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We aim to use a multiscale sequential Bayesian inference approach. It is multiscale because we have a continuous-time discrete-state pure jump process base microscopic model and then two levels of approximation. First, a chemical Langevin diffusion, which is a continuous-time, continuous state stochastic approximation of the base model. Finally, by neglecting the brownian noise we arrive at a deterministic mean-field approximation.

KAUST CEMSE AMCS STOCHNUM Tanker
KAUST CEMSE AMCS STOCHNUM Pure Jump Processes

Cylinder liners of diesel engines used for marine propulsion are naturally subjected to a wear process and may fail when their wear exceeds a specified limit. Since failures often represent high economical costs, it is utterly important to predict and avoid them.

KAUST CEMSE AMCS STOCHNUM Master Equation Solution
KAUST CEMSE AMCS STOCHNUM Fobj2contour

In this application, we model the wear process using a pure jump process, and therefore the inference goal is to estimate the coefficients and amplitudes of the jump intensities. We found that using a Gaussian approximation based on moment expansions it is possible to accurately estimate the jump intensities and amplitudes. We obtained results equivalent to the state of the art but using a simpler and less expensive approach.

Collaborators

Alvaro Moraes (KAUST)
Fabrizio Ruggeri (Politecnico di Milano)
Raul Tempone (KAUST)
Pedro Vilanova (KAUST)​

Publications