a regularized ensemble Kalman method capable of enforcing regularization constraints. Specifically, we derive a modified analysis scheme that implicitly minimizes a cost function with generalized constraints. We demonstrate the method's ability to regularize the inverse problem with three cases of increasing complexity, starting with inferring scalar model parameters. As a final case, we utilize the proposed method to infer the closure field in the Reynolds-averaged Navier--Stokes equations; a problem of significant importance in fluid dynamics and many engineering applications.
Recommendations
- A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
- Tikhonov regularization within ensemble Kalman inversion
- \(l_p\) regularization for ensemble Kalman inversion
- On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems
- Ensemble Kalman methods for inverse problems
Cites work
- A Bayesian Approach to Estimating Background Flows from a Passive Scalar
- A data-assimilation method for Reynolds-averaged Navier-Stokes-driven mean flow reconstruction
- A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows
- Advanced Lectures on Machine Learning
- An Iterative Regularization Method for Total Variation-Based Image Restoration
- An introduction to the adjoint approach to design
- Analysis of iterative ensemble smoothers for solving inverse problems
- Approach for uncertainty of turbulence modeling based on data assimilation technique
- Bayesian estimates of parameter variability in the \(k-\varepsilon\) turbulence model
- Bayesian uncertainty quantification of turbulence models based on high-order adjoint
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- Development of DDES and IDDES formulations for the \(k\)-\(\omega \) shear stress transport model
- Enforcing boundary conditions on physical fields in Bayesian inversion
- Ensemble Kalman methods for inverse problems
- Ensemble Kalman methods with constraints
- Flow over periodic hills -- numerical and experimental study in a wide range of Reynolds numbers
- Inflow and initial conditions for direct numerical simulation based on adjoint data assimilation
- Numerical strategy for model correction using physical constraints
- On Kalman Filtering With Nonlinear Equality Constraints
- Predictive RANS simulations via Bayesian model-scenario averaging
- Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier-Stokes simulations: a data-driven, physics-informed Bayesian approach
- Reconstruction of unsteady viscous flows using data assimilation schemes
- The ensemble Kalman filter for combined state and parameter estimation
- Updating the Inverse of a Matrix
Cited in
(24)- Optimal sensor placement for ensemble-based data assimilation using gradient-weighted class activation mapping
- Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions
- Ensemble sampler for infinite-dimensional inverse problems
- A stabilization of a continuous limit of the ensemble Kalman inversion
- A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
- Ensemble Kalman method for learning turbulence models from indirect observation data
- Optimized parametric inference for the inner loop of the multigrid ensemble Kalman filter
- Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
- Data assimilation with soft constraints (DASC) through a generalized iterative ensemble smoother
- Combining direct and indirect sparse data for learning generalizable turbulence models
- Neural dynamical operator: continuous spatial-temporal model with gradient-based and derivative-free optimization methods
- Ensemble Gradient for Learning Turbulence Models from Indirect Observations
- DAFI: An Open-Source Framework for Ensemble-Based Data Assimilation and Field Inversion
- Parameterizations for ensemble Kalman inversion
- DAFI
- A bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanics
- Onset of wake meandering for a floating offshore wind turbine under side-to-side motion
- Iterative regularization for ensemble data assimilation in reservoir models
- Fourier series-based approximation of time-varying parameters in ordinary differential equations
- Assimilation of disparate data for enhanced reconstruction of turbulent mean flows
- Enforcing boundary conditions on physical fields in Bayesian inversion
- Large-eddy simulation-based shape optimization for mitigating turbulent wakes of a bluff body using the regularized ensemble Kalman method
- A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows
- Clustering integrated fusion model based on the maximum matching problem
This page was built for publication: Regularized ensemble Kalman methods for inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q781982)
