Goal-Oriented Real-Time Bayesian Inference for Linear Autonomous Dynamical Systems With Application to Digital Twins for Tsunami Early Warning
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arXiv
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| Format: | Preprint |
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2025
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| author | Henneking, Stefan Venkat, Sreeram Ghattas, Omar |
| author_facet | Henneking, Stefan Venkat, Sreeram Ghattas, Omar |
| contents | We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity PDE models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into an offline phase in which the PDE model is solved a limited number of times, and an online phase that computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our goal is to apply this framework to construct digital twins for subduction zones to provide early warning for tsunamis. To this end, we show how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic-gravity wave equations, to infer the earthquake-induced seafloor motion (discretized with 10^9 parameters) and forecast the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with 10^8 inversion parameters for which goal-oriented Bayesian inference is accomplished in real time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_14911 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Goal-Oriented Real-Time Bayesian Inference for Linear Autonomous Dynamical Systems With Application to Digital Twins for Tsunami Early Warning Henneking, Stefan Venkat, Sreeram Ghattas, Omar Numerical Analysis We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity PDE models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into an offline phase in which the PDE model is solved a limited number of times, and an online phase that computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our goal is to apply this framework to construct digital twins for subduction zones to provide early warning for tsunamis. To this end, we show how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic-gravity wave equations, to infer the earthquake-induced seafloor motion (discretized with 10^9 parameters) and forecast the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with 10^8 inversion parameters for which goal-oriented Bayesian inference is accomplished in real time. |
| title | Goal-Oriented Real-Time Bayesian Inference for Linear Autonomous Dynamical Systems With Application to Digital Twins for Tsunami Early Warning |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2501.14911 |