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Start date: 2005 × DDC: 004 × Type: Text × Subject: Uncertainty quantification × WGL Institute: WIAS ×

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Now showing 1 - 2 of 2
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    Numerical upscaling of parametric microstructures in a possibilistic uncertainty framework with tensor trains
    (Heidelberg : Springer, 2022) Eigel, Martin; Gruhlke, Robert; Moser, Dieter; Grasedyck, Lars
    A fuzzy arithmetic framework for the efficient possibilistic propagation of shape uncertainties based on a novel fuzzy edge detection method is introduced. The shape uncertainties stem from a blurred image that encodes the distribution of two phases in a composite material. The proposed framework employs computational homogenisation to upscale the shape uncertainty to a effective material with fuzzy material properties. For this, many samples of a linear elasticity problem have to be computed, which is significantly sped up by a highly accurate low-rank tensor surrogate. To ensure the continuity of the underlying mapping from shape parametrisation to the upscaled material behaviour, a diffeomorphism is constructed by generating an appropriate family of meshes via transformation of a reference mesh. The shape uncertainty is then propagated to measure the distance of the upscaled material to the isotropic and orthotropic material class. Finally, the fuzzy effective material is used to compute bounds for the average displacement of a non-homogenized material with uncertain star-shaped inclusion shapes.
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    Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
    (Dordrecht [u.a.] : Springer Science + Business Media B.V, 2022) Eigel, Martin; Gruhlke, Robert; Marschall, Manuel
    This paper presents a novel method for the accurate functional approximation of possibly highly concentrated probability densities. It is based on the combination of several modern techniques such as transport maps and low-rank approximations via a nonintrusive tensor train reconstruction. The central idea is to carry out computations for statistical quantities of interest such as moments based on a convenient representation of a reference density for which accurate numerical methods can be employed. Since the transport from target to reference can usually not be determined exactly, one has to cope with a perturbed reference density due to a numerically approximated transport map. By the introduction of a layered approximation and appropriate coordinate transformations, the problem is split into a set of independent approximations in seperately chosen orthonormal basis functions, combining the notions h- and p-refinement (i.e. “mesh size” and polynomial degree). An efficient low-rank representation of the perturbed reference density is achieved via the Variational Monte Carlo method. This nonintrusive regression technique reconstructs the map in the tensor train format. An a priori convergence analysis with respect to the error terms introduced by the different (deterministic and statistical) approximations in the Hellinger distance and the Kullback–Leibler divergence is derived. Important applications are presented and in particular the context of Bayesian inverse problems is illuminated which is a main motivation for the developed approach. Several numerical examples illustrate the efficacy with densities of different complexity and degrees of perturbation of the transport to the reference density. The (superior) convergence is demonstrated in comparison to Monte Carlo and Markov Chain Monte Carlo methods.