Files
MCM/A题/成文/7不确定性建模与统计推断.md
2026-01-30 20:40:15 +08:00

17 KiB

%=========================================================== \section{Uncertainty Quantification and Statistical Inference} \label{sec:uq} %===========================================================

This section extends the deterministic continuous-time framework in Sections~\ref{sec:model_formulation}--\ref{sec:numerics} by modeling future usage inputs as continuous-time stochastic processes and propagating the resulting uncertainty through the mechanistic battery model. The objective is to obtain a \emph{distribution} of time-to-end (TTE) rather than a single-point estimate, and to quantify the global sensitivity of TTE to key parameters via variance-based indices. Importantly, the underlying electro-thermal-aging dynamics and the constant-power-load (CPL) closure are unchanged; randomness enters only through exogenous inputs and (optionally) uncertain parameters.

%----------------------------------------------------------- \subsection{Motivation and Model Choices for Random Inputs (OU / Regime Switching)} \label{subsec:uq_motivation} %-----------------------------------------------------------

Smartphone usage is intrinsically uncertain beyond a short forecasting horizon: screen brightness L(t), CPU load C(t), network activity N(t), and signal quality \Psi(t) exhibit mean-reverting fluctuations, cross-correlations, and occasional abrupt changes (e.g., screen-off \to gaming; good \to poor coverage). A purely deterministic extrapolation of \mathbf{u}(t) therefore tends to understate variability and cannot support probabilistic statements (e.g., ``runtime exceeds t with 90\% probability'').

We model the future input vector \begin{equation} \mathbf{u}(t)=[L(t),C(t),N(t),\Psi(t),T_a(t)]^\top \end{equation} as a continuous-time stochastic process, while preserving the mechanistic mapping \mathbf{u}(t)\mapsto P_{\mathrm{tot}}(t)\mapsto I(t)\mapsto \dot{\mathbf{x}}(t). Two choices are considered:

\begin{enumerate} \item \textbf{Bounded multivariate OU (Option U1).} A multivariate Ornstein--Uhlenbeck process provides mean reversion and cross-correlation in a continuous-time setting. Smooth bounding transforms ensure physical admissibility (L,C,N\in[0,1] and \Psi in a prescribed range).

\item \textbf{Regime-switching OU (Option U2).} A continuous-time Markov chain r(t) captures discrete ``modes'' (idle, browsing, video, gaming; good/poor coverage). Within each regime, an OU process drives the latent inputs. This yields bursty but still continuous trajectories. \end{enumerate}

Both options are mechanism-compatible and avoid black-box regression: the battery physics remain deterministic conditional on the sampled input path.

%----------------------------------------------------------- \subsection{Mathematical Definitions and Bounding Maps} \label{subsec:uq_definitions} %-----------------------------------------------------------

\paragraph{Option U1: Bounded multivariate OU.} Let \mathbf{y}(t)\in\mathbb{R}^4 denote latent (unbounded) Gaussian processes associated with [L,C,N,\Psi]. We define \begin{equation} d\mathbf{y}(t)=\mathbf{K}\big(\boldsymbol{\mu}-\mathbf{y}(t)\big),dt +\mathbf{\Sigma},d\mathbf{W}(t), \label{eq:mvou} \end{equation} where \mathbf{K}\succ 0 controls correlation times, \boldsymbol{\mu} is the long-run mean, \mathbf{\Sigma} sets diffusion intensity, and \mathbf{W}(t) is a standard $4$-dimensional Brownian motion. Cross-channel correlations are encoded in \mathbf{\Sigma}\mathbf{\Sigma}^\top.

Ambient temperature is modeled separately as a scalar OU process: \begin{equation} dT_a(t)=k_a\big(\mu_a-T_a(t)\big),dt+\sigma_a,dW_a(t). \label{eq:ou_ta} \end{equation}

To enforce physical bounds, we map latent variables to admissible inputs using a smooth logistic transform \sigma(s)=(1+e^{-s})^{-1}: \begin{align} L(t)&=\sigma!\big(y_L(t)\big),\qquad C(t)=\sigma!\big(y_C(t)\big),\qquad N(t)=\sigma!\big(y_N(t)\big), \label{eq:bound_lcn}\ \Psi(t)&=\Psi_{\min}+(\Psi_{\max}-\Psi_{\min}),\sigma!\big(y_\Psi(t)\big). \label{eq:bound_psi} \end{align} This choice yields continuous trajectories and avoids nonphysical discontinuous jumps that could artificially trigger the CPL infeasibility condition.

\paragraph{Option U2: Regime-switching OU.} Let r(t)\in\{1,\dots,R\} be a continuous-time Markov chain with generator matrix \mathbf{Q}=[q_{ij}], where q_{ij}\ge 0 for j\neq i and q_{ii}=-\sum_{j\neq i}q_{ij}. Conditional on r(t), we define \begin{equation} d\mathbf{y}(t)=\mathbf{K}{r(t)}\big(\boldsymbol{\mu}{r(t)}-\mathbf{y}(t)\big),dt +\mathbf{\Sigma}{r(t)},d\mathbf{W}(t), \label{eq:rsou} \end{equation} and map \mathbf{y}(t) to \{L,C,N,\Psi\} using Eqs.~\eqref{eq:bound_lcn}--\eqref{eq:bound_psi}. Ambient temperature can also be regime dependent: \begin{equation} dT_a(t)=k{a,r(t)}\big(\mu_{a,r(t)}-T_a(t)\big),dt+\sigma_{a,r(t)},dW_a(t). \label{eq:rsou_ta} \end{equation} This formulation captures abrupt mode changes while keeping inputs continuous between switching times.

%----------------------------------------------------------- \subsection{Discrete-Time Input Generation (Update Equations)} \label{subsec:uq_generation} %-----------------------------------------------------------

For Monte Carlo simulation, we require discrete-time updates over time step \Delta t. For a scalar OU process \begin{equation} dy=k(\mu-y),dt+\sigma,dW, \label{eq:ou_scalar} \end{equation} the exact (in distribution) update is \begin{equation} y_{n+1}=\mu+(y_n-\mu)e^{-k\Delta t} +\sigma\sqrt{\frac{1-e^{-2k\Delta t}}{2k}},\xi_n, \qquad \xi_n\sim\mathcal{N}(0,1). \label{eq:ou_exact} \end{equation} For the multivariate OU \eqref{eq:mvou}, one may use the matrix-exponential form \begin{equation} \mathbf{y}_{n+1}=\boldsymbol{\mu}+\mathbf{A}\big(\mathbf{y}_n-\boldsymbol{\mu}\big) +\mathbf{B},\boldsymbol{\xi}_n, \qquad \boldsymbol{\xi}_n\sim\mathcal{N}(\mathbf{0},\mathbf{I}), \label{eq:mvou_exact} \end{equation} where \mathbf{A}=e^{-\mathbf{K}\Delta t} and \mathbf{B} satisfies \mathbf{B}\mathbf{B}^\top=\int_0^{\Delta t}e^{-\mathbf{K}s}\mathbf{\Sigma}\mathbf{\Sigma}^\top e^{-\mathbf{K}^\top s}\,ds. In practice, choosing \mathbf{K} diagonal yields a simple componentwise update using \eqref{eq:ou_exact}, while correlations can be retained through \mathbf{\Sigma}.

For regime switching, over sufficiently small \Delta t we approximate \begin{equation} \mathbb{P}\big(r_{n+1}=j,\big|,r_n=i\big)\approx \begin{cases} q_{ij}\Delta t, & j\neq i,\ 1+q_{ii}\Delta t, & j=i, \end{cases} \label{eq:ctmc_step} \end{equation} then update \mathbf{y} using \eqref{eq:mvou_exact} with parameters associated with the realized regime r_n.

%----------------------------------------------------------- \subsection{Monte Carlo Propagation and TTE Distribution} \label{subsec:uq_mc} %-----------------------------------------------------------

Let \omega denote the randomness driving \mathbf{u}(t,\omega) (and, if included, uncertain parameters). For each sampled input path \omega_m, the battery dynamics are integrated using the deterministic solver from Section~\ref{sec:numerics}: RK4 with nested CPL current evaluation at each substep, including low-SOC OCV protection z_{\mathrm{eff}}=\max\{z,z_{\min}\}, nonnegative polarization heating v_p^2/R_1, and the lightweight current cap I=\min(I_{\mathrm{CPL}},I_{\max}(T_b)).

The runtime endpoint is defined by \begin{equation} \mathrm{TTE}(\omega)=\inf\left{t>0:; V_{\mathrm{term}}(t,\omega)\le V_{\mathrm{cut}} \ \text{or}\ z(t,\omega)\le 0\right}. \label{eq:tte_uq} \end{equation} (Optionally, the CPL infeasibility risk time t_{\Delta}=\inf\{t>0:\Delta(t,\omega)\le 0\} may be recorded as a separate diagnostic.)

Given M independent sample paths \{\omega_m\}_{m=1}^M, we obtain \mathrm{TTE}_m=\mathrm{TTE}(\omega_m) and form the empirical CDF \begin{equation} \widehat{F}{\mathrm{TTE}}(t)=\frac{1}{M}\sum{m=1}^M \mathbf{1}{\mathrm{TTE}m\le t}. \label{eq:emp_cdf} \end{equation} The empirical mean and variance are \begin{equation} \widehat{\mu}{\mathrm{TTE}}=\frac{1}{M}\sum_{m=1}^M \mathrm{TTE}m,\qquad \widehat{\sigma}^2{\mathrm{TTE}}=\frac{1}{M-1}\sum_{m=1}^M(\mathrm{TTE}m-\widehat{\mu}{\mathrm{TTE}})^2. \label{eq:tte_moments} \end{equation}

\paragraph{Monte Carlo error.} For standard Monte Carlo estimators of smooth functionals of TTE, the statistical error decays as O(M^{-1/2}). We therefore increase M until key summaries (mean and selected quantiles) stabilize under doubling M.

%----------------------------------------------------------- \subsection{Confidence Intervals, Quantiles, and Survival Curves} \label{subsec:uq_inference} %-----------------------------------------------------------

\paragraph{Confidence interval for the mean.} By the central limit theorem, an approximate 95\% confidence interval for the mean TTE is \begin{equation} \widehat{\mu}{\mathrm{TTE}}\ \pm\ 1.96,\frac{\widehat{\sigma}{\mathrm{TTE}}}{\sqrt{M}}. \label{eq:ci_mean} \end{equation} When M is moderate and the distribution is skewed, a nonparametric bootstrap over \{\mathrm{TTE}_m\} can be used to obtain robust confidence bounds.

\paragraph{Quantiles.} Let \mathrm{TTE}_{(1)}\le \cdots \le \mathrm{TTE}_{(M)} denote the ordered samples. The empirical $p$-quantile is \begin{equation} \widehat{q}p=\mathrm{TTE}{(\lceil pM\rceil)},\qquad p\in(0,1). \label{eq:quantile} \end{equation} In particular, the median is \widehat{q}_{0.5}, and the lower-tail quantile \widehat{q}_{0.1} supports conservative ``guaranteed runtime'' statements.

\paragraph{Survival function.} A reliability-style summary is the survival curve \begin{equation} \widehat{S}(t)=\mathbb{P}(\mathrm{TTE}>t)\approx 1-\widehat{F}_{\mathrm{TTE}}(t). \label{eq:survival} \end{equation} This directly answers: ``what is the probability the phone remains operational beyond time t?''

%----------------------------------------------------------- \subsection{Variance-Based Global Sensitivity (Sobol Indices)} \label{subsec:uq_sobol} %-----------------------------------------------------------

We quantify global parameter importance via variance-based sensitivity indices for the scalar quantity of interest (QoI) \begin{equation} Y=\mathrm{TTE}. \end{equation} Let \boldsymbol{\xi}=(\xi_1,\dots,\xi_d) denote uncertain factors (e.g., k_L,\gamma,k_N,\kappa,\mu_a and other parameters as needed), assumed independent with prescribed prior distributions. Because usage randomness \omega also contributes variance, we recommend defining the QoI as the \emph{conditional expectation} over usage paths: \begin{equation} Y(\boldsymbol{\xi})=\mathbb{E}_{\omega}\big[\mathrm{TTE}(\boldsymbol{\xi},\omega)\big], \label{eq:qoi_condexp} \end{equation} which yields stable and actionable sensitivities to design/physics parameters. In computations, \eqref{eq:qoi_condexp} is approximated by an inner Monte Carlo average over M_{\omega} usage realizations.

The first-order Sobol index of factor \xi_i is defined as \begin{equation} S_i=\frac{\mathrm{Var}\big(\mathbb{E}[Y\mid \xi_i]\big)}{\mathrm{Var}(Y)}, \label{eq:sobol_first} \end{equation} and the total-effect index is \begin{equation} S_{T_i}=1-\frac{\mathrm{Var}\big(\mathbb{E}[Y\mid \boldsymbol{\xi}_{\sim i}]\big)}{\mathrm{Var}(Y)}, \label{eq:sobol_total} \end{equation} where \boldsymbol{\xi}_{\sim i} denotes all factors except \xi_i. Large S_i indicates a strong main effect, while a large gap S_{T_i}-S_i indicates substantial interaction and/or nonlinearity (expected here due to CPL feedback and electro-thermal coupling).

%----------------------------------------------------------- \subsection{Saltelli Sampling and Estimation} \label{subsec:uq_saltelli} %-----------------------------------------------------------

We employ the Saltelli sampling scheme for efficient estimation of Sobol indices. Let \mathbf{A},\mathbf{B}\in\mathbb{R}^{N\times d} be two independent sample matrices of \boldsymbol{\xi}. For each i\in\{1,\dots,d\}, construct \mathbf{A}^{(i)}_B by replacing the $i$-th column of \mathbf{A} with the $i$-th column of \mathbf{B}. Denote the corresponding model evaluations by \begin{equation} Y_A^{(n)}=Y(\mathbf{A}n),\quad Y_B^{(n)}=Y(\mathbf{B}n),\quad Y{A^{(i)}B}^{(n)}=Y(\mathbf{A}^{(i)}{B,n}), \qquad n=1,\dots,N. \end{equation} We estimate \mathrm{Var}(Y) from the pooled samples and compute Sobol estimators in the following commonly used form: \begin{equation} \widehat{S}i= \frac{\frac{1}{N}\sum{n=1}^N Y_B^{(n)}\left(Y{A^{(i)}B}^{(n)}-Y_A^{(n)}\right)} {\widehat{\mathrm{Var}}(Y)}, \label{eq:saltelli_first} \end{equation} \begin{equation} \widehat{S}{T_i}= \frac{\frac{1}{2N}\sum_{n=1}^N \left(Y_A^{(n)}-Y_{A^{(i)}_B}^{(n)}\right)^2} {\widehat{\mathrm{Var}}(Y)}. \label{eq:saltelli_total} \end{equation}

\paragraph{Nested averaging over usage paths.} Each Y(\cdot) above is computed as \begin{equation} Y(\boldsymbol{\xi})\approx \frac{1}{M_{\omega}}\sum_{m=1}^{M_{\omega}} \mathrm{TTE}(\boldsymbol{\xi},\omega_m), \label{eq:nested_mc} \end{equation} where \{\omega_m\} are i.i.d.\ usage realizations generated by Option~U1/U2. This inner average reduces the Monte Carlo noise in Y so that the outer Saltelli estimators converge reliably in N.

%----------------------------------------------------------- \subsection{Optional: Variance Reduction (LHS / Quasi-Monte Carlo)} \label{subsec:uq_varred} %-----------------------------------------------------------

While plain Monte Carlo converges at rate O(M^{-1/2}), variance reduction can improve efficiency when computational budgets are tight.

\paragraph{Latin hypercube sampling (LHS).} For estimating the TTE distribution under uncertain inputs/parameters, LHS can replace i.i.d.\ sampling of low-dimensional uncertain parameters \boldsymbol{\xi} to reduce estimator variance without changing the model. LHS is especially effective when the dominant uncertainty is parameter-driven.

\paragraph{Quasi-Monte Carlo (QMC).} For Sobol estimation (outer sampling), low-discrepancy sequences (e.g., Sobol sequences) can improve convergence of integral estimates in moderate dimensions. In this work, QMC can be applied to generate \mathbf{A},\mathbf{B} before constructing \mathbf{A}^{(i)}_B. Because our QoI involves a nested average \eqref{eq:nested_mc}, QMC primarily benefits the outer parameter integration, while the inner usage randomness still scales as O(M_\omega^{-1/2}).

\paragraph{Control variates (conceptual).} If a simplified surrogate (e.g., the same model with fixed T_b=T_a or without aging) is available, it may serve as a control variate to reduce variance of \mathrm{TTE}. We do not rely on this technique in the baseline pipeline.

%----------------------------------------------------------- \subsection{Optional: Unified Two-Level Uncertainty (Inputs and Parameters)} \label{subsec:uq_twolevel} %-----------------------------------------------------------

When both usage inputs and physical/power parameters are uncertain, the full QoI can be viewed hierarchically as \begin{equation} \mathrm{TTE}=\mathrm{TTE}(\boldsymbol{\xi},\omega), \end{equation} with \boldsymbol{\xi} representing uncertain parameters (e.g., $k_L,\gamma, k_N,\kappa,\mu_a,hA$) and \omega representing stochastic input realizations from Option~U1/U2. Two complementary summaries are useful:

\paragraph{Unconditional runtime distribution.} The overall distribution integrates over both sources of uncertainty: \begin{equation} F_{\mathrm{TTE}}(t)=\mathbb{P}(\mathrm{TTE}\le t)= \int \mathbb{P}!\left(\mathrm{TTE}(\boldsymbol{\xi},\omega)\le t\ \big|\ \boldsymbol{\xi}\right) ,p(\boldsymbol{\xi}),d\boldsymbol{\xi}. \label{eq:unconditional} \end{equation} This is estimated by outer sampling of \boldsymbol{\xi} and inner sampling of \omega.

\paragraph{Sensitivity of conditional mean runtime.} For design guidance, sensitivities are computed for Y(\boldsymbol{\xi})=\mathbb{E}_{\omega}[\mathrm{TTE}(\boldsymbol{\xi},\omega)] as in \eqref{eq:qoi_condexp}, yielding Sobol indices that reflect how parameter variation shifts \emph{expected} runtime under random usage.

\paragraph{Practical computation.} A computationally efficient compromise is to (i) propagate usage uncertainty with a large M at nominal parameters to obtain F_{\mathrm{TTE}}, and (ii) compute Sobol indices with moderate inner averaging M_\omega and outer sample size N to rank parameter importance.

%----------------------------------------------------------- \subsection*{Algorithmic Summary} %-----------------------------------------------------------

For completeness, the full UQ pipeline used in subsequent sections can be summarized as follows:

\begin{itemize} \item Generate stochastic input paths \mathbf{u}(t,\omega) using Eqs.\eqref{eq:mvou}--\eqref{eq:bound_psi} (OptionU1) or Eqs.\eqref{eq:rsou}--\eqref{eq:rsou_ta} (OptionU2), with discrete updates given by \eqref{eq:ou_exact}--\eqref{eq:ctmc_step}. \item For each path, solve the mechanistic battery model using RK4 with nested CPL current evaluation (Section~\ref{sec:numerics}) and record \mathrm{TTE} from \eqref{eq:tte_uq}. \item Construct the empirical distribution \eqref{eq:emp_cdf}, compute moments \eqref{eq:tte_moments}, confidence intervals \eqref{eq:ci_mean}, quantiles \eqref{eq:quantile}, and survival curve \eqref{eq:survival}. \item For global sensitivity, evaluate Y(\boldsymbol{\xi}) via nested averaging \eqref{eq:nested_mc} and estimate Sobol indices with Saltelli sampling \eqref{eq:saltelli_first}--\eqref{eq:saltelli_total}. \end{itemize}