Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate

This work addresses the estimation of the parameters of an earthquake model by the consequent tsunami, with an application to the Chile 2010 event. We are particularly interested in the Bayesian inference of the location, the orientation, and the slip of an Okada-based model of the earthquake ocean floor displacement. The tsunami numerical model is based on the GeoClaw software while the observational data is provided by a single DARTⓇ buoy. We propose in this paper a methodology based on polynomial chaos expansion to construct a surrogate model of the wave height at the buoy location. A correlated noise model is first proposed in order to represent the discrepancy between the computational model and the data. This step is necessary, as a classical independent Gaussian noise is shown to be unsuitable for modeling the error, and to prevent convergence of the Markov Chain Monte Carlo sampler. Second, the polynomial chaos model is subsequently improved to handle the variability of the arrival time of the wave, using a preconditioned non-intrusive spectral method. Finally, the construction of a reduced model dedicated to Bayesian inference is proposed. Numerical results are presented and discussed.

[1]  Ibrahim Hoteit,et al.  Data assimilation within the Advanced Circulation (ADCIRC) modeling framework for the estimation of Manning’s friction coefficient , 2014 .

[2]  H. Haario,et al.  An adaptive Metropolis algorithm , 2001 .

[3]  O. Knio,et al.  Quantifying uncertainties in fault slip distribution during the Tōhoku tsunami using polynomial chaos , 2016, Ocean Dynamics.

[4]  W. T. Martin,et al.  The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals , 1947 .

[5]  Randall J. LeVeque,et al.  Comparison of Earthquake Source Models for the 2011 Tohoku Event Using Tsunami Simulations and Near‐Field Observations , 2013 .

[6]  Larry S. Davis,et al.  Automatic online tuning for fast Gaussian summation , 2008, NIPS.

[7]  A. Sarri,et al.  Statistical emulation of a tsunami model for sensitivity analysis and uncertainty quantification , 2012, 1203.6297.

[8]  W. Hackbusch Tensor Spaces and Numerical Tensor Calculus , 2012, Springer Series in Computational Mathematics.

[9]  David R. Anderson,et al.  Model Selection and Multimodel Inference , 2003 .

[10]  Randall J. LeVeque,et al.  The GeoClaw software for depth-averaged flows with adaptive refinement , 2010, 1008.0455.

[11]  Habib N. Najm,et al.  Multiscale Stochastic Preconditioners in Non-intrusive Spectral Projection , 2012, J. Sci. Comput..

[12]  R. A. Leibler,et al.  On Information and Sufficiency , 1951 .

[13]  D. Rubin,et al.  Inference from Iterative Simulation Using Multiple Sequences , 1992 .

[14]  M. Verlaan,et al.  Tidal flow forecasting using reduced rank square root filters , 1997 .

[15]  David L. George,et al.  Augmented Riemann solvers for the shallow water equations over variable topography with steady states and inundation , 2008, J. Comput. Phys..

[16]  Ian Parsons,et al.  Surface deformation due to shear and tensile faults in a half-space , 1986 .

[17]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[18]  Eric Jones,et al.  SciPy: Open Source Scientific Tools for Python , 2001 .

[19]  R. W. Lardner,et al.  VARIATIONAL PARAMETER ESTIMATION FOR A TWO-DIMENSIONAL NUMERICAL TIDAL MODEL , 1992 .

[20]  Omar M. Knio,et al.  Uncertainty quantification and inference of Manning's friction coefficients using DART buoy data during the Tōhoku tsunami , 2014 .

[21]  David M. Miller,et al.  Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55) , 1965 .

[22]  Habib N. Najm,et al.  Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems , 2008, J. Comput. Phys..

[23]  M. Abramowitz,et al.  Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55) , 1965 .

[24]  Kaj M. Johnson,et al.  A Fully Bayesian Inversion for Spatial Distribution of Fault Slip with Objective Smoothing , 2008 .

[25]  A. G. Greenhill,et al.  Handbook of Mathematical Functions with Formulas, Graphs, , 1971 .

[26]  Carl E. Rasmussen,et al.  Gaussian processes for machine learning , 2005, Adaptive computation and machine learning.

[27]  Fabio Nobile,et al.  A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data , 2007, SIAM Rev..

[28]  N. Wiener The Homogeneous Chaos , 1938 .

[29]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[30]  R. W. Lardner,et al.  Optimal estimation of Eddy viscosity and friction coefficients for a Quasi‐three‐dimensional numerical tidal model , 1995 .

[31]  Arnold W. Heemink,et al.  Inverse 3D shallow water flow modelling of the continental shelf , 2002 .

[32]  H. Najm,et al.  Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection , 2003 .

[33]  Bruno Sudret,et al.  Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach , 2008 .