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At least 37 records · Page 2

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark—A Bayesian Inverse UQ-Based Approach for Data Assimilation

The Organisation for Economic Co-operation and Development Working Party on Nuclear Criticality Safety has proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian inverse uncertainty quantification (IUQ) employing scientific machine learning surrogate models as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of generalized linear least squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. Here, when comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that the GLLS predictions failed to replicate the computed response distributions for nonlinear applications, while MOCABA showed near agreement, and IUQ used the computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

Bayesian calibration↗

Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Theory-Guided Autoencoders

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation. The standard MFEnKF uses linear couplings between models, and is statistically optimal in case of Gaussian probability densities. This work extends the MFEnKF into to make use of a broader class of surrogate model such as those based on machine learning methods such as autoencoders non-linear couplings in between the model hierarchies. We identify the right-invertibility property for autoencoders as being a key predictor of success in the forecasting power of autoencoder-based reduced order models. We propose a methodology that allows us to construct reduced order surrogate models that are more accurate than the ones obtained via conventional linear methods. Numerical experiments with the canonical Lorenz'96 model illustrate that nonlinear surrogates perform better than linear projection-based ones in the context of multifidelity ensemble Kalman filtering. We additionality show a large-scale proof-of-concept result with the quasi-geostrophic equations, showing the competitiveness of the method with a traditional reduced order model-based MFEnKF.

97 MATHEMATICS AND COMPUTING↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark -- A Bayesian Inverse UQ-based Approach for Data Assimilation

The Organization for Economic Cooperation and Development (OECD) Working Party on Nuclear Criticality Safety (WPNCS) proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian Inverse Uncertainty Quantification (IUQ) as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of Generalized Linear Least Squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. When comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that GLLS predictions fail to replicate computed response distributions for nonlinear applications, while MOCABA shows near agreement, and IUQ uses computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

FOS: Computer and information sciences↗

PyOED: An Extensible Suite for Data Assimilation and Model-Constrained Optimal Design of Experiments

This article describes PyOED, a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit for model-constrained OED. The package targets scientists and researchers interested in understanding the details of OED formulations and approaches. It is also meant to enable researchers to experiment with standard and innovative OED technologies with a wide range of test problems (e.g., simulation models). OED, inverse problems (e.g., Bayesian inversion), and data assimilation (DA) are closely related research fields, and their formulations overlap significantly. Thus, PyOED is continuously being expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators. These pieces are added such that they can be permuted to enable testing OED methods in various settings of varying complexities. The PyOED core is completely written in Python and utilizes the inherent object-oriented capabilities; however, the current version of PyOED is meant to be extensible rather than scalable. Specifically, PyOED is developed to “enable rapid development and benchmarking of OED methods with minimal coding effort and to maximize code reutilization.” This article provides a brief description of the PyOED layout and philosophy and provides a set of exemplary test cases and tutorials to demonstrate the potential of the package.

97 MATHEMATICS AND COMPUTING↗

PYOED: AN ETENSIBLE SUITE FOR DATA ASSIMILATION AND MODEL-CONSTRAINED OPTIMAL DESIGN OF EXPERIMENTS

SF-23-005 PyOED is a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit for model-constrained OED. The package targets scientists and researchers interested in understanding the details of OED formulations and approaches. It is also meant to enable researchers to experiment with standard and innovative OED technologies with a wide range of test problems (e.g., simulation models). OED, inverse problems (e.g., Bayesian inversion), and data assimilation (DA) are closely related research fields, and their formulations overlap significantly. Thus, PyOED is continuously being expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators. These pieces are added such that they can be permuted to enable testing OED methods in various settings of varying complexities. The PyOED core is completely written in Python and utilizes the inherent object-oriented capabilities; however, PyOED is meant to be extensible rather than scalable. Specifically, PyOED is developed to ``enable rapid development and benchmarking of OED methods with minimal coding effort and to maximize code reutilization.'' PyOED will be continuously expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators.

ATTIA, AHMEDMOHAMED↗

Assimilating Remote Sensing Observations of Leaf Area Index and Soil Moisture for Wheat Yield Estimates: An Observing System Simulation Experiment

Observing system simulation experiments were used to investigate ensemble Bayesian state updating data assimilation of observations of leaf area index (LAI) and soil moisture (theta) for the purpose of improving single-season wheat yield estimates with the Decision Support System for Agrotechnology Transfer (DSSAT) CropSim-Ceres model. Assimilation was conducted in an energy-limited environment and a water-limited environment. Modeling uncertainty was prescribed to weather inputs, soil parameters and initial conditions, and cultivar parameters and through perturbations to model state transition equations. The ensemble Kalman filter and the sequential importance resampling filter were tested for the ability to attenuate effects of these types of uncertainty on yield estimates. LAI and theta observations were synthesized according to characteristics of existing remote sensing data, and effects of observation error were tested. Results indicate that the potential for assimilation to improve end-of-season yield estimates is low. Limitations are due to a lack of root zone soil moisture information, error in LAI observations, and a lack of correlation between leaf and grain growth.

Nearing, Grey S.↗

Data Assimilation for Robust UQ Within Agent-Based Simulation on HPC Systems

Agent-based simulation provides a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). Within these types of models a typical approach to UQ is to run multiple realizations of the model then compute aggregate statistics. This approach is limited due to the compute time required for a solution. When faced with an emerging biothreat, public health decisions need to be made quickly and solutions for integrating near real-time data with analytic tools are needed. We propose an integrated Bayesian UQ framework for agent-based models based on sequential Monte Carlo sampling. Given streaming or static data about the evolution of an emerging pathogen this Bayesian framework provides a distribution over the parameters governing the spread of a disease through a population. These estimates of the spread of a disease may be provided to public health agencies seeking to abate the spread. By coupling agent-based simulations with Bayesian modeling in a data assimilation, our proposed framework provides a powerful tool for modeling dynamical systems in silico. We propose a method which reduces model error and provides a range of realistic possible outcomes. Moreover, our method addresses two primary limitations of ABMs: the lack of UQ and an inability to assimilate data. Our proposed framework combines the flexibility of an agent-based model with UQ provided by the Bayesian paradigm in a workflow which scales well to HPC systems. We provide algorithmic details and results on a simulated outbreak with both static and streaming data.

Spannaus, Adam [ORNL] (ORCID:0000000225213657)↗

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

Integrating field observations and process-based modeling to predict watershed water quality under environmental perturbations

Watersheds play a critical role in supplying water resources needed for human use and ecosystem health. Understanding and predicting how, when, and where changes in the quantity and quality of water resources occur under different environmental stresses including extreme events is crucial for sustainable management of water resources under a changing environment. However, few studies have attempted to quantify or identify the factors and process interactions controlling the impact of extreme events across water-shed systems. Only few large-scale studies include coordinated monitoring and modeling efforts, which limits our ability to assess the large-scale impact of extreme events on water supply and quality. Methods are lacking to propagate uncertainty in process understanding through an integrated hydro-biogeochemical model framework and evaluate its importance, thus failing to take full advantage of the information potentially available through transformative advances in characterization technologies from high-resolution mass spectrometry to airborne and satellite-based remote sensing. There are consequent risks to our nations water security and to human and ecosystem health that may become exacerbated with the increasing frequency of extreme events that is projected for the coming decades. This paper reviews the current status of watershed science for both water quantity and quality and identifies critical gaps in our current knowledge and modeling capability in addressing the emergent needs in predicting watershed hydrologic and biogeochemical responses (i.e., water quantity and quality) under natural and anthropogenic perturbations. We highlight the need to (1) understand how environmental perturbations including extreme events like floods and droughts propagate through watershed systems and assess their short- and long-term impacts on watershed biogeochemistry, water quality and their recovery pathways; (2) develop and improve a watershed water quality model that reflects the state of scientific understanding gained from observations; and (3) construct a data-model fusion system for watershed characterization, process identification, and mechanistic model parameterization. A large base of modeling, monitoring and data capabilities have been built by various federal government agencies given the relevance of water to their critical missions. An emerging need is to build an integrated national capability for watershed water availability and quality that can address water-related missions across multiple federal agencies.

13 HYDRO ENERGY↗

A copula-based rank histogram ensemble filter

Serial ensemble filters implement triangular probability transport maps to reduce high-dimensional inference problems to sequences of state-by-state univariate inference problems. The univariate inference problems are solved by sampling posterior probability densities obtained by combining constructed prior densities with observational likelihoods according to Bayes' rule. Many serial filters in the literature focus on representing the marginal posterior densities of each state. However, rigorously capturing the conditional dependencies between the different univariate inferences is crucial to correctly sampling multidimensional posteriors. This work proposes a new serial ensemble filter, called the copula rank histogram filter (CoRHF), that seeks to capture the conditional dependency structure between variables via empirical copula estimates; these estimates are used to rigorously implement the triangular (state-by-state univariate) Bayesian inference. The success of the CoRHF is demonstrated on two-dimensional examples and the Lorenz'63 problem. A practical extension to the high-dimensional setting is developed by localizing the empirical copula estimation, and is demonstrated on the Lorenz'96 problem.

97 MATHEMATICS AND COMPUTING↗

Analysis and optimization of seismic monitoring networks with Bayesian optimal experimental design

SUMMARY Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations or experiments which can optimally reduce uncertainty and hence increase the performance of a monitoring network. Information theory guides OED by formulating the choice of experiment or sensor placement as an optimization problem that maximizes the expected information gain (EIG) about quantities of interest given prior knowledge and models of expected observation data. Therefore, within the context of seismo-acoustic monitoring, we can use Bayesian OED to configure sensor networks by choosing sensor locations, types and fidelity in order to improve our ability to identify and locate seismic sources. In this work, we develop the framework necessary to use Bayesian OED to optimize a sensor network’s ability to locate seismic events from arrival time data of detected seismic phases at the regional-scale. This framework requires five elements: (i) A likelihood function that describes the distribution of detection and traveltime data from the sensor network, (ii) A prior distribution that describes a priori belief about seismic events, (iii) A Bayesian solver that uses a prior and likelihood to identify the posterior distribution of seismic events given the data, (iv) An algorithm to compute EIG about seismic events over a data set of hypothetical prior events, (v) An optimizer that finds a sensor network which maximizes EIG. Once we have developed this framework, we explore many relevant questions to monitoring such as: how to trade off sensor fidelity and earth model uncertainty; how sensor types, number and locations influence uncertainty; and how prior models and constraints influence sensor placement.

58 GEOSCIENCES↗

Gaussian process hydrodynamics

Abstract We present a Gaussian process (GP) approach, called Gaussian process hydrodynamics (GPH) for approximating the solution to the Euler and Navier-Stokes (NS) equations. Similar to smoothed particle hydrodynamics (SPH), GPH is a Lagrangian particle-based approach that involves the tracking of a finite number of particles transported by a flow. However, these particles do not represent mollified particles of matter but carry discrete/partial information about the continuous flow. Closure is achieved by placing a divergence-free GP prior ξ on the velocity field and conditioning it on the vorticity at the particle locations. Known physics (e.g., the Richardson cascade and velocity increment power laws) is incorporated into the GP prior by using physics-informed additive kernels. This is equivalent to expressing ξ as a sum of independent GPs ξ l , which we call modes, acting at different scales (each mode ξ l self-activates to represent the formation of eddies at the corresponding scales). This approach enables a quantitative analysis of the Richardson cascade through the analysis of the activation of these modes, and enables us to analyze coarse-grain turbulence statistically rather than deterministically. Because GPH is formulated by using the vorticity equations, it does not require solving a pressure equation. By enforcing incompressibility and fluid-structure boundary conditions through the selection of a kernel, GPH requires significantly fewer particles than SPH. Because GPH has a natural probabilistic interpretation, the numerical results come with uncertainty estimates, enabling their incorporation into an uncertainty quantification (UQ) pipeline and adding/removing particles (quanta of information) in an adapted manner. The proposed approach is suitable for analysis because it inherits the complexity of state-of-the-art solvers for dense kernel matrices and results in a natural definition of turbulence as information loss. Numerical experiments support the importance of selecting physics-informed kernels and illustrate the major impact of such kernels on the accuracy and stability. Because the proposed approach uses a Bayesian interpretation, it naturally enables data assimilation and predictions and estimations by mixing simulation data and experimental data.

Mathematics↗

An Inversion Analysis of Recent Variability in Natural CO2 Fluxes Using GOSAT and In Situ Observations

About one-half of the global CO2 emissions from fossil fuel combustion and deforestation accumulates in the atmosphere, where it contributes to global warming. The rest is taken up by vegetation and the ocean. The precise contribution of the two sinks, and their location and year-to-year variability are, however, not well understood. We use two different approaches, batch Bayesian synthesis inversion and variational data assimilation, to deduce the global spatiotemporal distributions of CO2 fluxes during 2009-2010. One of our objectives is to assess different sources of uncertainties in inferred fluxes, including uncertainties in prior flux estimates and observations, and differences in inversion techniques. For prior constraints, we utilize fluxes and uncertainties from the CASA-GFED model of the terrestrial biosphere and biomass burning driven by satellite observations and interannually varying meteorology. We also use measurement-based ocean flux estimates and two sets of fixed fossil CO2 emissions. Here, our inversions incorporate column CO2 measurements from the GOSAT satellite (ACOS retrieval, filtered and bias-corrected) and in situ observations (individual flask and afternoon-average continuous observations) to estimate fluxes in 108 regions over 8-day intervals for the batch inversion and at 3 x 3.75 weekly for the variational system. Relationships between fluxes and atmospheric concentrations are derived consistently for the two inversion systems using the PCTM atmospheric transport model driven by meteorology from the MERRA reanalysis. We compare the posterior fluxes and uncertainties derived using different data sets and the two inversion approaches, and evaluate the posterior atmospheric concentrations against independent data including aircraft measurements. The optimized fluxes generally resemble those from other studies. For example, the results indicate that the terrestrial biosphere is a net CO2 sink, and a GOSAT-only inversion suggests a shift in the global sink from the tropics south to the north relative to the prior and to an in-situ-only inversion. We also find a smaller terrestrial sink in higher-latitude northern regions in boreal summer of 2010 relative to 2009.

Carbon dioxide↗

Real-Time Bayesian Inference at Extreme Scale: A Digital Twin for Tsunami Early Warning Applied to the Cascadia Subduction Zone

We present a Bayesian inversion-based digital twin that employs acoustic pressure data from seafloor sensors, along with 3D coupled acoustic–gravity wave equations, to infer earthquake-induced spatiotemporal seafloor motion in real time and forecast tsunami propagation toward coastlines for early warning with quantified uncertainties. Our target is the Cascadia subduction zone, with one billion parameters. Computing the posterior mean alone would require 50 years on a 512 GPU machine. Instead, exploiting the shift invariance of the parameter-to-observable map and devising novel parallel algorithms, we induce a fast offline–online decomposition. The offline component requires just one adjoint wave propagation per sensor; using MFEM, we scale this part of the computation to the full El Capitan system (43,520 GPUs) with 92% weak parallel efficiency. Moreover, given real-time data, the online component exactly solves the Bayesian inverse and forecasting problems in 0.2 seconds on a modest GPU system, a ten-billion-fold speedup.

97 MATHEMATICS AND COMPUTING↗

A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates

This work develops a new multi delity ensemble Kalman lter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multi delity extensions of the EnKF, where the uncertainty in coarser delities in the hierarchy of models represent control variates for the uncertainty in ner delities. Small ensembles of high delity model runs are com- plemented by larger ensembles of cheaper, lower delity runs, to obtain much improved analyses at only small additional computational costs. We investigate the use of reduced order models as coarse delity control variates in the MFEnKF, and provide analyses to quantify the improvements over the traditional ensemble Kalman lters. We apply these ideas to perform data assimilation with a quasi-geostrophic test problem, using direct numerical simulation and a corresponding POD-Galerkin reduced order model. Numerical results show that the two- delity MFEnKF provides better analyses than existing EnKF algorithms at comparable or reduced computational costs.

97 MATHEMATICS AND COMPUTING↗

Toward data assimilation of ship-induced aerosol–cloud interactions

Satellite imagery can detect temporary cloud trails or ship tracks formed from aerosols emitted from large ships traversing our oceans, a phenomenon that global climate models cannot directly reproduce. Ship tracks are observable examples of marine cloud brightening, a potential solar climate intervention that shows promise in helping combat climate change. In this paper, we demonstrate a simulation-based approach in learning the behavior of ship tracks based upon a novel stochastic emulation mechanism. Our method uses wind fields to determine the movement of aerosol–cloud tracks and uses a stochastic partial differential equation (SPDE) to model their persistence behavior. This SPDE incorporates both a drift and diffusion term which describes the movement of aerosol particles via wind and their diffusivity through the atmosphere, respectively. We first present our proposed approach with examples using simulated wind fields and ship paths. We then successfully demonstrate our tool by applying the approximate Bayesian computation method-sequential Monte Carlo for data assimilation.

54 ENVIRONMENTAL SCIENCES↗