Discovery of interpretable structural model errors by combining Bayesian sparse regression and data assimilation: A chaotic Kuramoto–Sivashinsky test case

Abstract

Models of many engineering and natural systems are imperfect. The discrepancy between the mathematical representations of a true physical system and its imperfect model is called the model error. These model errors can lead to substantial differences between the numerical solutions of the model and the state of the system, particularly in those involving nonlinear, multi-scale phenomena. Thus, there is increasing interest in reducing model errors, particularly by leveraging the rapidly growing observational data to understand their physics and sources. Here, we introduce a framework named MEDIDA: Model Error Discovery with Interpretability and Data Assimilation. MEDIDA only requires a working numerical solver of the model and a small number of noise-free or noisy sporadic observations of the system. In MEDIDA, first, the model error is estimated from differences between the observed states and model-predicted states (the latter are obtained from a number of one-time-step numerical integrations from the previous observed states). If observations are noisy, a data assimilation technique, such as the ensemble Kalman filter, is employed to provide the analysis state of the system, which is then used to estimate the model error. Finally, an equation-discovery technique, here the relevance vector machine, a sparsity-promoting Bayesian method, is used to identify an interpretable, parsimonious, and closed-form representation of the model error. Using the chaotic Kuramoto–Sivashinsky system as the test case, we demonstrate the excellent performance of MEDIDA in discovering different types of structural/parametric model errors, representing different types of missing physics, using noise-free and noisy observations.

Document Details

Document Type
Pub Defense Publication
Publication Date
Jun 01, 2022
Source ID
10.1063/5.0091282

Entities

People

  • Ashesh Chattopadhyay
  • Pedram Hassanzadeh
  • Rambod Mojgani

Organizations

  • Office of Naval Research
  • Rice University

Tags

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computational Modeling and Simulation
  • Neural Network Machine Learning.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms