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Advancements on multi-fidelity random Fourier neural networks: application to hurricane modeling for offshore wind energy

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Advancements on multi-fidelity random Fourier neural network...

AIAA science and Technology Forum and Exposition, AIAA SciTech Forum 2025

作者： Davis, Owen Geraci, Gianluca Wentz, Jacqueline M. King, Ryan N. Cortiella, Alexandre Rybchuk, Alex Gomez, Miguel Sanchez Deskos, Georgios Motamed, Mohammad Optimization and Uncertainty Quantification Sandia National Laboratories AlbuquerqueNM United States Computational Data Science Sandia National Laboratories LivermoreCA United States National Wind Technology Center National Renewable Energy Laboratory GoldenCO United States Department of Applied Mathematics and Statistics University of New Mexico AlbuquerqueNM United States

ISBN: (数字)9781624107238

ISBN: (纸本)9781624107238

Multi-fidelity approaches are emerging as effective strategies in computational science to handle otherwise intractable tasks like uncertainty quantification (UQ), training of Machine Learning (ML) models, and optimization, for expensive high-fidelity applications in which the amount of available simulations or data is limited. The main idea is simple: large datasets generated for low-fidelity approximations of the problem at hand are fused with a much sparser dataset for the target (high-fidelity) system. In this paper, we build on our recent success in designing random Fourier Neural Networks (rFNNs) [1] to target problems arising in wind energy applications and in particular problems of interest for hurricane modeling. In this context, data for the high-fidelity models are limited and lower fidelity alternatives are needed. In this work, we introduce a novel multi-fidelity training approach for our rFNNs and demonstrate its use on a simple verification problem and on a hurricane modeling problem in which high-fidelity data are generated via Large-Eddy Simulations (LES), while low-fidelity data are given by a mesoscale model. Initial results demonstrate how the multi-fidelity training approach can improve the quality of the resulting surrogate. © 2025, American Institute of Aeronautics and Astronautics Inc, AIAA. All rights reserved.

关键词： Large eddy simulation

Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates

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arXiv 2022年

作者： Beck, Joakim Liu, Yang von Schwerin, Erik Tempone, Raúl Thuwal23955-6900 Saudi Arabia KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering Saudi Arabia Alexander von Humboldt Professor in Mathematics for Uncertainty Quantification RWTH Aachen University Aachen52062 Germany

In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and geometric singularities in bounded domains of Rd. Our AMLMC algorithm is built on the results of the weak convergence rates in the work [Moon et al., BIT Numer. Math., 46 (2006), pp. 367-407] for an adaptive algorithm using isoparametric d-linear quadrilateral finite element approximations and the dual weighted residual error representation in a deterministic setting. Designed to suit the geometric nature of the singularities in the solution, our AMLMC algorithm uses a sequence of deterministic, non-uniform auxiliary meshes as a building block. The above-mentioned deterministic adaptive algorithm generates these meshes, corresponding to a geometrically decreasing sequence of tolerances. In particular, for a given realization of the diffusivity coefficient and accuracy level, AMLMC constructs its approximate sample using the first mesh in the hierarchy that satisfies the corresponding bias accuracy constraint. This adaptive approach is particularly useful for the lognormal case treated here, which lacks uniform coercivity and thus produces functional outputs that vary over orders of magnitude when sampled. Furthermore, we discuss iterative solvers and compare their efficiency with direct ones. To reduce computational work, we propose a stopping criterion for the iterative solver with respect to the quantity of interest, the realization of the diffusivity coefficient, and the desired level of AMLMC approximation. From the numerical experiments, based on a Fourier expansion of the diffusivity coefficient field, we observe improvements in efficiency compared with both standard Monte Carlo (MC) and standard MLMC (SMLMC) for a problem with a singularity similar to that at the tip of a slit modeling a *** Codes 65C05, 65N

关键词： Adaptive algorithms

Scalable method for Bayesian experimental design without integrating over posterior distribution

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arXiv 2023年

作者： Hoang, Vinh Espath, Luis Krumscheid, Sebastian Tempone, Raúl Mathematics for Uncertainty Quantification RWTH Aachen University Germany Faculty of Science University of Nottingham United Kingdom Steinbuch Center for Computing Institute for Applied and Numerical Mathematics Karlsruhe Institute of Technology Karlsruhe76131 Germany Computer Electrical and Mathematical Sciences and Engineering KAUST Alexander von Humboldt professor in Mathematics of Uncertainty Quantification RWTH Aachen University Germany

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate. A-optimality is a widely used and easy-to-interpret criterion for Bayesian experimental design. This criterion seeks the optimal experimental design by minimizing the expected conditional variance, which is also known as the expected posterior variance. This study presents a novel likelihood-free approach to the A-optimal experimental design that does not require sampling or integrating the Bayesian posterior distribution. Our proposed approach is developed based on two properties of the conditional expectation: the law of total variance and the property of orthogonal projection. The expected conditional variance is obtained via the variance of the conditional expectation using the law of total variance, and we take advantage of the orthogonal projection property to approximate the conditional expectation. We derive an asymptotic error estimation for the proposed estimator of the expected conditional variance and show that the intractability of the posterior distribution does not affect the performance of our approach. We use an artificial neural network (ANN) to approximate the nonlinear conditional expectation in the implementation of our method. We then extend our approach for dealing with the case that the domain of experimental design parameters is continuous by integrating the training process of the ANN into minimizing the expected conditional variance. Specifically, we propose a nonlocal approximation of the conditional expectation and apply transfer learning to reduce the number of evaluations of the observation model. Through numerical experiments, we demonstrate that our method greatly reduces the number of observation model evaluations compared with widely used importance sampling-based approaches. This reduction is c

关键词： Design of experiments

Parameter Estimation for Partially Observed McKean-Vlasov Diffusions

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arXiv 2024年

作者： Jasra, Ajay Maama, Mohamed Tempone, Raul School of Data Science The Chinese University of Hong Kong CN Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Chair of Mathematics for Uncertainty Quantification RWTH Aachen University Aachen52062 Germany

In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the framework of [5] we develop a new randomized multilevel Monte Carlo method for estimating the parameters, based upon Markovian stochastic approximation methodology. New Markov chain Monte Carlo algorithms for the POMV model are introduced facilitating the application of [5]. We prove, under assumptions, that the expectation of our estimator is biased, but with expected small and controllable bias. Our approach is implemented on several examples. Copyright © 2024, The Authors. All rights reserved.

关键词： Stochastic systems

Particle approximation of one-dimensional mean-field-games with local interactions

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arXiv 2021年

作者： Di Francesco, Marco Duisembay, Serikbolsyn Gomes, Diogo Aguiar Ribeiro, Ricardo Via Vetoio 1 Coppito L’AquilaI-67100 Italy CEMSE Division Thuwal23955-6900 Saudi Arabia KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As we deal with the planning problem, we prescribe initial and terminal distributions for the transport equation. The particle approximation builds on a semi-discrete variational problem. First, we address the existence and uniqueness of a solution to the semi-discrete variational problem. Next, we show that our discretization preserves some previously identified conserved quantities. Finally, we prove that the approximation by particle systems preserves displacement convexity. We use this last property to establish uniform estimates for the discrete problem. We illustrate our results for the discrete problem with numerical *** Codes 49M25, 91A06, 91A16 Copyright © 2021, The Authors. All rights reserved.

关键词： Variational techniques

A Wasserstein Coupled Particle Filter for Multilevel Estimation

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arXiv 2020年

作者： Ballesio, Marco Jasra, Ajay von Schwerin, Erik Tempone, Raúl Thuwal23955-6900 Saudi Arabia KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering Alexander von Humboldt Professor in Mathematics for Uncertainty Quantification RWTH Aachen University Germany

In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the transition density is not available in an appropriate form. In such cases, one must resort to advanced numerical algorithms such as particle filters to consistently estimate the filter. It is also well known that the particle filter can be enhanced by considering hierarchies of discretizations and the multilevel Monte Carlo (MLMC) method, in the sense of reducing the computational effort to achieve a given mean square error (MSE). A variety of multilevel particle filters (MLPF) have been suggested in the literature, e.g., in Jasra et al., SIAM J, Numer. Anal., 55, 3068–3096. Here we introduce a new alternative that involves a resampling step based on the optimal Wasserstein coupling. We prove a central limit theorem (CLT) for the new method. On considering the asymptotic variance, we establish that in some scenarios, there is a reduction, relative to the approach in the aforementioned paper by Jasra et al., in computational effort to achieve a given MSE. These findings are confirmed in numerical examples. We also consider filtering diffusions with unstable dynamics;we empirically show that in such cases a change of measure technique seems to be required to maintain our *** Codes 65C05 (Primary) 65C20, 65C30 (Secondary) Copyright © 2020, The Authors. All rights reserved.

关键词： Monte Carlo methods

Wavefield recovery with limited-subspace weighted matrix factorizations 90

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Wavefield recovery with limited-subspace weighted matrix fac...

Society of Exploration Geophysicists International Exhibition and 90th Annual Meeting, SEG 2020

作者： Zhang, Yijun Sharan, Shashin Lopez, Oscar Herrmann, Felix J. Department of Electrical and Computer Engineering Georgia Institute of Technology Russia Department of Earth and Atmospheric Sciences Georgia Institute of Technology Russia School of Computational Science and Engineering Georgia Institute of Technology Russia Optimization and Uncertainty Quantification Sandia National Laboratories United States

Modern-day seismic imaging and monitoring technology increasingly rely on dense full-azimuth sampling. Unfortunately, the costs of acquiring densely sampled data rapidly become prohibitive and we need to look for ways to sparsely collect data, e.g. from sparsely distributed ocean bottom nodes, from which we then derive densely sampled surveys through the method of wavefield reconstruction. Because of their relatively cheap and simple calculations, wavefield reconstruction via matrix factorizations has proven to be a viable and scalable alternative to the more generally used transform-based methods. While this method is capable of processing all full azimuth data frequency by frequency slice, its performance degrades at higher frequencies because monochromatic data at these frequencies is not as well approximated by low-rank factorizations. We address this problem by proposing a recursive recovery technique, which involves weighted matrix factorizations where recovered wavefields at the lower frequencies serve as prior information for the recovery of the higher frequencies. To limit the adverse effects of potential overfitting, we propose a limited-subspace recursively weighted matrix factorization approach where the size of the row and column subspaces to construct the weight matrices is constrained. We apply our method to data collected from the Gulf of Suez, and our results show that our limitedsubspace weighted recovery method significantly improves the recovery quality. © 2020 Society of Exploration Geophysicists.

关键词： Recovery

Wavefield recovery with limited-subspace weighted matrix factorizations

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arXiv 2020年

作者： Zhang, Yijun Sharan, Shashin Lopez, Oscar Herrmann, Felix J. Department of Electrical and Computer Engineering Georgia Institute of Technology Department of Earth and Atmospheric Sciences Georgia Institute of Technology School of Computational Science and Engineering Georgia Institute of Technology Optimization and Uncertainty Quantification Sandia National Laboratories

Modern-day seismic imaging and monitoring technology increasingly rely on dense full-azimuth sampling. Unfortunately, the costs of acquiring densely sampled data rapidly become prohibitive and we need to look for ways to sparsely collect data, e.g. from sparsely distributed ocean bottom nodes, from which we then derive densely sampled surveys through the method of wavefield reconstruction. Because of their relatively cheap and simple calculations, wavefield reconstruction via matrix factorizations has proven to be a viable and scalable alternative to the more generally used transform-based methods. While this method is capable of processing all full azimuth data frequency by frequency slice, its performance degrades at higher frequencies because monochromatic data at these frequencies is not as well approximated by low-rank factorizations. We address this problem by proposing a recursive recovery technique, which involves weighted matrix factorizations where recovered wavefields at the lower frequencies serve as prior information for the recovery of the higher frequencies. To limit the adverse effects of potential overfitting, we propose a limited-subspace recursively weighted matrix factorization approach where the size of the row and column subspaces to construct the weight matrices is constrained. We apply our method to data collected from the Gulf of Suez, and our results show that our limited-subspace weighted recovery method significantly improves the recovery quality. Copyright © 2020, The Authors. All rights reserved.

关键词： Recovery

Democratizing uncertainty quantification

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arXiv 2024年

作者： Seelinger, Linus Reinarz, Anne Lykkegaard, Mikkel B. Akers, Robert Alghamdi, Amal M.A. Aristoff, David Bangerth, Wolfgang Bénézech, Jean Diez, Matteo Frey, Kurt Jakeman, John D. Jørgensen, Jakob S. Kim, Ki-Tae Kent, Benjamin M. Martinelli, Massimiliano Parno, Matthew Pellegrini, Riccardo Petra, Noemi Riis, Nicolai A.B. Rosenfeld, Katherine Serani, Andrea Tamellini, Lorenzo Villa, Umberto Dodwell, Tim J. Scheichl, Robert Scientific Computing Center Karlsruhe Institute of Technology Karlsruhe Germany Department of Computer Science Durham University Durham United Kingdom digiLab Exeter United Kingdom UK Atomic Energy Authority Oxford United Kingdom Lyngby Denmark Department of Mathematics Colorado State University Fort CollinsCO United States Department of Mathematics Department of Geosciences Colorado State University Fort CollinsCO United States Centre for Integrated Materials Processes and Structures Department of Mechanical Engineering University of Bath Bath United Kingdom National Research Council Institute of Marine Engineering Rome Italy Institute for Disease Modeling Global Health Division Bill & Melinda Gates Foundation United States Optimization and Uncertainty Quantification Sandia National Laboratories AlbuquerqueNM United States University of California Merced United States National Research Council-Institute for Applied Mathematics and Information Technologies "E. Magenes" Pavia Italy Solea Energy ThetfordVT United States Copenhagen Imaging ApS Herlev Denmark The University of Texas Austin United States Heidelberg University Germany

uncertainty quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support. © 2024, CC BY-NC-ND.

关键词： Application programs