Bayesian calibration of order and diffusivity parameters in a fractional diffusion equation

Hasnaa H. Alzahrani, Marco Lucchesi, Kassem Mustapha, Olivier Le Maître, Omar Knio

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


This work focuses on parameter calibration of a variable-diffusivity fractional diffusion model. A random, spatially-varying diffusivity field with log-normal distribution is considered. The variance and correlation length of the diffusivity field are considered uncertain parameters, and the order of the fractional sub-diffusion operator is also taken uncertain and uniformly distributed in the range (0,1). A Karhunen-Lo`eve (KL) decomposition of the random diffusivity field is used, leading to a stochastic problem defined in terms of a finite number of canonical random variables. Polynomial chaos (PC) techniques are used to express the dependence of the stochastic solution on these random variables. A non-intrusive methodology is used, and a deterministic finite-difference solver of the fractional diffusion model is utilized for this purpose. The PC surrogates are first used to assess the sensitivity of quantities of interest (QoIs) to uncertain inputs and to examine their statistics. In particular, the analysis indicates that the fractional order has a dominant effect on the variance of the QoIs considered, followed by the leading KL modes. The PC surrogates are further exploited to calibrate the uncertain parameters using a Bayesian methodology. Different setups are considered, including distributed and localized forcing functions and data consisting of either noisy observations of the solution or its first moments. In the broad range of parameters addressed, the analysis shows that the uncertain parameters having a significant impact on the variance of the solution can be reliably inferred, even from limited observations.
Original languageEnglish (US)
JournalJournal of Physics Communications
StatePublished - Jul 15 2021


Dive into the research topics of 'Bayesian calibration of order and diffusivity parameters in a fractional diffusion equation'. Together they form a unique fingerprint.

Cite this