and Simulation, Bauhaus Summer School 2012 Model Validation , -, 3-5 2011

Weimar, Germany August 17, 2012

Project 5:

Calibration of Numerical Models in Civil Engineering Applications

Adrienn Tth, Hungary Dafni Skiada, Greece Jana Kadrov, Czech Republic Luciane Marcela Filizola de Oliveira, Brazil Savvas Papadopoulos, Greece ahin Bankir, Turkey Vesile Hatun Akansel, Turkey Coordinator: Dr. Tom Lahmer

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Introduction
Models are only valuable if one knows the model parameters exactly We obtained parameters values based on measured data model calibration (inverse modeling)

General questions to answer through optimization:

Which parameters provide the best fit? Can these parameters be identified uniquely? What is the confidence in these parameters? Are there enough data?

Does my model fit to the data? Validation and selection of models!

How do error components in the data influence my optimization results? How to judge about the quality of my model and the data after the calibration?

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Task: Harmonic oscillator

The motion of an unforced harmonic oscillator satisfies the initial value problem

where is the mass, c the damping and k the stiffness of the system

Task:
Intro

Identification of , c and k from transient deflection data

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Gradient Method

Features of the Gradient Method Minimizing differentiable function f(x) Guessing starting point and choose the direction in which decreases most quickly (in the negative gradient direction)

Advantages of the Gradient Method

Every iteration is inexpensive Does not require second derivatives

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

BFGS (Broyden, Fletcher, Goldfarb, Shanno) Method

Features of the BFGS Method It approximates Newtons Method (Quasi-Newton Method) The Hessian matrix is approximated

Advantages of the BFGS Method

BFGS has proven good performance even for non-smooth optimizations It is more efficient than Gradient Method

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods Bauhaus Summer School 2012 Model Validation and Simulation, in Structures Dynamics and Earthquake Engineering

Comparison Gradient Method x BFGS Method

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods Bauhaus Summer School 2012 Model Validation and Simulation, in Structures Dynamics and Earthquake Engineering

Comparison Gradient Method x BFGS Method

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods Bauhaus Summer School 2012 Model Validation and Simulation, in Structures Dynamics and Earthquake Engineering

Comparison Gradient Method x BFGS Method

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods Bauhaus Summer School 2012 Model Validation and Simulation, in Structures Dynamics and Earthquake Engineering

The Nelder-Mead Method

x1, x2, xn f(x1) f(x2) f(x3) Reflect: xr
f(x1) f(xr) f(x2) x1,f(x1) xcc,f(xcc) x2,f(x2) x3,f(x3)xn+1,f(xn+1)

f(xr)< f(x1) Expand: xe f(xe)< f(xr) xr

xe

f(x2) f(xr) f(x3) Contract outside: xc f(xc) f(xr) xr xc Shrink Contract inside: xcc f(xcc)< f(x3) xcc

xc,f(xc)

xr,f(xr)

xe,f(xe) Terminate the iteration

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

The searching process

Initial guesses a. K=2.6 & c=0.5 b. K=3.0 & c=0.7 c. K=3.1 & c=1.2

These are the 3 first vertices of the triangle

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

The Nelder-Mead Method

Fitted data match the measured data There is no noise in the signal

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Particles Swarm Optimiser The PSO is a stochastic, population-based computer algorithm based on swarm intelligence. It is a direct, derivative-free global search algorithm.

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Particles Swarm Optimiser

Flow chart depicting the General PSO Algorithm:

Start

Initialize particles with random position and velocity vectors.

Loop until all particles exhaust For each particles position (p) evaluate fitness If fitness(p) better than fitness(pbest) then pbest= p Set best of pBests as gBest Update particles velocity and position Stop: giving gBest, optimal solution.
Intro Gradient methods Nelder-Mead Particle Swarm Optimiser Bayesian updating Conclusions
Loop until max iter

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Particles Swarm Optimiser

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Particles Swarm Optimiser

Results

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Particles Swarm Optimiser

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Bayesian Updating Updating of parameters/model based on measurements

Stochastic method
parameters are identified with their probability distributions Likelihood function gives the probability of observing measured data with

chosen parameters values

Different methods how to calculate the likelihood and probabilities: Kalman filter

Method acc. to Bazant

Gibbs sampling Metropolis-Hastings algorithm

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Bayesian Updating

Metropolis-Hastings algorithm

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Conclusion
Can these parameters be identified uniquely?

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Conclusion

Comparison of different algorithms

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions

3rd International Conference on Computational Methods in Structures Dynamics and Earthquake Engineering Model Validation and Simulation, Bauhaus Summer School 2012

Thank you for your attention.

Intro

Gradient methods

Nelder-Mead

Particle Swarm Optimiser

Bayesian updating

Conclusions