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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 37 records · Page 2

Intrusive Uncertainty Quantification and Optimal Experiment Design in the Open-Source Pyomo Ecosystem

This contribution describes ParmEst and Pyomo.DoE, two pillars of the open-source Python-based Pyomo ecosystem for computational optimization with (partial differential) algebraic equation mathematical models. Specifically, ParmEst facilitates intrusive frequentist parameter estimation (PE) and uncertainty quantification (UQ) through built-in features, such as covariance matrix estimation, bootstrapping, and likelihood ratio tests. Complementary, Pyomo.DoE enables optimal experiment design by maximizing various metrics of the Fisher information matrix, such as A-optimality (trace), D-optimality (determinant), E-optimality (minimum eigenvalue), and ME-optimality (condition number). ParmEst and Pyomo.DoE can solve high-dimensional optimization problems by leveraging the model structure and exact derivative information. Finally, we will discuss future opportunities to integrate PE and UQ capabilities with optimization under uncertainty, including robust optimization with non-convex models via PyROS.

97 MATHEMATICS AND COMPUTING↗

Combined Uncertainty and A-Posteriori Error Bound Estimates for General CFD Calculations: Theory and Software Implementation

This workshop presentation discusses the design and implementation of numerical methods for the quantification of statistical uncertainty, including a-posteriori error bounds, for output quantities computed using CFD methods. Hydrodynamic realizations often contain numerical error arising from finite-dimensional approximation (e.g. numerical methods using grids, basis functions, particles) and statistical uncertainty arising from incomplete information and/or statistical characterization of model parameters and random fields. The first task at hand is to derive formal error bounds for statistics given realizations containing finite-dimensional numerical error [1]. The error in computed output statistics contains contributions from both realization error and the error resulting from the calculation of statistics integrals using a numerical method. A second task is to devise computable a-posteriori error bounds by numerically approximating all terms arising in the error bound estimates. For the same reason that CFD calculations including error bounds but omitting uncertainty modeling are only of limited value, CFD calculations including uncertainty modeling but omitting error bounds are only of limited value. To gain maximum value from CFD calculations, a general software package for uncertainty quantification with quantified error bounds has been developed at NASA. The package provides implementations for a suite of numerical methods used in uncertainty quantification: Dense tensorization basis methods [3] and a subscale recovery variant [1] for non-smooth data, Sparse tensorization methods[2] utilizing node-nested hierarchies, Sampling methods[4] for high-dimensional random variable spaces.

CFD↗

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

Effective Uncertainty Quantification for Multi-Angle Polarimetric Aerosol Remote Sensing Over Ocean

Multi-angle polarimetric (MAP) measurements can enable detailed characterization of aerosol microphysical and optical properties and improve atmospheric correction in ocean color remote sensing. Advanced retrieval algorithms have been developed to obtain multiple geophysical parameters in the atmosphere–ocean system. Theoretical pixel-wise retrieval uncertainties based on error propagation have been used to quantify retrieval performance and determine the quality of data products. However, standard error propagation techniques in high-dimensional retrievals may not always represent true retrieval errors well due to issues such as local minima and the nonlinear dependence of the forward model on the retrieved parameters near the solution. In this work, we analyze these theoretical uncertainty estimates and validate them using a flexible Monte Carlo approach. The Fast Multi-Angular Polarimetric Ocean coLor (FastMAPOL) retrieval algorithm, based on efficient neural network forward models, is used to conduct the retrievals and uncertainty quantification on both synthetic HARP2 (Hyper-Angular Rainbow Polarimeter 2) and AirHARP (airborne version of HARP2) datasets. In addition, for practical application of the uncertainty evaluation technique in operational data processing, we use the automatic differentiation method to calculate derivatives analytically based on the neural network models. Both the speed and accuracy associated with uncertainty quantification for MAP retrievals are addressed in this study. Pixel-wise retrieval uncertainties are further evaluated for the real AirHARP field campaign data. The uncertainty quantification methods and results can be used to evaluate the quality of data products, as well as guide MAP algorithm development for current and future satellite systems such as NASA’s Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) mission.

PACE↗

Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification

In numerous applications, the integration of prior knowledge and historical information is essential, particularly for tasks requiring the solution of ordinary or partial differential equations (ODEs/PDEs) in data-sparse or noisy environments. For instance, achieving accurate solutions to time-dependent PDEs with limited initial condition measurements necessitates an effective strategy for embedding prior knowledge. Hard-parameter sharing architectures in neural networks (NNs) have demonstrated success in both traditional and scientific machine learning domains, facilitating the learning of informative representations. Here, in this study, we introduce a novel, yet efficient, method to enhance physics-informed neural networks (PINNs) by incorporating a multi-head structure that enables the learning of functional priors from both empirical data and governing physical laws. This prior information can then be used to address data sparsity and high-level noise in solving ODE/PDE problems with uncertainty quantification (UQ). The approach, termed Multi-Head PINN (MH-PINN), consists of a shared body NN and multiple head NNs, each corresponding to an individual PINN instance. Our framework for functional prior learning is carried out in two stages: (1) training the MH-PINNs to develop a shared body NN alongside multiple head NNs, and (2) employing these trained head NNs to estimate a prior distribution through a normalizing flow-based density estimator. The learned functional prior can then be applied as a regularization mechanism in deterministic contexts or as an informative prior within a Bayesian inference framework, aiding in the resolution of subsequent ODE/PDE tasks. We evaluate the efficacy of MH-PINNs across five benchmark problems, including a high-dimensional parametric PDE, all characterized by data sparsity or substantial noise levels. Our findings reveal that MH-PINNs deliver accurate solutions and robust UQ, demonstrating adaptability across a range of complex and challenging scenarios.

Bayesian inference↗

Examples of Mission-driven Data Science from Jefferson Lab and ACES

This presentation details mission-driven data science initiatives at Jefferson Lab and the Joint Institute for Advanced Computing on Environmental Studies (ACES). JLab, a U.S. Department of Energy Office of Science national laboratory, operates the Continuous Electron Beam Accelerator Facility (CEBAF), and is the lead institute for the new High Performance Data Facility (HPDF) Hub. The Joint Institute for ACES brings together interdisciplinary teams in health informatics, climate modeling, computer science, and physics to address environmental challenges, including flood modeling. The Hampton Roads region, particularly Norfolk and Virginia Beach, faces increasing flood risks, motivating the need for rapid, reliable, and risk-aware decision support. ACES’s flooding work has a focus on uncertainty quantification (UQ) and machine learning (ML) for coastal flood management. The work is motivated by the increasing vulnerability of communities such as Norfolk and Virginia Beach, Virginia, to frequent coastal flooding events, and the need for rapid, reliable decision support. The research develops computationally efficient ML surrogate models to forecast water levels and flooding risk. A central theme is the quantification and calibration of predictive uncertainty, especially for out-of-distribution (OOD) scenarios, using techniques such as Monte Carlo Dropout, Deep Ensembles, Gaussian Processes, and Deep Quantile Regression (DQR). The study demonstrates that distance-aware UQ is critical for reliable scientific AI, particularly in high-dimensional, safety-critical, and real-time applications.

McSpadden, Diana [Thomas Jefferson National Accele↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗

Accelerating uncertainty quantification in incremental dynamic analysis using dimension reduction-based surrogate modeling

We propose a surrogate modeling framework based on dimension reduction to facilitate the quantification of seismic risk of structural systems in performance-based earthquake engineering. The framework adopts incremental dynamic analysis (IDA) for addressing hazard variability, and promotes significant computational efficiency improvement for propagating epistemic uncertainties associated with the structural models. It utilizes both linear and nonlinear dimension reduction approaches, equipped with inverse mappings, to learn a functional between the input parameter space (e.g., the epistemic uncertainties of the structure) to the high-dimensional output space created through the IDA implementation across different ground motions and seismic intensity levels. Polynomial chaos expansion is adopted as the surrogate model to learn this functional in the reduced space. A nine-story steel moment-resisting frame with uncertain structural properties is used as a testbed. Furthermore, we select the seismic fragility curves as a measure of the structure’s seismic performance, since it provides an estimate of the probability of entering specified damage states for given levels of ground shaking.

42 ENGINEERING↗

Neural chaos: A spectral stochastic neural operator

Building surrogate models for operators with uncertainty quantification capabilities is essential for many engineering applications where randomness–such as variability in material properties, boundary conditions, and initial conditions–is unavoidable. Polynomial Chaos Expansion (PCE) is widely recognized as a go-to method for constructing stochastic surrogates in both intrusive and non-intrusive ways, and it has recently been used in the context of operator learning. However, its application becomes challenging for complex or high-dimensional processes, as achieving accuracy requires higher-order polynomials, which can increase computational demand and/or the risk of overfitting. Furthermore, PCE requires specialized treatments to manage random variables that are not independent, and these treatments may be problem-dependent or may fail with increasing complexity. Here, in this work, we adopt the same formalism as the spectral expansion used in PCE; however, we replace the classical polynomial basis functions with neural network (NN) basis functions to leverage their expressivity. To achieve this, we propose an algorithm that identifies NN-parameterized basis functions in a purely data-driven manner, without any prior assumptions about the joint distribution of the random variables involved, whether independent or dependent, or about their marginal distributions. The proposed algorithm identifies each NN-parameterized basis function sequentially, ensuring they are orthogonal with respect to the data distribution. The basis functions are constructed directly on the joint stochastic variables without requiring a tensor product structure or assuming independence of the random variables. This approach may offer greater flexibility for complex stochastic models, while simplifying implementation compared to the tensor product structures typically used in PCE to handle random vectors. This is particularly advantageous given the current state of open-source packages, where building and training neural networks can be done with just a few lines of code and extensive community support. We demonstrate the effectiveness of the proposed scheme through several numerical examples of varying complexity and provide comparisons with classical PCE.

Polynomial chaos expansion↗

Constructing a Simulation Surrogate with Partially Observed Output

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these surrogates. However, surrogate methods with dimension reduction generally rely on complete output training data. This article proposes a new Gaussian process surrogate method that permits the use of partially observed output while remaining computationally efficient. The new method involves the imputation of missing values and the adjustment of the covariance matrix used for Gaussian process inference. The resulting surrogate represents the available responses, disregards the missing responses, and provides meaningful uncertainty quantification. In conclusion, the proposed approach is shown to offer sharper inference than alternatives in a simulation study and a case study where an energy density functional model that frequently returns incomplete output is calibrated.

42 ENGINEERING↗

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

Statistical emulation↗

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↗

Combining Data with Physical Knowledge for Uncertainty Quantification in Certification and Reliability Analysis

Unifying empirical data with predictive models can enable engineering cost-savings through certification by analysis and reliability-based design. Both concepts require rigorous uncertainty quantification (UQ) and robust understanding and treatment of relevant physics. Combining sampling-based UQ algorithms with high-fidelity simulations creates a computational bottleneck that is often alleviated through the use of machine learning (ML). ML can be used to create computationally efficient surrogates for simulations of complex or high-dimensional physical interactions (e.g., multi-phase interactions associated with melt pools in laser powder bed fusion or spatially-dependent material properties in functionally graded materials). However, negative side effects of ML may include a lack of interpretability and negative correlation between event rarity and simulation accuracy due to a lack of training data. As such, it is important to infuse ML algorithms with physics-based guardrails to provide confidence in their predictions. This talk will provide a brief review of recent NASA research at this intersection of physics-based simulation, ML, and UQ with a focus on certification and reliability analysis.

uncertainty quantification↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

Distance preserving machine learning for uncertainty aware accelerator capacitance predictions

Abstract Accurate uncertainty estimations are essential for producing reliable machine learning models, especially in safety-critical applications such as accelerator systems. Gaussian process models are generally regarded as the gold standard for this task; however, they can struggle with large, high-dimensional datasets. Combining deep neural networks with Gaussian process approximation techniques has shown promising results, but dimensionality reduction through standard deep neural network layers is not guaranteed to maintain the distance information necessary for Gaussian process models. We build on previous work by comparing the use of the singular value decomposition against a spectral-normalized dense layer as a feature extractor for a deep neural Gaussian process approximation model and apply it to a capacitance prediction problem for the High Voltage Converter Modulators in the Oak Ridge Spallation Neutron Source. Our model shows improved distance preservation and predicts in-distribution capacitance values with less than 1% error.

43 PARTICLE ACCELERATORS↗

Discriminative versus generative approaches to simulation-based inference

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is inherently lossy, since histograms are binned and low-dimensional. Deep learning has enabled unbinned and high-dimensional parameter estimation through neural likelihood(-ratio) estimation. We compare two approaches for neural simulation-based inference (NSBI): one based on discriminative learning (classification) and one based on generative modeling. These two approaches are directly evaluated on the same datasets, with a similar level of hyperparameter optimization in both cases. In addition to a Gaussian dataset, we study NSBI using a Higgs boson dataset from the FAIR Universe Challenge. We find that both the direct likelihood and likelihood ratio estimation are able to effectively extract parameters with reasonable uncertainties. For the numerical examples and within the set of hyperparameters studied, we found that the likelihood ratio method is more accurate and/or precise. Both methods have a significant spread from the network training and would require ensembling or other mitigation strategies in practice.

high energy physics↗

Improving Trustworthiness of Data-Driven Power Grid Contingency Analysis With Bayesian Residual Graph Neural Networks

The evolving energy landscape requires novel tools to efficiently perform contingency analysis and reliability assessment of power grids, potentially in real-time. The high computational cost of traditional power flow solvers limits their applicability in practice. Machine learning (ML) surrogates such as deep neural networks (NNs) accelerate power flow solvers computations, enabling high-order contingency analysis and real-time decision-making by learning highly nonlinear functions and integrating grid topology via graph architectures. However, (graph) NNs lack predictive power away from training data and do not provide predictive confidence estimates. Here, we present a Bayesian residual graph NN that integrates knowledge from low-fidelity data via residual training and embeds granular quantification of uncertainties, improving trustworthiness critical for high-consequence decision-making. Applying Bayesian concepts to NNs is challenging due to the high-dimensionality of both the parameter space, complicating derivation of a meaningful prior, and the output space in large grid systems, requiring enhanced techniques to assess the predicted high-dimensional uncertainties. Our contributions include: (1) Deriving a prior for fully connected and graph NNs that leverages low-fidelity data to guide mean predictions and appropriately control prior predictive uncertainty. (2) Integrating this prior within an ensembling with anchoring scheme for efficient approximate posterior inference. (3) Deriving enhanced metrics to assess accuracy of both the mean and uncertainty predictions in high dimensions, appropriately accounting for correlations propagated through graph layers. The resulting Bayesian residual graph NN is tested on a contingency analysis task for 14-bus and 118-bus grids.

24 - POWER TRANSMISSION AND DISTRIBUTION↗

Conformal Hierarchical Simulation-Based Inference with Local Validity

Trustworthy and interpretable uncertainty quantification is a long-standing challenge in artificial intelligence. Simulation-based inference (SBI) comprises a broad swath of approaches for estimating latent parameters with uncertainties. Although flexible neural density estimators in SBI can be remark- ably expressive capturing highly structured, high-dimensional posteriors their credible regions can be badly mis-calibrated and are often only accompanied by heuristic coverage checks. We present the first SBI framework that delivers finite-sample local valid coverage guarantees that hold in the neighborhood of each observation. Our framework can couple any off-the-shelf hierarchical SBI engine with a confor- mal Bayesian post-processing step that operates on the posterior predictive density. A kernel-weighted conformity score adapts the conformal quantile to the local geometry of the data, yielding prediction sets that are simultaneously (i) marginally calibrated, (ii) locally valid, and (iii) hierarchical, handling global and observation-specific parameters in a single pass. Through experiments on synthetic data and benchmarks from neuroscience and physics, we show that our approach attains 1 − α coverage, where prior SBI methods under- or over-cover. Our approach also maintains a competitive, credible set size with minimal computational overhead. Finally, our approach can be used to make predictions on real data and give valid credible regions modulo weight-initialization-based model mis-specification.

Trivedi, Shubhendu [Fermilab]↗