Abstract
This chapter addresses the reconstruction of timewise varying functions within a Bayesian framework. The Markov Chain Monte Carlo method implemented with the Metropolis-Hastings sampler is implemented with a total variation prior model and compared against the results obtained with the Bayesian filter known as SIR (Sampling Importance Resampling). Besides, it is proposed a combination of the Bayesian filter solution (supposed to be obtained online) with the Markov Chain Monte Carlo method solution, consisting of employing the SIR filter solution as the initial state for the Markov Chain Monte Carlo method, allowing for an offline solution refinement with reduced CPU time. An application is presented considering the reconstruction of a boundary heat flux applied to a thermally thin plate. The good results obtained for this application indicate the feasibility of the proposed methodology.
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Acknowledgements
The authors acknowledge the financial support provided by the Brazilian sponsoring agencies FAPERJ, Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro, CNPq, Conselho Nacional de Desenvolvimento Científico e Tecnológico and CAPES, Fundação Coordenação de Aperfeiçoamento de pessoal de Nível Superior (Finance Code 001).
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da Silva, W.B., Dutra, J.C.S., Knupp, D.C., Abreu, L.A.S., Silva Neto, A.J. (2020). Estimation of Timewise Varying Boundary Heat Flux via Bayesian Filters and Markov Chain Monte Carlo Method. In: Llanes Santiago, O., Cruz Corona, C., Silva Neto, A., Verdegay, J. (eds) Computational Intelligence in Emerging Technologies for Engineering Applications. Studies in Computational Intelligence, vol 872. Springer, Cham. https://doi.org/10.1007/978-3-030-34409-2_8
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