Subsurface Characterization using Bayesian Deep Generative Prior-based Inverse Modeling for Utah FORGE Enhanced Geothermal System
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Bao, Jichao↗
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Plug and play: a general approach for the fusion of sensor and machine learning models
Regularized or Bayesian inversion has revolutionized our ability to reconstruct images from incomplete data.
97 MATHEMATICS AND COMPUTING↗
Subsurface Characterization using Bayesian Deep Generative Prior-based Inverse Modeling for Utah FORGE Enhance Geothermal System
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Lee, Jonghyun↗
Stochastic Reconstruction of Thermal Protection Material Properties from Arc-Jet Experiments
Material response models are used to assess reliability using variances in the bond-line temperature predictions based on uncertainties in trajectory, aerothermal environment, and material properties. A key deficiency in the current approach is that input uncertainties are too often subjective, empirical, or ad-hoc, and are not rigorously linked to the arc-jet test data used to develop the TPS material model. While materials such as PICA are well understood, future missions may require more novel materials such as HEEET where unknown uncertainties have real consequences on the ability to assess reliability. A quantifiable estimate of reliability requires an iterative methodology where the parameters driving the variance in bond-line temperature (for example) are systematically identified. A test campaign to collect data or develop new models can then be identified to reduce those input uncertainties. A Bayesian inference loop defines these connections mathematically, i.e., prior knowledge about uncertainty is updated based on observation. While these concepts are well known (and often applied intuitively in a non-rigorous approach), only recent advances in reduced-order modelling have made them computationally viable methods for engineering. By replacing deterministic inverse methods with stochastic approaches, the hope is new materials proposed for future missions can more rapidly be developed with a greater understanding of the TPS material reliability. Two additional steps for the analysis of arc jet test data are discussed. The first is ability to construct a reduced-order model using material response simulations (Icarus/US3D) of the arc-jet test articles, and the second is the inclusion of this surrogate model in the Bayesian inversion process. Both capabilities will be demonstrated using prior PICA arc-jet test data. The quality of a surrogate model will be investigated and the variances on the calibrated material properties will be compared to our current understanding of the PICA material model.
Material response↗
Computational Bayesian Methods Applied to Complex Problems in Bio and Astro Statistics
In this dissertation we apply computational Bayesian methods to three distinct problems. In the first chapter, we address the issue of unrealistic covariance matrices used to estimate collision probabilities. We model covariance matrices with a Bayesian Normal-Inverse-Wishart model, which we fit with Gibbs sampling. In the second chapter, we are interested in determining the sample sizes necessary to achieve a particular interval width and establish non-inferiority in the analysis of prevalences using two fallible tests. To this end, we use a third order asymptotic approximation. In the third chapter, we wish to synthesize evidence across multiple domains in measurements taken longitudinally across time, featuring a substantial amount of structurally missing data, and fit the model with Hamiltonian Monte Carlo in a simulation to analyze how estimates of a parameter of interest change across sample sizes.
Elrod, Chris↗
Prime VI
SAND2025-03757O Prime VI is a distribution-of-disease outbreak model calibration code based on variational inference. It accompanies a publication for submission to Statistics in Medicine journal, and the code will be maintained for open-source use on Sandia's GitLab. The software provides methods for calibrating an epidemiological model to measured case-count data for a multitude of correlated spatial regions. The code solves a Bayesian inverse problem for model calibration where the posterior over-model parameters are approximated through a custom implementation of variational inference. 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.
Safta, Cosmin↗
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↗
Sensitivity of modelled passive margin stratigraphy to variations in sea level, sediment supply and subsidence
Abstract We produced a 10 Myr synthetic stratigraphic section using a forward stratigraphic model that generates marine deltaic stratigraphy over geological timescales. We recursively fit the model using a Bayesian inversion algorithm to test: (1) if it could be accurately reconstructed; (2) if the parameters used to create it could be recovered; and (3) the sensitivity of the model output to given model parameters and the attendant physical processes. The original synthetic stratigraphic section was produced with cyclical sea‐level variations of 40 and 30 m with 2.4 and 10 Myr periods respectively. Sediment was also supplied cyclically, in 2.4 and 10 Myr cycles with amplitudes of 30 and 80 tons/100 kyr, respectively, varying from a mean of 232 tons/100 kyr. Parameter values were sampled to fit the model using a Markov chain Monte Carlo algorithm, resulting in a ±5 m (1σ) variation between the experimental output and the original. Sea level varied by ±7 m (1σ) within the posterior distribution of parameters. As a result, both the 10 Myr and 2.4 Myr sea‐level cycles could be extracted from the original output. The variation in sediment supply was approximately ±38 tons/100 kyr (1σ) and, as a result, only the larger long‐term supply variations could be accurately recovered in refitting the model. The variation in thermal, flexural and total subsidence across those parameter sets is less than ±10 m (1σ). The original section experienced 150 m of total subsidence at the depocentre. Our results demonstrate the distinct and interpretable imprint of sea level and subsidence on continental margin stratigraphy can be quantified. Moreover, we conclude that sea‐level change produces a defined effect on the geometries of stratigraphic architecture, and that techniques applied for the purpose of delineating sea‐level variation from continental margin strata have a well‐founded conceptual basis.
Schmelz, William J.↗
Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.
Bayesian approximation error↗
A Regional CO2 Observing System Simulation Experiment for the ASCENDS Satellite Mission
Top-down estimates of the spatiotemporal variations in emissions and uptake of CO2 will benefit from the increasing measurement density brought by recent and future additions to the suite of in situ and remote CO2 measurement platforms. In particular, the planned NASA Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) satellite mission will provide greater coverage in cloudy regions, at high latitudes, and at night than passive satellite systems, as well as high precision and accuracy. In a novel approach to quantifying the ability of satellite column measurements to constrain CO2 fluxes, we use a portable library of footprints (surface influence functions) generated by the WRF-STILT Lagrangian transport model in a regional Bayesian synthesis inversion. The regional Lagrangian framework is well suited to make use of ASCENDS observations to constrain fluxes at high resolution, in this case at 1 degree latitude x 1 degree longitude and weekly for North America. We consider random measurement errors only, modeled as a function of mission and instrument design specifications along with realistic atmospheric and surface conditions. We find that the ASCENDS observations could potentially reduce flux uncertainties substantially at biome and finer scales. At the 1 degree x 1 degree, weekly scale, the largest uncertainty reductions, on the order of 50 percent, occur where and when there is good coverage by observations with low measurement errors and the a priori uncertainties are large. Uncertainty reductions are smaller for a 1.57 micron candidate wavelength than for a 2.05 micron wavelength, and are smaller for the higher of the two measurement error levels that we consider (1.0 ppm vs. 0.5 ppm clear-sky error at Railroad Valley, Nevada). Uncertainty reductions at the annual, biome scale range from 40 percent to 75 percent across our four instrument design cases, and from 65 percent to 85 percent for the continent as a whole. Our uncertainty reductions at various scales are substantially smaller than those from a global ASCENDS inversion on a coarser grid, demonstrating how quantitative results can depend on inversion methodology. The a posteriori flux uncertainties we obtain, ranging from 0.01 to 0.06 Pg C yr-1 across the biomes, would meet requirements for improved understanding of long-term carbon sinks suggested by a previous study.
remote sensing↗
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↗
Integration of seismic-pressure-petrophysics inversion of continuous active-seismic monitoring data for monitoring and quantifying CO 2 plume (Final Report)
The overall objective of this project is to develop and validate an integrated package of joint seismic-pressure-petrophysics inversion (jSPPI) of continuous active-source seismic monitoring dataset capable of providing real-time monitoring of CO 2 plume during geologic carbon sequestration (GCS). The three specific developments include: (a) the methodologies for fast seismic full waveform inversion of continuous active source seismic monitoring, (CASSM) datasets for simultaneously estimating velocity and attenuation, and with data assimilation; (b) joint Bayesian petrophysical inversion of seismic models and pressure data for providing and updating CO 2 saturation models; (c) the methods using multiple datasets including (Crainfield and Frio-II borehole) synthetic, laboratory, and field CASSM datasets. The outcomes of jSPPI include (a) a workflow for processing CASSM data, (b) Bayesian inversion algorithms using CASSM data and pressure response data, and (c) integration with data assimilation algorithms for continuously updating site-specific models used for prediction and reservoir management. The validation of joint FWI will be conducted using synthetic models based on the Cranfield and Frio experiments as well as field CASSM datasets collected as part of the Frio-II pilot injection. To quantify and map the mass and distribution of CO 2 (saturation), we will jointly invert velocity and attenuation measurements from the FWI with a Bayesian approach using a rock physics model for attenuation (e.g., White’s attenuation model with two selected patch sizes (White, 1976; Dutta and Seriff, 1979)). The Bayesian inversion will be applied to each time step in the CASSM survey in an updating scheme, which integrates with an ensemble of reservoir simulations at each step. A more complete experimental validation dataset will be collected as part of a mesoscale (2-3 m) gas-CO 2 injection experiment utilizing a higher frequency version of the CASSM system developed for laboratory studies; the integrated inversion will be demonstrated using this dataset which will provide both a dense geometry as well as more precise secondary confirmation measurements (e.g. saturation) typically not available in the field. The resulting real-time map of CO 2 saturation is able to provide a deeper scientific understanding of the complex, time-varying dynamics of subsurface fluid flow migration path as well as the rapid detection of CO 2 leakage hazards.
25 ENERGY STORAGE↗
Interpreting strain tensor data to characterize and monitor reservoirs for CO2 storage and other applications
Recent advances in instrumentation have made it feasible to measure the transient strain tensor caused by small changes in fluid volume or pressure in the subsurface and this has opened the door to new opportunities for characterization and monitoring. We have deployed strainmeters and then conducted injection well tests in an underlying reservoir at 530m depth. The resulting data indicated that the horizontal strain at shallow strainmeters (30 to 40m depth) was tensile and the vertical strain was compressive. The radial strain was less than the horizontal strain, and the strain rates decreased from 100 nanostrain/day to roughly 10 n/d over a few days. The signal at two strainmeters at shallow depth were consistent, although the magnitude of the horizontal strains were different reflecting the different radial directions from the well. The signal at a deep strainmeter deployed at reservoir depth was much different, with tensile vertical strains and compressive horizontal strains. These data can be interpreted by inverting poroelastic forward models developed using numerical and analytical methods. The average horizontal strain in the caprock resembles the transient pressure in the underlying reservoir and classic type-curve methods from transient well testing can be used for preliminary interpretations of strain data. We have developed closed-form analytical solutions to a pressurized poroelastic inclusion and inhomogeneity in a half-space. This model is fast and can be inverted to estimate reservoir stiffness and geometry. Numerical models developed using finite element methods allow more details of the subsurface to be included in the inversion, but they require much longer run times and this makes inversion cumbersome using standard methods. We have developed an inversion approach that uses a proxy model created using machine learning to do most of the forward calculations. The proxy model is periodically updated and refined using the finite element model to ensure accuracy. This approach significantly reduces the computational requirements and makes it feasible to use Bayesian inversion with large numerical models. We have shown that the strain tensor in the caprock is sensitive to pressure in the reservoir, boundaries in the reservoir, and pressure in the caprock caused by leaks. These results indicate that coupling strain tensor data with inversion has the potential to help evaluate reservoirs during initial characterization, and to monitor them during the CO2 injection and storage process.
Murdoch, Larry↗
A Bayesian Approach for Quantifying Data Scarcity when Modeling Human Behavior via Inverse Reinforcement Learning
Computational models that formalize complex human behaviors enable study and understanding of such behaviors. However, collecting behavior data required to estimate the parameters of such models is often tedious and resource intensive. Thus, estimating dataset size as part of data collection planning (also known as Sample Size Determination) is important to reduce the time and effort of behavior data collection while maintaining an accurate estimate of model parameters. In this paper, we present a sample size determination method based on Uncertainty Quantification (UQ) for a specific Inverse Reinforcement Learning (IRL) model of human behavior, in two cases: 1) pre-hoc experiment design—conducted in the planning stage before any data is collected, to guide the estimation of how many samples to collect; and 2) post-hoc dataset analysis—performed after data is collected, to decide if the existing dataset has sufficient samples and whether more data is needed. Here, we validate our approach in experiments with a realistic model of behaviors of people with Multiple Sclerosis (MS) and illustrate how to pick a reasonable sample size target. Our work enables model designers to perform a deeper, principled investigation of effects of dataset size on IRL.
97 MATHEMATICS AND COMPUTING↗
Composite Bond Line Measurements Based on A Bayesian Analysis of Flash Thermography Data
For bonded composite materials, an accurate characterization of the adhesive bond line is needed to predict failure modes and fracture toughness. In this paper, bond line thickness was estimated from data obtained using through transmission flash thermography. The forward model that predicts back surface temperature is based on a three layer heat diffusion equation with varying diffusivity and flux boundary conditions. The corresponding inverse problem of estimating bond line thickness from measurement data was solved using a Bayesian approach that assumed Gaussian priors for the bond line thickness and thermal diffusivity of the adherends. Finally, the outputs of the thermography based method were compared to measurements that were collected using a micrometer and ultrasound testing.
Flash thermography↗
Composite Bond Line Measurements Based on a Bayesian Analysis of Flash Thermography Data
For bonded composite materials, an accurate characterization of the adhesive bond line is needed to predict failure modes and fracture toughness. In this paper, bond line thickness was estimated from data obtained using through transmission flash thermography. The forward model that predicts back surface temperature is based on a three layer heat diffusion equation with varying diffusivity and flux boundary conditions. The corresponding inverse problem of estimating bond line thickness from measurement data was solved using a Bayesian approach that assumed Gaussian priors for the bond line thickness and thermal diffusivity of the adherends. Finally, the outputs of the thermography based method were compared to measurements that were collected using a micrometer and ultrasound testing.
Flash thermography↗
Probabilistic inversion of circular phase spectra: application to two-station phase-velocity dispersion estimation in western Canada
SUMMARY Periodic directional and temporal measurements are common in seismology, and necessitate specific statistical analyses that are appropriate for circular quantities. In this work, we explore the use of a von Mises distribution as a representation of errors on circular seismological observations. Specifically, we automate the estimation of surface-wave phase-velocity dispersion for the teleseismic two-station method, which generally suffers from a 2π phase ambiguity. The use of Bayesian inverse techniques, which aim to rigorously quantify model parameter uncertainty, have become widespread throughout seismology over the last decade. Here, we apply Bayesian inversion to measurements of surface-wave phase spectra in order to estimate 1-D, path-averaged Earth structure between station pairs. The dispersion curve and associated uncertainties are additional results of the inversion, which can then be used as input for subsequent analyses (e.g. tomography). We demonstrate this technique through application to surface-wave recordings from long-running seismic stations throughout western Canada. Our results for over 10 000 station pairs reveal first-order tectonic features consistent with previous studies, which provides confidence in our approach as well as an initial step towards resolving a full 3-D seismic velocity model for the region. This work also presents a foundation for the inversion of surface-wave phase spectra to estimate 3-D Earth structure directly. Finally, the ideas presented in this work are not limited to the inversion of surface-wave phase spectra, but can also be considered for Bayesian geophysical inversion of any circular quantities.
Gosselin, Jeremy M. (ORCID:0000000203754102)↗
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors
Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge L 1 and L 2 regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing methodologies are limited to maximum a posteriori estimation. The potential to perform uncertainty quantification has not yet been realized. This paper introduces a variational iterative alternating scheme for hierarchical inverse problems with gamma hyperpriors. The proposed variational inference approach yields accurate reconstruction, provides meaningful uncertainty quantification, and is easy to implement. In addition, it lends itself naturally to conduct model selection for the choice of hyperparameters. Here, we illustrate the performance of our methodology in several computed examples, including a deconvolution problem and sparse identification of dynamical systems from time series data.
Bayesian shrinkage↗