A Bayesian inference approach to identify a Robin coefficient in one-dimensional parabolic problems

A Bayesian inference approach to identify a Robin coefficient in one-dimensional parabolic problems
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用于识别一维抛物线问题中 Robin 系数的贝叶斯推理方法

DOI:
10.1016/j.cam.2009.05.007
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发表时间:
2009-09
影响因子:
2.4
通讯作者:
Yang, Feng-Lian
Yang, Feng-Lian
中科院分区:
数学2区
文献类型:
--
作者:
Yan, Liang;Fu, Chu-Li;Yang, Feng-Lian

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本文研究了与从边界温度测量中识别 Robin 系数的热传导问题相关的非线性反问题。提出了贝叶斯推理方法来解决该问题。先前的建模是通过马尔可夫随机场(MRF)实现的。讨论了在函数估计逆问题中使用分层贝叶斯方法自动选择正则化参数。使用马尔可夫链蒙特卡罗(MCMC)算法来探索后验状态空间。数值结果表明,MRF提供了有效的先验正则化,而贝叶斯推理方法可以为反问题的求解提供准确的估计和不确定性量化。
This paper investigates a nonlinear inverse problem associated with the heat conduction problem of identifying a Robin coefficient from boundary temperature measurement. A Bayesian inference approach is presented for the solution of this problem. The prior modeling is achieved via the Markov random field (MRF). The use of a hierarchical Bayesian method for automatic selection of the regularization parameter in the function estimation inverse problem is discussed. The Markov chain Monte Carlo (MCMC) algorithm is used to explore the posterior state space. Numerical results indicate that MRF provides an effective prior regularization, and the Bayesian inference approach can provide accurate estimates as well as uncertainty quantification to the solution of the inverse problem.
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