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Quasi-Monte Carlo for Bayesian shape inversion governed by the Poisson problem subject to Gevrey regular domain deformations
arXiv Math
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이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Abstract
We consider the application of a quasi-Monte Carlo cubature rule to Bayesian shape inversion subject to the Poisson equation under Gevrey regular parameterizations of domain uncertainty.
We analyze the parametric regularity of the associated posterior distribution and design randomly shifted rank-1 lattice rules which can be shown to achieve dimension-independent, faster-than-Monte Carlo cubature convergence rates for high-dimensional integrals over the posterior distribution.
In addition, we consider the effect of dimension truncation and finite element discretization errors for this model.
Finally, a series of numerical experiments are presented to validate the theoretical results.
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