Representing model inadequacy: A stochastic operator approach

Abstract

Mathematical models of physical systems are subject to many uncertainties such as measurement errors and uncertain initial and boundary conditions. After accounting for these uncertainties, it is often revealed that discrepancies between the model output and the observations remain; if so, the model is said to be inadequate. In practice, the inadequate model may be the best that is available or tractable, and so despite its inadequacy the model may be used to make predictions of unobserved quantities. In this case, a representation of the inadequacy is necessary, so the impact of the observed discrepancy can be determined. We investigate this problem in the context of chemical kinetics and propose a new technique to account for model inadequacy that is both probabilistic and physically meaningful. A stochastic inadequacy operator $\mathcal{S}$ is introduced which is embedded in the ODEs describing the evolution of chemical species concentrations and which respects certain physical constraints such as conservation laws. The parameters of $\mathcal{S}$ are governed by probability distributions, which in turn are characterized by a set of hyperparameters. The model parameters and hyperparameters are calibrated using high-dimensional hierarchical Bayesian inference. We apply the method to a typical problem in chemical kinetics---the reaction mechanism of hydrogen combustion