Low‐dimensional manifold learning for uncertainty quantification in complex multi‐scale stochastic systems

Abstract

Broadly speaking, the goals of the project are to develop techniques to use manifold learning to develop reduced‐order and surrogate models for "hyper‐reduction" of very high‐dimensional complex multi‐scale systems. This is being achieved by employing a newly proposed form of manifold projection and learning that leverages recent advancements in computational geometry and data‐driven modeling. In particular, we are applying a manifold projection technique to project the solutions of very high‐dimensional systems onto the so‐called Grassmannmanifold, a Reimannian manifold comprised of orthonormal matrices. We then apply data‐driven machine learning techniques to classify the solutions on the manifold (e.g. clustering techniques) according to their proximity on the manifold and leverage a further nonlinear dimension reduction to organize the structured data on the manifold. Finally, we are developing novel techniques that enable us to directly interpolate the hyper‐reduced data such that we can predict the solution of the complex, high‐ dimensional system without need to call the full expensive computational model. Given their adherence to the underlying structure of the solution of the physical system, it is expected that these approximate solutions will be sufficiently constrained so as to (approximately) adhere to physical principles.