Identification of nonlinear conservation laws for multiphase flow based on Bayesian inversion

Abstract

Conservation laws of the generic form $$c_t+f(c)_x=0$$ c t + f ( c ) x = 0 play a central role in the mathematical description of various engineering related processes. Identification of an unknown flux function f(c) from observation data in space and time is challenging due to the fact that the solution c(x, t) develops discontinuities in finite time. We explore a Bayesian type of method based on representing the unknown flux f(c) as a Gaussian random process (parameter vector) combined with an iterative ensemble Kalman filter (EnKF) approach to learn the unknown, nonlinear flux function. As a testing ground, we consider displacement of two fluids in a vertical domain where the nonlinear dynamics is a result of a competition between gravity and viscous forces. This process is described by a multidimensional Navier–Stokes model. Subject to appropriate scaling and simplification constraints, a 1D nonlinear scalar conservation law $$c_t+f(c)_x=0$$ c t + f ( c ) x = 0 can be derived with an explicit expression for f(c) for the volume fraction c(x, t). We consider small (noisy) observation data sets in terms of time series extracted at a few fixed positions in space. The proposed identification method is explored for a range of different displacement conditions ranging from pure concave to highly non-convex f(c). No a priori information about the sought flux function is given except a sound choice of smoothness for the a priori flux ensemble. It is demonstrated that the method possesses a strong ability to identify the unknown flux function. The role played by the choice of initial data $$c_0(x)$$ c 0 ( x ) as well various types of observation data is highlighted.