Bi-directional coupling between a PDE-domain and an adjacent Data-domain equipped with multi-fidelity sensors

Abstract We consider a new prototype problem in domain decomposition with the solution in one domain governed by a known partial differential equation (PDE) whereas the solution in an adjacent domain is reconstructed by information gathered from distributed sensors (data) of variable fidelity. The PDE-domain and the Data-domain are tightly coupled, as the PDE solution is driven by the collected data, while the information gathered from its associated sensors is influenced by the PDE solution. Our overall methodology is based on the Schwarz alternating method and on recent advances in Gaussian process regression (GPR) using multi-fidelity data. The effectiveness of the proposed domain decomposition algorithm is demonstrated by examples of Helmholtz equations in both one-dimensional (1D) and two-dimensional (2D) domains.