Parameter Estimation for Subgrid-Scale Models Using Markov Chain Monte Carlo Approximate Bayesian Computation
Olga A. Doronina, Colin A.Z. Towery, and Peter E. Hamlington

TL;DR
This paper introduces an efficient Bayesian method combining ABC and IMCMC to estimate parameters in subgrid-scale models for turbulence simulations, providing uncertainty quantification and improved stability.
Contribution
The paper presents a novel ABC-IMCMC approach for parameter estimation in SGS models, avoiding likelihood calculations and enabling uncertainty quantification in turbulence LES.
Findings
Accurate parameter estimates match reference turbulence data.
Method provides stable LES solutions with quantified uncertainties.
Approach accelerates parameter estimation in complex turbulence models.
Abstract
We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of turbulent flows. The ABC-IMCMC approach avoids the need to directly compute a likelihood function during the parameter estimation, enabling a substantial speed-up and greater flexibility as compared to full Bayesian approaches. The method also naturally provides uncertainties in parameter estimates, avoiding the artificial certainty implied by many optimization methods for determining model parameters. In this study, we outline details of the present ABC-IMCMC approach, including the use of an adaptive proposal and a calibration step to accelerate the parameter estimation process. We demonstrate the approach by estimating parameters in two nonlinear SGS…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Probabilistic and Robust Engineering Design · Gaussian Processes and Bayesian Inference
