Year: 2019
Communications in Computational Physics, Vol. 25 (2019), Iss. 5 : pp. 1259–1301
Abstract
The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extracting governing equations by employing fine-scale simulation data. In particular, we cast the coarse-graining process under a probabilistic state-space model where the transition law dictates the evolution of the CG state variables and the emission law the coarse-to-fine map. The directed probabilistic graphical model implied, suggests that given values for the fine-grained (FG) variables, probabilistic inference tools must be employed to identify the corresponding values for the CG states and to that end, we employ Stochastic Variational Inference. We advocate a sparse Bayesian learning perspective which avoids overfitting and reveals the most salient features in the CG evolution law. The formulation adopted enables the quantification of a crucial, and often neglected, component in the CG process, i.e. the predictive uncertainty due to information loss. Furthermore, it is capable of reconstructing the evolution of the full, fine-scale system. We demonstrate the efficacy of the proposed framework in high-dimensional systems of random walkers.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/cicp.OA-2018-0174
Communications in Computational Physics, Vol. 25 (2019), Iss. 5 : pp. 1259–1301
Published online: 2019-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 43
Keywords: Coarse-graining dynamics Bayesian non-equilibrium data-driven.
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