Imperial College London
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DrEmilioMartinez-Paneda

Faculty of Engineering, Department of Civil and Environmental Engineering

Visiting Reader
 
 
 
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Contact

 

+44 (0)20 7594 8188e.martinez-paneda Website

 
 
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Location

 

249Skempton BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{García-Merino:2023:10.1016/j.apm.2022.11.039,
author = {García-Merino, JC and Calvo-Jurado, C and Martínez-Pañeda, E and García-Macías, E},
doi = {10.1016/j.apm.2022.11.039},
journal = {Applied Mathematical Modelling: simulation and computation for engineering and environmental systems},
pages = {510--531},
title = {Multielement polynomial chaos Kriging-based metamodelling for Bayesian inference of non-smooth systems},
url = {http://dx.doi.org/10.1016/j.apm.2022.11.039},
volume = {116},
year = {2023}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian inference applications, a multielement Polynomial Chaos Expansion based Kriging metamodel is proposed. The developed surrogate model combines in a piecewise function an array of local Polynomial Chaos based Kriging metamodels constructed on a finite set of non-overlapping subdomains of the stochastic input space. Therewith, the presence of non-smoothness in the response of the forward model (e.g.~ nonlinearities and sparseness) can be reproduced by the proposed metamodel with minimum computational costs owing toits local adaptation capabilities. The model parameter inference is conductedthrough a Markov chain Monte Carlo approach comprising adaptive exploration and delayed rejection. The efficiency and accuracy of the proposed approach are validated through two case studies, including an analytical benchmark and a numerical case study. The latter relates the partial differential equation governing the hydrogen diffusion phenomenon of metallic materials in Thermal Desorption Spectroscopy tests.
AU  - García-Merino,JC
AU  - Calvo-Jurado,C
AU  - Martínez-Pañeda,E
AU  - García-Macías,E
DO  - 10.1016/j.apm.2022.11.039
EP  - 531
PY  - 2023///
SN  - 0307-904X
SP  - 510
TI  - Multielement polynomial chaos Kriging-based metamodelling for Bayesian inference of non-smooth systems
T2  - Applied Mathematical Modelling: simulation and computation for engineering and environmental systems
UR  - http://dx.doi.org/10.1016/j.apm.2022.11.039
UR  - http://arxiv.org/abs/2212.02250v1
UR  - https://www.sciencedirect.com/science/article/pii/S0307904X22005819
UR  - http://hdl.handle.net/10044/1/101277
VL  - 116
ER  -
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