A new network approach to Bayesian inference in partial differential equations

Summary We introduce a novel numerical approach to parameter estimation in partial differential equations in a Bayesian inference context. The main idea is to translate the equation into a state‐discrete dynamic Bayesian network with the discretization of cellular probabilistic automata. There exist...

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Veröffentlicht in:International journal for numerical methods in engineering 2015-11, Vol.104 (5), p.313-329
Hauptverfasser: Kohler, Dominic, Marzouk, Youssef M., Müller, Johannes, Wever, Utz
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container_title International journal for numerical methods in engineering
container_volume 104
creator Kohler, Dominic
Marzouk, Youssef M.
Müller, Johannes
Wever, Utz
description Summary We introduce a novel numerical approach to parameter estimation in partial differential equations in a Bayesian inference context. The main idea is to translate the equation into a state‐discrete dynamic Bayesian network with the discretization of cellular probabilistic automata. There exists a vast pool of inference algorithms in the probabilistic graphical models field, which can be applied to the network. In particular, we reformulate the parameter estimation as a filtering problem, discuss requirements for according tools in our specific setup, and choose the Boyen–Koller algorithm. To demonstrate our ideas, the scheme is applied to the problem of arsenate advection and adsorption in a water pipe: from measurements of the concentration of dissolved arsenate at the outflow boundary condition, we infer the strength of an arsenate source at the inflow boundary condition. Copyright © 2015 John Wiley & Sons, Ltd.
doi_str_mv 10.1002/nme.4928
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subjects Algorithms
Arsenates
Bayesian analysis
Boyen-Koller algorithm
cellular probabilistic automata
dynamic Bayesian networks
hyperbolic
Inference
inverse
Mathematical models
Networks
Partial differential equations
probabilistic methods
Probability theory
title A new network approach to Bayesian inference in partial differential equations
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