Kernel principal component analysis for stochastic input model generation

Abstract

Highlights: {yields} KPCA is used to construct a reduced order stochastic model of permeability. {yields} A new approach is proposed to solve the pre-image problem in KPCA. {yields} Polynomial chaos is used to provide a parametric stochastic input model. {yields} Flow in porous media with channelized permeability is considered. - Abstract: Stochastic analysis of random heterogeneous media provides useful information only if realistic input models of the material property variations are used. These input models are often constructed from a set of experimental samples of the underlying random field. To this end, the Karhunen-Loeve (K-L) expansion, also known as principal component analysis (PCA), is the most popular model reduction method due to its uniform mean-square convergence. However, it only projects the samples onto an optimal linear subspace, which results in an unreasonable representation of the original data if they are non-linearly related to each other. In other words, it only preserves the first-order (mean) and second-order statistics (covariance) of a random field, which is insufficient for reproducing complex structures. This paper applies kernel principal component analysis (KPCA) to construct a reduced-order stochastic input model for the material property variation in heterogeneous media. KPCA can be considered as a nonlinear version of PCA. Through use of kernel functions, KPCA further enables the preservation of higher-order statistics of the random field, instead of just two-point statistics as in the standard Karhunen-Loeve (K-L) expansion. Thus, this method can model non-Gaussian, non-stationary random fields. In this work, we also propose a new approach to solve the pre-image problem involved in KPCA. In addition, polynomial chaos (PC) expansion is used to represent the random coefficients in KPCA which provides a parametric stochastic input model. Thus, realizations, which are statistically consistent with the experimental data, can be generated in an efficient way. We showcase the methodology by constructing a low-dimensional stochastic input model to represent channelized permeability in porous media.