Page 195 - Numerical Analysis and Modelling in Geomechanics
P. 195

176 ANNAMARIA CIVIDINI AND GIANCARLO GIODA
             2) The quantities , corresponding to the in situ measurements, are determined
               by means of a finite element stress analysis based on the current parameter
               values.
             3) The  current  “sensitivity”  matrix  L(p′)  is  evaluated  numerically  as  a  finite
               difference  approximation.  This  requires  the  solution  of  n  stress  analysis
               problems  (n  being  the  number  of  unknown  parameters  p ).  The  vector  of
                                                               i
               parameters  used  in  each  analysis  coincides  with  vector  p′  but  the  i-th
               component  is  perturbed  by  a  small  quantity  ≥ p . i  Denoting  by  ≥ u ,  the
                                                                        i
               difference between the quantities obtained at step (2) and those derived from
               the i-th stress analysis, the sensitivity matrix can be expressed as,

                                                                           (6.25)

             4) Vector is evaluated by solving the equation system (6.18), where the current
               values of L, u′ and p′ are introduced.
             5) The iterative procedure ends when the difference between p′ and is smaller
               than a pre-assigned tolerance, otherwise p′ is set equal to and the process is
               continued  from  step  (2).  The  main  diagonal  of  the  covariance  matrix
               calculated at the end of the iterative process through eq.(6.23) represents the
               variances of the estimated values of the parameters.


            It is worthwhile observing that the Bayesian approach is applicable also when the
            number of unknown parameters exceeds the number of in situ measurements, if a
            reliable initial guess on the parameters can be formulated.
              Consider in fact the limit case in which no experimental information is available.
            This case is equivalent to the situation in which the accuracy of the experimental
            data is so poor that the entries of the corresponding inverted covariance matrix
            C u  vanish.  Consequently,  eq.(6.18)  reduces  to  a  trivial  form  expressing  the
            equivalence  between  the  optimal  values  of  the  parameters  and  their  initial
            estimate P .
                    0
              Another  limit  case  is  when  no  a  priori  information  is  available,  or  when  its
            reliability is so low that the corresponding inverted covariance matrix vanishes.
            In this case eq. (6.18) becomes,

                                                                        (6.26)

            Furthermore,  if  all  the  (uncorrelated)  in  situ  measurements  have  the  same
            accuracy,  matrix  C u  can  be  eliminated  from  eq.  (6.26),  thus  obtaining  the
            following  least  square  expression  for  the  best  estimate  of  the  unknown
            parameters,
                                                                        (6.27)
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