
Standard numerical methods for solving inverse problems in partial differential equations do not reflect a possible inaccuracy in observed data. However, in real engineering applications we cannot avoid uncertainties caused by measurement errors. In the Bayesian approach every unknown or inaccurate value is treated as a random variable. This paper presents an application of the Bayesian inverse approach to the reconstruction of a porosity field as a parameter of the Darcy flow problem. However, this framework can be applied to a wide range of problems that involve some amount of uncertainty. Here the material field is modeled as a Gaussian random field, which is expressed as a function of several random variables. The information about these random variables is given by the resulting posterior distribution, which is then studied using the Cross-Entropy method and samples are generated using the Metropolis-Hastings algorithm.
bayesian statistics, markov chain monte carlo methods, metropolis-hastings algorithm., cross-entropy method, gaussian random field, inverse problem, darcy flow, Electrical engineering. Electronics. Nuclear engineering, TK1-9971
bayesian statistics, markov chain monte carlo methods, metropolis-hastings algorithm., cross-entropy method, gaussian random field, inverse problem, darcy flow, Electrical engineering. Electronics. Nuclear engineering, TK1-9971
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