用贝叶斯方法高效构建多孔介质流反问题的局部高精度代理模型
Sequential Bayesian Design for Efficient Surrogate Construction in the Inversion of Darcy Flows
- 聚焦似然高概率区域,构建低复杂度局部代理模型
- 在少量数据下实现比传统方法更优的反演精度与速度
- 适合计算成本高、数据稀缺的物理建模场景
由偏微分方程(PDE)驱动的反问题在计算科学、图像处理和工程等领域具有重要意义。其中,达西流方程是流体通过多孔介质流动的基础模型。贝叶斯方法为求解此类反问题提供了有效途径,但其数值实现需大量调用计算昂贵的前向求解器。因此,采用低计算成本的代理模型至关重要。然而,高维复杂问题的全局高精度代理模型需要高模型容量和大量数据。为此,本文提出一种高效局部准确的代理模型,专注于反问题中真实似然的高概率区域,具备较低模型复杂度和少样本训练需求。同时,引入一种序列贝叶斯设计策略以获取该代理模型,因似然的高概率区域未知。该策略将序列贝叶斯设计的后验演化过程建模为高斯过程,通过一步前瞻先验实现算法加速。完整算法框架称为序列贝叶斯设计局部准确代理模型(SBD-LAS)。基于达西流方程的三个实验验证了该方法在反演精度与计算速度方面的优势。
原文摘要 · Abstract (English)
Inverse problems governed by partial differential equations (PDEs) play a crucial role in various fields, including computational science, image processing, and engineering. Particularly, Darcy flow equation is a fundamental equation in fluid mechanics, which plays a crucial role in understanding fluid flow through porous media. Bayesian methods provide an effective approach for solving PDEs inverse problems, while their numerical implementation requires numerous evaluations of computationally expensive forward solvers. Therefore, the adoption of surrogate models with lower computational costs is essential. However, constructing a globally accurate surrogate model for high-dimensional complex problems demands high model capacity and large amounts of data. To address this challenge, this study proposes an efficient locally accurate surrogate that focuses on the high-probability regions of the true likelihood in inverse problems, with relatively low model complexity and few training data requirements. Additionally, we introduce a sequential Bayesian design strategy to acquire the proposed surrogate since the high-probability region of the likelihood is unknown. The strategy treats the posterior evolution process of sequential Bayesian design as a Gaussian process, enabling algorithmic acceleration through one-step ahead prior. The complete algorithmic framework is referred to as Sequential Bayesian design for locally accurate surrogate (SBD-LAS). Finally, three experiments based the Darcy flow equation demonstrate the advantages of the proposed method in terms of both inversion accuracy and computational speed.
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