The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions (1905.06391v3)

Abstract: The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite element method that provides the means of synthesising measurement data and finite element models. The Bayesian statistical framework is adopted to treat all the uncertainties present in the data, the mathematical model and its finite element discretisation. From the outset, we postulate a data-generating model which additively decomposes data into a finite element, a model misspecification and a noise component. Each of the components may be uncertain and is considered as a random variable with a respective prior probability density. The prior of the finite element component is given by a conventional stochastic forward problem. The prior probabilities of the model misspecification and measurement noise, without loss of generality, are assumed to have zero-mean and known covariance structure. Our proposed statistical model is hierarchical in the sense that each of the three random components may depend on non-observable random hyperparameters. Because of the hierarchical structure of the statistical model, Bayes rule is applied on three different levels in turn to infer the posterior densities of the three random components and hyperparameters. On level one, we determine the posterior densities of the finite element component and the true system response using the prior finite element density given by the forward problem and the data likelihood. On the next level, we infer the hyperparameter posterior densities from their respective priors and the marginal likelihood of the first inference problem. Finally, on level three we use Bayes rule to choose the most suitable finite element model in light of the observed data by computing the model posteriors.