Guo, Mengwu | Search NASA

DOE OSTI2024

GP-BayesOpInf

SAND2025-01851O GP-BayesOpInf is a software tool that uses algorithms to combine Gaussian process regression, principal component analysis, and linear Bayesian inference to produce a probabilistic reduced-order model for time-dependent systems. Numerical examples include the compressible Euler equations for an ideal gas, a heat diffusion process with a nonlinear reaction term, and a set of ordinary differential equations describing a compartmental model in epidemiology. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

DOE OSTI2022

Bayesian operator inference for data-driven reduced-order modeling

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian inverse problem with Gaussian prior and likelihood. The resulting posterior distribution characterizes the operators defining the reduced-order model, hence the predictions subsequently issued by the reduced-order model are endowed with uncertainty. The statistical moments of these predictions are estimated via a Monte Carlo sampling of the posterior distribution. Since the reduced models are fast to solve, this sampling is computationally efficient. Furthermore, the proposed Bayesian framework provides a statistical interpretation of the regularization term that is present in the deterministic operator inference problem, and the empirical Bayes approach of maximum marginal likelihood suggests a selection algorithm for the regularization hyperparameters. The proposed method is demonstrated on two examples: the compressible Euler equations with noise-corrupted observations, and a single-injector combustion process.

97 MATHEMATICS AND COMPUTING↗