arXiv subjects

Don Estep

Publications and source records attributed to Don Estep.

4 recordsLinked to original sources

arXiv2025

Nonparametric Bayesian Calibration of Computer Models

Combining field data and computer models is a crucial step for making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for calibrating the distribution of parameters in a computer model using field observations. Our results include establishing; a unique nonparametric Bayesian posterior corresponding to a chosen prior with an explicit formula for the posterior density; a maximum entropy property of the posterior corresponding to the uniform prior; the almost everywhere continuity of the posterior density; and a comprehensive statistical analysis of an estimator based on importance sampling. They also include establishing the well-posedness of the nonparametric Bayesian solution of the calibration problem. We illustrate the results using several examples.

stat.ME↗

arXiv2021

Error estimation for the time to a threshold value in evolutionary partial differential equations

We develop an \textit{a posteriori} error analysis for a numerical estimate of the time at which a functional of the solution to a partial differential equation (PDE) first achieves a threshold value on a given time interval. This quantity of interest (QoI) differs from classical QoIs which are modeled as bounded linear (or nonlinear) functionals {of the solution}. Taylor's theorem and an adjoint-based \textit{a posteriori} analysis is used to derive computable and accurate error estimates in the case of semi-linear parabolic and hyperbolic PDEs. The accuracy of the error estimates is demonstrated through numerical solutions of the one-dimensional heat equation and linearized shallow water equations (SWE), representing parabolic and hyperbolic cases, respectively.

math.NA↗

arXiv2019

A posteriori error analysis for Schwarz overlapping domain decomposition methods

Domain decomposition methods are widely used for the numerical solution of partial differential equations on high performance computers. We develop an adjoint-based a posteriori error analysis for both multiplicative and additive overlapping Schwarz domain decomposition methods. The numerical error in a user-specified functional of the solution (quantity of interest) is decomposed into contributions that arise as a result of the finite iteration between the subdomains and from the spatial discretization. The spatial discretization contribution is further decomposed into contributions arising from each subdomain. This decomposition of the numerical error is used to construct a two stage solution strategy that efficiently reduces the error in the quantity of interest by adjusting the relative contributions to the error.

math.NA↗

arXiv2014

Solving Stochastic Inverse Problems using Sigma-Algebras on Contour Maps

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a probability measure on the parameter domain for a given $\sigma-$algebra. In the case where the number of output quantities is less than the number of parameters, the inverse of the map from parameters to data defines a type of generalized contour map. The approximate contour maps define a geometric structure on events in the $\sigma-$algebra for the parameter domain. We develop and analyze an inherently non-intrusive method of sampling the parameter domain and events in the given $\sigma-$algebra to approximate the probability measure. We use results from stochastic geometry for point processes to prove convergence of a random sample based approximation method. We define a numerical $\sigma-$algebra on which we compute probabilities and derive computable estimates for the error in the probability measure. We present numerical results to illustrate the various sources of error for a model of fluid flow past a cylinder.

math.NA↗