diff --git a/Project3/LyX/Introduction.lyx b/Project3/LyX/Introduction.lyx index ec830f0c361622b63c463b5ba038dd6a2cf92d5f..f6c448f7c3b9bb9e5cd054b66a3c8e0fb5ede6c6 100644 --- a/Project3/LyX/Introduction.lyx +++ b/Project3/LyX/Introduction.lyx @@ -232,5 +232,378 @@ The question that arises is, based on the known mathematical model and observation data. \end_layout +\begin_layout Subsection +The Mathematical Model +\end_layout + +\begin_layout Standard +Consider the general mathematical description of a traffic flow (see project 2 for more reference) +\begin_inset Formula +\begin{align} +u_{t}+f(u)_{x} & =0,\quad x\in[a,b]\\ +u(x,t=0) & =u_{0}(x)\\ +u_{x}\big|_{x=x_{\text{in}}} & =u_{\text{in}}\\ +u_{x}\big|_{x=x_{\text{out}}} & =u_{\text{out}} +\end{align} + +\end_inset + +with +\begin_inset Formula $a=0$ +\end_inset + +, + +\begin_inset Formula $b=4$ +\end_inset + +, + the flux function +\begin_inset Formula $f(u)=u(1-u)$ +\end_inset + +. + In reality, + this model is influenced by some uncertainty, + quantified by the +\begin_inset Quotes eld +\end_inset + +resistance +\begin_inset Quotes erd +\end_inset + + function +\begin_inset Formula $k(x)$ +\end_inset + + +\begin_inset Formula +\begin{align} +u_{t}+\left(k(x)f(u)\right)_{x} & =0,\quad x\in[a,b]\label{eq:GenConsLaw_k}\\ +u(x,t=0) & =u_{0}(x)\\ +u_{x}\big|_{x=a}=u_{x}\big|_{x=b} & =0 +\end{align} + +\end_inset + +The boundaries are described by Neumann boundary conditions. + Purpose of this work is to identify the resistance function +\begin_inset Formula $k(x)$ +\end_inset + + for a known solution +\begin_inset Formula $u(x_{i},t)$ +\end_inset + + at specified positions +\begin_inset Formula $x_{i}$ +\end_inset + +. + Therefore, + an inverse problem will be formulated, + which utilizes Monte-Carlo Markov-Chains for the uncertainty quantification. +\end_layout + +\begin_layout Subsection +Major Influence of the Resistance Function +\end_layout + +\begin_layout Standard +Consider three different, + randomly generated, + resistance functions following a normal distribution with mean +\begin_inset Formula $1$ +\end_inset + + and standard deviations +\begin_inset Formula $0.25$ +\end_inset + +. + The form of the resistance function contributes to the solution of equation +\begin_inset CommandInset ref +LatexCommand ref +reference "eq:GenConsLaw_k" +plural "false" +caps "false" +noprefix "false" +nolink "false" + +\end_inset + +. + +\end_layout + +\begin_layout Standard +\begin_inset Float figure +placement document +alignment document +wide false +sideways false +status open + +\begin_layout Plain Layout +\begin_inset Float figure +placement document +alignment document +wide false +sideways false +status open + +\begin_layout Plain Layout +\begin_inset Graphics + filename Figures/InfluenceResistance/sample_0.png + lyxscale 30 + width 48text% + +\end_inset + + +\end_layout + +\begin_layout Plain Layout +\begin_inset Caption Standard + +\begin_layout Plain Layout +\begin_inset CommandInset label +LatexCommand label +name "fig:InfluenceResistanceFunction-1" + +\end_inset + + +\end_layout + +\end_inset + + +\end_layout + +\end_inset + + +\begin_inset Float figure +placement document +alignment document +wide false +sideways false +status open + +\begin_layout Plain Layout +\begin_inset Graphics + filename Figures/InfluenceResistance/sample_1.png + lyxscale 30 + width 48text% + +\end_inset + + +\end_layout + +\begin_layout Plain Layout +\begin_inset Caption Standard + +\begin_layout Plain Layout +\begin_inset CommandInset label +LatexCommand label +name "fig:InfluenceResistanceFunction-2" + +\end_inset + + +\end_layout + +\end_inset + + +\end_layout + +\end_inset + + +\begin_inset Newline newline +\end_inset + + +\begin_inset Float figure +placement document +alignment document +wide false +sideways false +status open + +\begin_layout Plain Layout +\begin_inset Graphics + filename Figures/InfluenceResistance/sample_2.png + lyxscale 30 + width 60text% + +\end_inset + + +\end_layout + +\begin_layout Plain Layout +\begin_inset Caption Standard + +\begin_layout Plain Layout +\begin_inset CommandInset label +LatexCommand label +name "fig:InfluenceResistanceFunction-3" + +\end_inset + + +\end_layout + +\end_inset + + +\end_layout + +\end_inset + + +\begin_inset Caption Standard + +\begin_layout Plain Layout +The resistance function +\begin_inset Formula $k(x)$ +\end_inset + + has a major impact on the solution of the general conservation law +\begin_inset Formula $u_{t}+\left(k(x)f(u)\right)_{x}=0$ +\end_inset + +. + Randomly generated, + normal distributed resistance functions are shown on the left, + while the predicted solution (solid lines) and the true solution (dotted lines) at observation points +\begin_inset Formula $x_{i}\in[0.75,1.5,2.25,3.25]$ +\end_inset + + for initial data +\begin_inset Formula $u_{0}^{I}(x)$ +\end_inset + + are shown on the right. +\begin_inset CommandInset label +LatexCommand label +name "fig:InfluenceResistanceFunction" + +\end_inset + + +\end_layout + +\end_inset + + +\end_layout + +\end_inset + +Figure +\begin_inset CommandInset ref +LatexCommand ref +reference "fig:InfluenceResistanceFunction" +plural "false" +caps "false" +noprefix "false" +nolink "false" + +\end_inset + + shows the resistance functions (left) and corresponding solution +\begin_inset Formula $u(x_{i},t)$ +\end_inset + + at +\begin_inset Formula $x_{i}\in[0.75,1.5,2.25,3.25]$ +\end_inset + + (right) for initial distribution +\begin_inset Formula $u_{0}^{I}(x)$ +\end_inset + +. +\begin_inset Formula +\begin{equation} +u_{0}^{I}(x)=\begin{cases} +0.2 & ,x\in[0,0.5]\\ +0.4 & ,x\in(0.5,1.5]\\ +0.6 & ,x\in(1.5,2.5]\\ +0.7 & ,x\in(2.5,3.5]\\ +0.4 & ,x\in(3.5,4] +\end{cases} +\end{equation} + +\end_inset + +The resistance function is visualized over the spatial domain while the solution +\begin_inset Formula $u(x_{i},t)$ +\end_inset + + is visualized for the different positions over time. + The solid line is the predicted solution, + while the dotted points show the true observations. +\end_layout + +\begin_layout Standard +Although all resistance functions follow the same random distribution, + the solution for the conservation law differs strongly. + Figure +\begin_inset CommandInset ref +LatexCommand ref +reference "fig:InfluenceResistanceFunction-1" +plural "false" +caps "false" +noprefix "false" +nolink "false" + +\end_inset + + shows a shock for all observations, + while Figures +\begin_inset CommandInset ref +LatexCommand ref +reference "fig:InfluenceResistanceFunction-2" +plural "false" +caps "false" +noprefix "false" +nolink "false" + +\end_inset + + and +\begin_inset CommandInset ref +LatexCommand ref +reference "fig:InfluenceResistanceFunction-3" +plural "false" +caps "false" +noprefix "false" +nolink "false" + +\end_inset + + only show shocks for certain observation points. + Additionally, + the value of +\begin_inset Formula $u$ +\end_inset + + at some observation points increase over time for certain resistance functions, + while it decreases for others. +\end_layout + +\begin_layout Standard +Therefore, + the solution of the PDE is strongly sensitive to the chosen resistance function. + This further emphasizes the importance to find an algorithm to identify the resistance function. +\end_layout + \end_body \end_document diff --git a/Project3/LyX/Results.lyx b/Project3/LyX/Results.lyx index 411bf73e01625519ade654c858b7c85e53e619cc..03223a81a12a6430bb18e99853c2d81da80e18dc 100644 --- a/Project3/LyX/Results.lyx +++ b/Project3/LyX/Results.lyx @@ -146,25 +146,24 @@ Two true solutions are available, \begin_layout Standard \begin_inset Formula -\begin{align} -u_{0}^{I}(x) & =\begin{cases} +\begin{equation} +u_{0}^{I}(x)=\begin{cases} 0.2 & ,x\in[0,0.5]\\ 0.4 & ,x\in(0.5,1.5]\\ 0.6 & ,x\in(1.5,2.5]\\ 0.7 & ,x\in(2.5,3.5]\\ 0.4 & ,x\in(3.5,4] -\end{cases}\\ -u_{0}^{II}(x) & =\begin{cases} +\end{cases},\qquad u_{0}^{II}(x)=\begin{cases} 0.1 & ,x\in[0,0.5]\\ 0.3 & ,x\in(0.5,1.5]\\ 0.7 & ,x\in(1.5,2.5]\\ 0.2 & ,x\in(2.5,4] \end{cases} -\end{align} +\end{equation} \end_inset -If not stated otherwise, + If not stated otherwise, the artificial diffusion parameter \begin_inset Formula $M$ \end_inset @@ -172,6 +171,10 @@ If not stated otherwise, is set to one. \end_layout +\begin_layout Standard +\begin_inset Note Note +status open + \begin_layout Subsection Influence of Resistance Function \begin_inset Note Note @@ -186,7 +189,7 @@ Maybe move this to the introduction as a motivation? \end_layout -\begin_layout Standard +\begin_layout Plain Layout First, quantify the influence of the resistance function on the solution of the general conservation law for initial data \begin_inset Formula $u_{0}^{I}(x)$ @@ -205,7 +208,7 @@ First, \end_layout -\begin_layout Standard +\begin_layout Plain Layout \begin_inset Float figure placement document alignment document @@ -225,7 +228,7 @@ status open \begin_inset Graphics filename Figures/InfluenceResistance/sample_0.png lyxscale 30 - width 60text% + width 48text% \end_inset @@ -253,10 +256,6 @@ name "fig:InfluenceResistanceFunction-1" \end_inset -\begin_inset Newline newline -\end_inset - - \begin_inset Float figure placement document alignment document @@ -268,7 +267,7 @@ status open \begin_inset Graphics filename Figures/InfluenceResistance/sample_1.png lyxscale 30 - width 60text% + width 48text% \end_inset @@ -291,10 +290,6 @@ name "fig:InfluenceResistanceFunction-2" \end_inset -\end_layout - -\begin_layout Plain Layout - \end_layout \end_inset @@ -338,10 +333,6 @@ name "fig:InfluenceResistanceFunction-3" \end_inset -\end_layout - -\begin_layout Plain Layout - \end_layout \end_inset @@ -382,10 +373,6 @@ name "fig:InfluenceResistanceFunction" \end_inset -\end_layout - -\begin_layout Plain Layout - \end_layout \end_inset @@ -421,7 +408,7 @@ nolink "false" while the dotted points show the true observations. \end_layout -\begin_layout Standard +\begin_layout Plain Layout Although all resistance functions follow the same random distribution, the solution for the conservation law differs strongly. Figure @@ -468,12 +455,17 @@ nolink "false" while it decreases for others. \end_layout -\begin_layout Standard +\begin_layout Plain Layout Therefore, the solution of the PDE is strongly sensitive to the chosen resistance function, which emphasizes the huge challenge of the MCMC algorithm. \end_layout +\end_inset + + +\end_layout + \begin_layout Subsection Finding the Best Hyperparameter \begin_inset CommandInset label @@ -558,6 +550,10 @@ The loss function \end_inset +\begin_inset space \quad{} +\end_inset + + \begin_inset Float figure placement document alignment document @@ -734,7 +730,7 @@ status open \begin_inset Graphics filename Figures/SingleSample/loss_theta.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -765,6 +761,10 @@ name "fig:MCMC_SingleSample_Loss" \end_inset +\begin_inset space \quad{} +\end_inset + + \begin_inset Float figure placement document alignment document @@ -780,7 +780,7 @@ status open \begin_inset Graphics filename Figures/SingleSample/prediction_kx.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -833,7 +833,7 @@ status open \begin_inset Graphics filename Figures/SingleSample/predicted_vs_true_single_sample.pdf lyxscale 30 - width 60text% + width 45text% \end_inset @@ -1104,7 +1104,7 @@ status open \begin_inset Graphics filename Figures/ArtificialDiffusion/final_error_ArtDiffComparison.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -1134,6 +1134,10 @@ name "fig:ArtificialDiffusion_Loss" \end_inset +\begin_inset space \quad{} +\end_inset + + \begin_inset Float figure placement document alignment document @@ -1145,7 +1149,7 @@ status open \begin_inset Graphics filename Figures/ArtificialDiffusion/prediction_kx_ArtDiffComparison.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -1344,7 +1348,7 @@ status open \begin_inset Graphics filename Figures/DoubleSample/loss_theta.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -1376,6 +1380,10 @@ name "fig:MCMC_DoubleSample_Loss" \end_inset +\begin_inset space \quad{} +\end_inset + + \begin_inset Float figure placement document alignment document @@ -1383,11 +1391,15 @@ wide false sideways false status open +\begin_layout Plain Layout + +\end_layout + \begin_layout Plain Layout \begin_inset Graphics filename Figures/DoubleSample/prediction_kx.pdf lyxscale 30 - width 50text% + width 45text% \end_inset @@ -1443,25 +1455,6 @@ name "fig:MCMC_DoubleSample_k" \end_inset -\begin_inset Box Frameless -position "t" -hor_pos "c" -has_inner_box 1 -inner_pos "t" -use_parbox 0 -use_makebox 0 -width "40text%" -special "none" -height "1in" -height_special "totalheight" -thickness "0.4pt" -separation "3pt" -shadowsize "4pt" -framecolor "foreground" -backgroundcolor "none" -status open - -\begin_layout Plain Layout \begin_inset Float figure placement document alignment document @@ -1473,7 +1466,7 @@ status open \begin_inset Graphics filename Figures/DoubleSample/predicted_vs_true_both_samples_sample_1.pdf lyxscale 30 - width 100text% + width 45text% \end_inset @@ -1539,30 +1532,10 @@ name "fig:MCMC_DoubleSample_u1" \end_inset -\end_layout - +\begin_inset space \quad{} \end_inset -\begin_inset Box Frameless -position "t" -hor_pos "c" -has_inner_box 1 -inner_pos "t" -use_parbox 0 -use_makebox 0 -width "40text%" -special "none" -height "1in" -height_special "totalheight" -thickness "0.4pt" -separation "3pt" -shadowsize "4pt" -framecolor "foreground" -backgroundcolor "none" -status open - -\begin_layout Plain Layout \begin_inset Float figure placement document alignment document @@ -1574,7 +1547,7 @@ status open \begin_inset Graphics filename Figures/DoubleSample/predicted_vs_true_both_samples_sample_2.pdf lyxscale 30 - width 100text% + width 45text% \end_inset @@ -1611,11 +1584,6 @@ name "fig:MCMC_DoubleSample_u2" \end_inset -\end_layout - -\end_inset - - \begin_inset Caption Standard \begin_layout Plain Layout diff --git a/Project3/LyX/TheoryAndMethods.lyx b/Project3/LyX/TheoryAndMethods.lyx index 958fc5a143e750428f7ee8a1f2f15df8f6067acb..9a7e5f4b1c885e3b2dee97393d04ed15f1180e77 100644 --- a/Project3/LyX/TheoryAndMethods.lyx +++ b/Project3/LyX/TheoryAndMethods.lyx @@ -113,76 +113,6 @@ name "sec:Theory-and-Methods" \end_layout -\begin_layout Standard -Consider the general mathematical description of a traffic flow (see project 2 for more reference) -\begin_inset Formula -\begin{align} -u_{t}+f(u)_{x} & =0,\quad x\in[a,b]\\ -u(x,t=0) & =u_{0}(x)\\ -u_{x}\big|_{x=x_{\text{in}}} & =u_{\text{in}}\\ -u_{x}\big|_{x=x_{\text{out}}} & =u_{\text{out}} -\end{align} - -\end_inset - -with -\begin_inset Formula $a=0$ -\end_inset - -, - -\begin_inset Formula $b=4$ -\end_inset - -, - the flux function -\begin_inset Formula $f(u)=u(1-u)$ -\end_inset - -. - In reality, - this model is influenced by some uncertainty, - quantified by the -\begin_inset Quotes eld -\end_inset - -resistance -\begin_inset Quotes erd -\end_inset - - function -\begin_inset Formula $k(x)$ -\end_inset - - -\begin_inset Formula -\begin{align} -u_{t}+\left(k(x)f(u)\right)_{x} & =0,\quad x\in[a,b]\\ -u(x,t=0) & =u_{0}(x)\\ -u_{x}\big|_{x=a}=u_{x}\big|_{x=b} & =0 -\end{align} - -\end_inset - -The boundaries are described by Neumann boundary conditions. - Purpose of this work is to identify the resistance function -\begin_inset Formula $k(x)$ -\end_inset - - for a known solution -\begin_inset Formula $u(x_{i},t)$ -\end_inset - - at specified positions -\begin_inset Formula $x_{i}$ -\end_inset - -. - Therefore, - an inverse problem will be formulated, - which utilizes Monte-Carlo Markov-Chains for the uncertainty quantification. -\end_layout - \begin_layout Subsection Numerical Discretization of the General Conservation Law \end_layout