Fixed Inducing Points Online Bayesian Calibration for Computer Models with an Application to a Scale-Resolving CFD Simulation

Abstract

This paper proposes a novel fixed inducing points online Bayesian calibration (FIPO-BC) algorithm to efficiently learn the model parameters using a benchmark database. The standard Bayesian calibration (STD-BC) algorithm provides a statistical method to calibrate the parameters of computationally expensive models. However, the STD-BC algorithm does not scale well  with regard to the number of data points and also it lacks an online learning capability. The proposed FIPO-BC algorithm greatly improves the computational efficiency of the algorithm and, in addition, enables online calibration to be performed by executing the calibration on a set of predefined inducing points.

To demonstrate the procedure of the FIPO-BC algorithm, two tests are performed, finding the optimal value and exploring the posterior distribution of 1) the parameter in a simple function, and 2) the high-wave number damping factor in a scale-resolving turbulence model (scale adaptive simulation shear-stress transport model/SAS-SST). The results (such as the calibrated model parameter and its posterior distribution) of FIPO-BC with different inducing points are compared to those of STD-BC. It is found that FIPO-BC and STD-BC can provide very similar results, once the predefined set of inducing points in FIPO-BC is sufficiently fine. Given that fewer datapoints are needed in the proposed FIPO-BC algorithm, compared to the STD-BC algorithm, it will be a more computational efficient algorithm. In our demonstration test cases, the proposed FIPO-BC algorithm is at least ten times faster than the STD-BC algorithm. Meanwhile, the online feature of the FIPO-BC allows continuous updating of the calibration outputs and potentially reduces the workload on generating the database.