Restricted gene expression programming: a new approach for parameter identification inverse problems of partial differential equation

2015 ◽  
Vol 21 (10) ◽  
pp. 2651-2663 ◽  
Author(s):  
Yan Chen ◽  
Kangshun Li ◽  
Zhangxing Chen ◽  
Jinfeng Wang
Geophysics ◽  
2018 ◽  
Vol 83 (6) ◽  
pp. R629-R647 ◽  
Author(s):  
Zhilong Fang ◽  
Curt Da Silva ◽  
Rachel Kuske ◽  
Felix J. Herrmann

In statistical inverse problems, the objective is a complete statistical description of unknown parameters from noisy observations to quantify uncertainties in unknown parameters. We consider inverse problems with partial-differential-equation (PDE) constraints, which are applicable to many seismic problems. Bayesian inference is one of the most widely used approaches to precisely quantify statistics through a posterior distribution, incorporating uncertainties in observed data, modeling kernel, and prior knowledge of parameters. Typically when formulating the posterior distribution, the PDE constraints are required to be exactly satisfied, resulting in a highly nonlinear forward map and a posterior distribution with many local maxima. These drawbacks make it difficult to find an appropriate approximation for the posterior distribution. Another complicating factor is that traditional Markov chain Monte Carlo (MCMC) methods are known to converge slowly for realistically sized problems. To overcome these drawbacks, we relax the PDE constraints by introducing an auxiliary variable, which allows for Gaussian errors in the PDE and yields a bilinear posterior distribution with weak PDE constraints that is more amenable to uncertainty quantification because of its special structure. We determine that for a particular range of variance choices for the PDE misfit term, the new posterior distribution has fewer modes and can be well-approximated by a Gaussian distribution, which can then be sampled in a straightforward manner. Because it is prohibitively expensive to explicitly construct the dense covariance matrix of the Gaussian approximation for problems with more than [Formula: see text] unknowns, we have developed a method to implicitly construct it, which enables efficient sampling. We apply this framework to 2D seismic inverse problems with 1800 and 92,455 unknown parameters. The results illustrate that our framework can produce comparable statistical quantities with those produced by conventional MCMC-type methods while requiring far fewer PDE solves, which are the main computational bottlenecks in these problems.


The nonlinear partial differential equation governing on the mentioned system has been investigated by a simple and innovative method which we have named it Akbari-Ganji's Method or AGM. It is notable that this method has been compounded by Laplace transform theorem in order to covert the partial differential equation governing on the afore-mentioned system to an ODE and then the yielded equation has been solved conveniently by this new approach (AGM). One of the most important reasons of selecting the mentioned method for solving differential equations in a wide variety of fields not only in heat transfer science but also in different fields of study such as solid mechanics, fluid mechanics, chemical engineering, etc. in comparison with the other methods is as follows: Obviously, according to the order of differential equations, we need boundary conditions so in the case of the number of boundary conditions is less than the order of the differential equation, this method can create additional new boundary conditions in regard to the own differential equation and its derivatives. Therefore, a solution with high precision will be acquired. With regard to the afore-mentioned explanations, the process of solving nonlinear equation(s) will be very easy and convenient in comparison with the other methods.


2012 ◽  
Vol 2012 ◽  
pp. 1-5
Author(s):  
Arun Kumar ◽  
Ram Dayal Pankaj

Analytical and numerical solutions are obtained for coupled nonlinear partial differential equation by the well-known Laplace decomposition method. We combined Laplace transform and Adomain decomposition method and present a new approach for solving coupled Schrödinger-Korteweg-de Vries (Sch-KdV) equation. The method does not need linearization, weak nonlinearity assumptions, or perturbation theory. We compared the numerical solutions with corresponding analytical solutions.


1975 ◽  
Vol 15 (05) ◽  
pp. 371-375 ◽  
Author(s):  
W.W-G. Yeh

Abstract The paper develops a new algorithm for parameter identification in a partial differential equation associated with an inhomogeneous aquifer system. The parameters chosen for identification are the storage coefficient, a constant, and transmissivities, functions of the space variable. An implicit finite-difference scheme is used to approximate the solutions of the governing equation. A least-squares criterion is then established. Using distributed observations on the dependent variable within the system, parameters are identified directly by solving a sequence of quadratic programming problems such that the final solution converges to the original problem. The advantages of this new algorithm problem. The advantages of this new algorithm include rapid rate of convergence, ability to handle any inequality constraints, and easy computer implementation. The numerical example presented demonstrates the simultaneous identification of 12 parameters in only seconds of computer time. parameters in only seconds of computer time Introduction Simulation and mathematical models are often used in analyzing aquifer systems. Physically based mathematical models are implemented by high-speed computers. Most models are of a parametric type, in which parameters used in parametric type, in which parameters used in deriving the governing equation are not measurable directly from the physical point of view and, therefore, must be determined from historical records. The literature dealing with parameter identification in partial differential equations has become available only within the last decade. The approaches include gradient searching procedures, the balanced error-weighted gradient method, the classical Gauss-Newton least-squares procedure, optimal control and gradient optimization, quasi linearization, influence coefficient algorithm, linear programming, maximum principle, and regression analysis allied with the steepest-descent algorithm. Yeh analyzed a typical parameter identification problem governed by a second-order, nonlinear, parabolic partial differential equation using five different methods (the gradient method, quasilinearization, maximum principle, influence coefficient method, and linear programming) and then compared these methods. The problem under consideration is that of an unsteady radial flow in a confined aquifer system. The governing equation is(1)1 h h--- --- rT(r) ----- = S ------ + Q, r r r t subject to the following initial and boundary conditions:0t = 0, h = h, 0 < r < re(2)r= 0, h = h (t), t >00Bhr = r ----- = 0, t >0e r Eq. 1 represents a distributed system in which parameters are functions of the space variable. The parameters are functions of the space variable. The assumptions used in deriving Eq. 1 include (1) the aquifer is confined with a constant depth, b; (2) the aquifer overlays on an infinite horizontal impermeable bed; (3) the Dupuit-Forchheimer assumptions are valid; and (4) water is released instantaneously because of the change of the flow potential. SPEJ P. 371


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