Some numerical experiments with variable-storage quasi-Newton algorithms
Mathematical Programming: Series A and B
Stochastic finite elements: a spectral approach
Stochastic finite elements: a spectral approach
SIAM Journal on Scientific Computing
Stochastic spectral methods for efficient Bayesian solution of inverse problems
Journal of Computational Physics
Journal of Computational Physics
Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
Journal of Computational Physics
Journal of Computational Physics
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This paper is concerned with the estimation of a parametric probabilistic model of the random displacement source field at the origin of seaquakes in a given region. The observation of the physical effects induced by statistically independent realizations of the seaquake random process is inherent with uncertainty in the measurements and a stochastic inverse method is proposed to identify each realization of the source field. A statistical reduction is performed to drastically lower the dimension of the space in which the random field is sought and one is left with a random vector to identify. An approximation of the vector components is determined using a polynomial chaos decomposition, solution of an optimality system to identify an optimal representation. A second order gradient-based optimization technique is used to efficiently estimate this statistical representation of the unknown source while accounting for the non-linear constraints in the model parameters. This methodology allows the uncertainty associated with the estimates to be quantified and avoids the need for repeatedly solving the forward model.