From f8f2f172c57af893e44a8462240f6e30f982f06f Mon Sep 17 00:00:00 2001 From: Michael BAUDIN Date: Thu, 23 May 2024 17:35:53 +0200 Subject: [PATCH] Draft of slides on calibration --- calibration2024/.gitignore | 2 + calibration2024/calibration2024.bib | 171 ++++ calibration2024/calibration2024.tex | 94 ++ .../figures/MethodologieIncertitude-EN.svg | 960 ++++++++++++++++++ calibration2024/figures/edf.jpg | Bin 0 -> 7172 bytes calibration2024/macros.tex | 52 + 6 files changed, 1279 insertions(+) create mode 100644 calibration2024/.gitignore create mode 100755 calibration2024/calibration2024.bib create mode 100755 calibration2024/calibration2024.tex create mode 100755 calibration2024/figures/MethodologieIncertitude-EN.svg create mode 100755 calibration2024/figures/edf.jpg create mode 100755 calibration2024/macros.tex diff --git a/calibration2024/.gitignore b/calibration2024/.gitignore new file mode 100644 index 0000000..7e4bee2 --- /dev/null +++ b/calibration2024/.gitignore @@ -0,0 +1,2 @@ +calibration2024.run.xml +calibration2024.bcf diff --git a/calibration2024/calibration2024.bib b/calibration2024/calibration2024.bib new file mode 100755 index 0000000..986b6b6 --- /dev/null +++ b/calibration2024/calibration2024.bib @@ -0,0 +1,171 @@ + +@inproceedings{Baudin2021, + title={Linear algebra of linear and nonlinear bayesian calibration}, + author={Baudin, Michaël and Lebrun, Régis}, + year={2021}, + booktitle = {UNCECOMP 2021}, + pages = {339--353}, + organization = "4th ECCOMAS Thematic Conference on Uncertainty Quantification in Computational Sciences and Engineering M. Papadrakakis, V. Papadopoulos, G. Stefanou (eds.) Streamed from Athens, Greece, 28-30 June 2021", +} +@book{BinghamFry2010, + title={Regression, Linear Models in Statistics}, + author={N. H. Bingham and John M. Fry}, + series={Springer Undergraduate Mathematics Series}, + year={2010}, + publisher={Springer} +} + +@Book{Bjorck1996, + author = {Ake Björck}, + title = {Numerical Methods for Least Squares Problems}, + publisher = {Society for Industrial Applied Mathematics}, + year = {1996}, +} + +@book{BinghamFry, + title={Regression, Linear Models in Statistics}, + author={N. H. Bingham and John M. Fry}, + series={Springer Undergraduate Mathematics Series}, + year={2010}, + publisher={Springer} +} + +@INPROCEEDINGS{Hansen00thelcurve, + author = {P. C. Hansen}, + title = {The {L}-Curve and its Use in the Numerical Treatment of Inverse Problems}, + booktitle = {in Computational Inverse Problems in Electrocardiology, ed. P. Johnston, Advances in Computational Bioengineering}, + year = {2000}, + pages = {119--142}, + publisher = {WIT Press} +} + +@article{trucano2006calibration, + title={Calibration, validation, and sensitivity analysis: What's what}, + author={Trucano, Timothy G and Swiler, Laura Painton and Igusa, Takera and Oberkampf, William L and Pilch, Martin}, + journal={Reliability Engineering \& System Safety}, + volume={91}, + number={10-11}, + pages={1331--1357}, + year={2006}, + publisher={Elsevier} +} + +@techreport{Blanchard2020, +author = {Jean-Baptiste Blanchard and Guillaume Damblin and Michaël Baudin}, +title = {Introduction aux problèmes de calibration de paramètres.}, +year = {2020}, +institution = {I3P, EDF R\&D et CEA}, +} + +@book{Evensen2009, +title = {Data Assimilation - The Ensemble {Kalman} Filter}, +author = {Geir Evensen}, +year = {2009}, +publisher = {SIAM} +} + +@book{Sen1990, + author = "Ashish Sen and Muni Srivastava", + title = "Regression analysis", + year = "1990", + publisher = "Springer", +} + +@book{Draper1988, + author = "Norman R. Draper and Harry Smith", + title = "Applied Regression Analysis, Third Edition", + year = "1988", + publisher = "John Wiley \& Sons, Inc.", +} + +@book{Tarantola2005, + author = "Albert Tarantola", + title = "Inverse problem theory", + year = "2005", + publisher = "SIAM", +} + +@book{Asch2016, + title={Data assimilation. Methods, algorithms and applications.}, + author={Asch, Mark and Bocquet, Marc and Nodet, Maëlle}, + year={2016}, + publisher={SIAM} +} + +@incollection{iooss2015review, + title={A review on global sensitivity analysis methods}, + author={Iooss, Bertrand and Lema{\^\i}tre, Paul}, + booktitle={Uncertainty management in simulation-optimization of complex systems}, + pages={101--122}, + year={2015}, + publisher={Springer} +} + +@Inbook{Baudin2016, +author="Baudin, Micha{\"e}l and Dutfoy, Anne and Iooss, Bertrand and Popelin, Anne-Laure", +title="{OpenTURNS}: An Industrial Software for Uncertainty Quantification in Simulation. In: Ghanem R., Higdon D., Owhadi H. (eds) Handbook of Uncertainty Quantification.", +year="2016", +publisher="Springer International Publishing", +address="Cham", +pages="1--38", +isbn="978-3-319-11259-6", +doi="10.1007/978-3-319-11259-6_64-1", +url="https://doi.org/10.1007/978-3-319-11259-6_64-1" +} + +@techreport{BaudinMethodes2020, +author = {Michaël Baudin and Régis Lebrun}, +title = {Méthodes de calage : algorithmes mathématiques et implémentation dans {OpenTURNS}.}, +year = {2020}, +institution = {EDF R\&D}, +number={6125-3119-2020-02448-FR} +} + +@techreport{BaudinMethodes2022, +author = {Michaël Baudin}, +title = {Méthodes de calage : algorithmes mathématiques avancés et implémentation dans {OpenTURNS}.}, +year = {2022}, +institution = {EDF R\&D}, +number={6125-3119-2022-00175-FR} +} + +@unpublished{OpenTURNSCalibrationFlooding, +author = "{Consortium OpenTURNS}", +title = "Calibration of the flooding model", +year = "2022", +note = "\url{http://openturns.github.io/openturns/master/auto_calibration/least_squares_and_gaussian_calibration/plot_calibration_flooding.html}", +} + +@techreport{garbow1980implementation, + title={Implementation guide for {MINPACK}-1.}, + author={Garbow, Burton S. and Hillstrom, Kenneth E. and More, Jorge J.}, + year={1980}, + institution={Argonne National Lab., IL (USA)} +} + +@book{kern2016methodes, + title={M{\'e}thodes num{\'e}riques pour les problemes inverses}, + author={Kern, Michel}, + year={2016}, + publisher={ISTE Group} +} + + +@book{hastie2009elements, + title={The elements of statistical learning: data mining, inference, and prediction}, + author={Hastie, Trevor and Tibshirani, Robert and Friedman, Jerome H and Friedman, Jerome H}, + volume={2}, + year={2009}, + publisher={Springer} +} + +@article{Rocquigny2006LaMaitrise, + title={La maîtrise des incertitudes dans un contexte industriel. 1re partie: une approche méthodologique globale basée sur des exemples.}, + author={de Rocquigny, Etienne.}, + journal={Journal de la Société française de statistique}, + volume={147}, + number={3}, + pages={33-71}, + year={2006} +} + diff --git a/calibration2024/calibration2024.tex b/calibration2024/calibration2024.tex new file mode 100755 index 0000000..edcb993 --- /dev/null +++ b/calibration2024/calibration2024.tex @@ -0,0 +1,94 @@ +% Copyright (C) 2024 - Michaël Baudin + +\documentclass[9pt]{beamer} + +%\setbeameroption{hide notes} +%\setbeameroption{show notes} +%\setbeameroption{show only notes} + +\input{macros} + +\title[Calibration in OpenTURNS]{Overview of calibration features in OpenTURNS} + +\author[M. Baudin]{ +Michaël Baudin \inst{1} +} + +\institute[EDF]{ +\inst{1} EDF R\&D. 6, quai Watier, 78401, Chatou Cedex - France, michael.baudin@edf.fr +} + + +\date[]{June 19th 2024, Palaiseau, France} + + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{document} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\titlepage + +\begin{center} +\includegraphics[height=0.15\textheight]{figures/edf.jpg} +\end{center} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Introduction} + +Le calage est l'étape B' de la méthodologie \footnote{Voir \cite{BaudinMethodes2020} and OpenTURNS \cite{OpenTURNSCalibrationFlooding}}. + +\begin{figure} +\begin{center} +\includegraphics[width=0.7\textwidth]{MethodologieIncertitude-EN.pdf} +\end{center} +\caption{L'étape B' de calage associe les sorties observées au modèle pour +ajuster les entrées.} +\end{figure} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Introduction} + +On dispose : +\begin{itemize} +\item d'observations, +\item d'un modèle paramétrique. +\end{itemize} + +On cherche : +\begin{itemize} +\item des paramètres, +\item tels que les prédictions du modèle soient +\emph{proches} des observations. +\end{itemize} + +\begin{figure} +\begin{center} +\includegraphics[width=0.5\textwidth]{flooding_before_calibration.pdf} +\end{center} +\caption{Des observations comparées à des prédictions.} +\end{figure} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\section{References} +\begin{frame}[allowframebreaks] +\frametitle{Références} +\nocite{*} +\bibliographystyle{apalike} +\bibliography{calibration2024} +\end{frame} + +\end{document} diff --git a/calibration2024/figures/MethodologieIncertitude-EN.svg b/calibration2024/figures/MethodologieIncertitude-EN.svg new file mode 100755 index 0000000..e5ee91b --- /dev/null +++ b/calibration2024/figures/MethodologieIncertitude-EN.svg @@ -0,0 +1,960 @@ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + image/svg+xml + + + + + + + Step C : Uncertainty Propagation + + Step A : Study Specification + + InputUncertain : XFixed : d + + Modely=g(x,d) + + OutputY=gd(X) + + Quantity ofintereste.g.: variance, probability + + +   + + + + Step C' : Sensitivity Analysis, Ranking + + + Step B : UncertaintyQuantificationModeling with probability distribution :direct methods, statistics, expertise.  + + + + + + Step B' : Quantification of sourcesInverse methods, calibration, assimilation + + + Observed variablesYobs + + + + + + + + + + + + + + + + + + + diff --git a/calibration2024/figures/edf.jpg b/calibration2024/figures/edf.jpg new file mode 100755 index 0000000000000000000000000000000000000000..cf221fb67e6cc8a97648b5996b6dfddcab13aa78 GIT binary patch literal 7172 zcmZvA1y~%*67J#zUpzPq1Xvab?iQRNhv4o6x5YgW!U9>`Ey11O?(Xgm!7WGv1byVb zbM8Ig_ukBWGdV(ju|n7(&o@>G1i}pA=4NMoen6OCKfglQ*;!wM{}i4@ z{#?%$kf#m+5FG&((20Zq0w4krkbnqJJphVl0}+uB{@D7@fr^HNf{u)U_*|=i2S7kV zL_kBv!a_zx`Xlg18X1U!iiS_iA)#vG{2_*b1oXxwHmkC#b8?E1j+2Y$oti1sH7HI! zyK9=5LDDRzn!fw&xi9knM-c!S2?Z4a5$(B>8~8^N5;8jKvoZfMQB=jrhnzeKU)VX#8%xazkehz|Ho?47C-TSy3E|!fc zat{v-Ltc(y<<%ro{)Aiao@VS>{WbpTluy{{MYvV{G%r_Ah~d0ulQkv%r&H&~?F}>< zvL<3==_vX*m$vY^PZ8KaAPI?j6pdM{u`r$2C9ZBYkw~!VkGyz=VX9vp*Q50ME_P(U ziE5=a7jw)%|7N#xIw1e88HyQ`&pF1|G+D%G;Fp)ST>h? 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