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At least 37 records · Page 2

Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations

Optimal experimental design (OED) is the general formalism of sensor placement and decisions on the data collection strategy for engineered or natural experiments. This problem is prevalent in many critical fields such as battery design, numerical weather prediction, geosciences, environmental and urban studies. State-of-the-art computational methods for experimental design do not accommodate correlation structure in observational errors produced by many expensive-to-operate devices such as X-ray machines, radars, and satellites. Discarding evident data correlations leads to biased results, higher expenses, and waste of valuable resources. We present a general formulation of the OED formalism for model-constrained large-scale Bayesian linear inverse problems, where measurement errors are generally correlated. The proposed approach utilizes the Hadamard product of matrices to formulate the weighted-likelihood, and is valid for both finite as well as infinite-dimensional Bayesian inverse problems. Extensive numerical experiments are carried out for empirical verification of the proposed approach using an advection-diffusion model, where the objective is to optimally place a small set of sensors, under a limited budget, to predict the concentration of a contaminant in a closed and bounded domain.

Correlated observations↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem-solution of the underlying mathematical model to yield output quantities of interest, given input parameters--is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision-making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal con figuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems--requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models--entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure. DiaMonD is a multi-institutional DOE MMICC effort that aims to address the challenges of end-to-end, data-to-decisions modeling and simulation for complex CS&E problems in a unifi ed, systematic, and integrated fashion. Institutions involved are Colorado State, Florida State, Los Alamos, MIT, Oak Ridge, Stanford, and UT-Austin. The goals of DiaMonD are (1) to develop advanced mathematical methods and analysis for multimodel, multiphysics, multiscale model problems driven by frontier DOE applications, including those in subsurface energy and environmental flows, materials for energy storage and conversion, and ice sheet dynamics; (2) to create theory and algorithms for integrated inversion, optimization, and uncertainty quantification for these complex problems; and (3) to disseminate the philosophy of an integrated end-to-end, data-to-decisions approach to modeling and simulation of complex problems to the broader applied math and computational science communities through workshops and other outreach.

97 MATHEMATICS AND COMPUTING↗

An inverse dynamics approach to trajectory optimization and guidance for an aerospace plane

The optimal ascent problem for an aerospace planes is formulated as an optimal inverse dynamic problem. Both minimum-fuel and minimax type of performance indices are considered. Some important features of the optimal trajectory and controls are used to construct a nonlinear feedback midcourse controller, which not only greatly simplifies the difficult constrained optimization problem and yields improved solutions, but is also suited for onboard implementation. Robust ascent guidance is obtained by using combination of feedback compensation and onboard generation of control through the inverse dynamics approach. Accurate orbital insertion can be achieved with near-optimal control of the rocket through inverse dynamics even in the presence of disturbances.

Lu, Ping↗

Towards optimal sensor placement for inverse problems in spaces of measures

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in the sensor configuration and robust with respect to the source, yet relatively easy to compute in practice, compared to a direct evaluation of the error by a large number of samples. In particular, we consider the identification of a measure consisting of an unknown linear combination of point sources from a finite number of measurements contaminated by Gaussian noise. The statistical framework for recovery relies on two main ingredients: first, a convex but non-smooth variational Tikhonov point estimator over the space of Radon measures and, second, a suitable mean-squared error based on its Hellinger–Kantorovich distance to the ground truth. To quantify the error, we employ a non-degenerate source condition as well as careful linearization arguments to derive a computable upper bound. This leads to asymptotically sharp error estimates in expectation that are explicit in the sensor configuration. Thus they can be used to estimate the expected reconstruction error for a given sensor configuration and guide the placement of sensors in sparse inverse problems.

97 MATHEMATICS AND COMPUTING↗

Cohesive phase-field fracture and a PDE constrained optimization approach to fracture inverse problems

In recent years there has been a proliferation of modeling techniques for forward predictions of crack propagation in brittle materials, including: phase-field/gradient damage models, peridynamics, cohesive-zone models, and G/XFEM enrichment techniques. However, progress on the corresponding inverse problems has been relatively lacking. Taking advantage of key features of existing modeling approaches, we propose a parabolic regularization of Barenblatt cohesive models which borrows extensively from previous phase-field and gradient damage formulations. An efficient explicit time integration strategy for this type of nonlocal fracture model is then proposed and justified. In addition, we present a C++ computational framework for computing in- put parameter sensitivities efficiently for explicit dynamic problems using the adjoint method. This capability allows for solving inverse problems involving crack propagation to answer interesting engineering questions such as: 1) what is the optimal design topology and material placement for a heterogeneous structure to maximize fracture resistance, 2) what loads must have been applied to a structure for it to have failed in an observed way, 3) what are the existing cracks in a structure given various experimental observations, etc. In this work, we focus on the first of these engineering questions and demonstrate a capability to automatically and efficiently compute optimal designs intended to minimize crack propagation in structures.

97 MATHEMATICS AND COMPUTING↗

Trajectory optimization for the National Aerospace Plane

The primary objective of this research is to develop an efficient and robust trajectory optimization tool for the optimal ascent problem of the National Aerospace Plane (NASP). This report is organized in the following order to summarize the complete work: Section two states the formulation and models of the trajectory optimization problem. An inverse dynamics approach to the problem is introduced in Section three. Optimal trajectories corresponding to various conditions and performance parameters are presented in Section four. A midcourse nonlinear feedback controller is developed in Section five. Section six demonstrates the performance of the inverse dynamics approach and midcourse controller during disturbances. Section seven discusses rocket assisted ascent which may be beneficial when orbital altitude is high. Finally, Section eight recommends areas of future research.

Lu, Ping↗

Direct and Inverse Problems of Thermomechanics Concerning the Optimization and Identification of the Thermal Stressed State of Deformed Solids

We describe the main stages of the development of investigations originated by Prof. Vihak in the fields of the theory and methods of optimal control over the thermal processes and thermal stressed state of deformed solids, theory of inverse problems of heat conduction and thermomechanics, and the mathematical methods in the mechanics of deformable solids. We indicate the existence of close relationship between the obtained theoretical results and the applied problems of thermal power engineering motivating investigations of this kind. We describe a significant contribution made by the researchers of the Pidstryhach Institute for Applied Problems in Mechanics and Mathematics of the Ukrainian National Academy of Sciences to the development of investigations in these fields. The prospects of further development of these studies are analyzed and some facts from the life and creative activity of Prof. V. М. Vihak are presented.

42 ENGINEERING↗

Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the following sense: we seek experimental designs that minimize the posterior uncertainty in the experiment end-goal, e.g. a quantity of interest (QoI), rather than the estimated parameter itself. This is suitable for scenarios in which the solution of an inverse problem is an intermediate step and the estimated parameter is then used to compute a QoI. In such problems, a GOODE approach has two benefits: the designs can avoid wastage of experimental resources by a targeted collection of data, and the resulting design criteria are computationally easier to evaluate due to the often low-dimensionality of the QoIs. We present two modified design criteria, A-GOODE and D-GOODE, which are natural analogues of classical Bayesian A- and D-optimal criteria. We analyze the connections to other ODE criteria, and provide interpretations for the GOODE criteria by using tools from information theory. Then, we develop an efficient gradient-based optimization framework for solving the GOODE optimization problems. Additionally, we present comprehensive numerical experiments testing the various aspects of the presented approach. The driving application is the optimal placement of sensors to identify the source of contaminants in a diffusion and transport problem. As a result, we enforce sparsity of the sensor placements using an L1-norm penalty approach, and propose a practical strategy for specifying the associated penalty parameter.

97 MATHEMATICS AND COMPUTING↗

Efficient kinetic thermal inverse modeling for organic material decomposition

The prevalent use of organic materials in manufacturing is a fire safety concern, and motivates the need for predictive thermal decomposition models. A critical component of predictive modeling is numerical inference of kinetic parameters from bench scale data. Currently, an active area of computational pyrolysis research focuses on identifying efficient, robust methods for optimization. This paper demonstrates that kinetic parameter calibration problems can successfully be solved using classical gradient-based optimization. We explore calibration examples that exhibit characteristics of concern: high nonlinearity, high dimensionality, complicated schemes, overlapping reactions, noisy data, and poor initial guesses. The examples demonstrate that a simple, non-invasive change to the problem formulation can simultaneously avoid local minima, avoid computation of derivative matrices, achieve a computational efficiency speedup of 10x, and make optimization robust to perturbations of parameter components. Techniques from the mathematical optimization and inverse problem communities are employed. By re-examining gradient-based algorithms, we highlight opportunities to develop kinetic parameter calibration methods that should outperform current methods.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Scalable Matrix-Free Adaptive Product-Convolution Approximation for Locally Translation-Invariant Operators

We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these operators are high rank or full rank. Such operators arise in Schur complement methods for solving partial differential equations (PDEs), as Hessians in PDE-constrained optimization and inverse problems, as integral operators, as covariance operators, and as Dirichlet-to-Neumann maps. Constructing the approximation requires computing the impulse responses of the operator to point sources centered on nodes in an adaptively refined grid of sample points. A randomized a posteriori error estimator drives the adaptivity. Once constructed, the approximation can be efficiently applied to vectors using the fast Fourier transform. The approximation can be efficiently converted to hierarchical matrix (H-matrix) format, then inverted or factorized using scalable H-matrix arithmetic. The quality of the approximation degrades gracefully as fewer sample points are used, allowing cheap lower quality approximations to be used as preconditioners. Furthermore, this yields an automated method to construct preconditioners for locally translation-invariant Schur complements. We directly address issues related to boundaries and prove that our scheme eliminates boundary artifacts. We test the scheme on a spatially varying blurring kernel, on the nonlocal component of an interface Schur complement for the Poisson operator, and on the data misfit Hessian for an advection dominated advection-diffusion inverse problem. Numerical results show that the scheme outperforms existing methods.

97 MATHEMATICS AND COMPUTING↗

Sequential optimal positioning of mobile sensors using mutual information

Source localization, such as detecting a nuclear source in an urban area or ascertaining the origin of a chemical plume, is generally regarded as a well-documented inverse problem; however, optimally placing sensors to collect data for such problems is a more challenging task. In particular, optimal sensor placement—that is, measurement locations resulting in the least uncertainty in the estimated source parameters—depends on the location of the source, which is typically unknown a priori. Mobile sensors are advantageous because they have the flexibility to adapt to any given source position. While most mobile sensor strategies designate a trajectory for sensor movement, we instead employ mutual information, based on Shannon entropy, to choose the next measurement location from a discrete set of design conditions.

97 MATHEMATICS AND COMPUTING↗

Using a derivative-free optimization method for multiple solutions of inverse transport problems

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a mesh adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.

42 ENGINEERING↗

Machine learning framework for quantum sampling of highly constrained, continuous optimization problems

In recent years, there is growing interest in using quantum computers for solving combinatorial optimization problems. In this work, we developed a generic, machine learning-based framework for mapping continuous-space inverse design problems into surrogate quadratic unconstrained binary optimization (QUBO) problems by employing a binary variational autoencoder and a factorization machine. The factorization machine is trained as a low-dimensional, binary surrogate model for the continuous design space and sampled using various QUBO samplers. Using the D-Wave Advantage hybrid sampler and simulated annealing, we demonstrate that by repeated resampling and retraining of the factorization machine, our framework finds designs that exhibit figures of merit exceeding those of its training set. We showcase the framework’s performance on two inverse design problems by optimizing (i) thermal emitter topologies for thermophotovoltaic applications and (ii) diffractive meta-gratings for highly efficient beam steering. This technique can be further scaled to leverage future developments in quantum optimization to solve advanced inverse design problems for science and engineering applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A time-parallel method for the solution of PDE-constrained optimization problems

We study a time-parallel approach to solving quadratic optimization problems with linear time-dependent partial differential equation (PDE) constraints. These problems arise in formulations of optimal control, optimal design and inverse problems that are governed by parabolic PDE models. They may also arise as subproblems in algorithms for the solution of optimization problems with nonlinear time-dependent PDE constraints, e.g., in sequential quadratic programming methods. We apply a piecewise linear finite element discretization in space to the PDE constraint, followed by the Crank-Nicolson discretization in time. The objective function is discretized using finite elements in space and the trapezoidal rule in time. At this point in the discretization, auxiliary state variables are introduced at each discrete time interval, with the goal to enable: (i) a decoupling in time; and (ii) a fixed-point iteration to recover the solution of the discrete optimality system. The fixed-point iterative schemes can be used either as preconditioners for Krylov subspace methods or as smoothers for multigrid (in time) schemes. We present promising numerical results for both use cases.

97 MATHEMATICS AND COMPUTING↗

On the dual advantage of placing observations through forward sensitivity analysis

The four-dimensional variational data assimilation methodology for assimilating noisy observations into a deterministic model has been the workhorse in forecasting centres for over three decades. While this method provides a computationally efficient framework for dynamic data assimilation, it is largely silent on the important question concerning the minimum number and placement of observations. To answer this question, we demonstrate the dual advantage of placing the observations where the square of the sensitivity of the model solution with respect to the unknown control variables, called forward sensitivities, attains its maximum. By following this approach, we can force the observability Gramian to be of full rank, which in turn guarantees efficient recovery of the optimal values of the control variables, which is the first of the two advantages of this strategy. We further show that the proposed strategy of placing observations has another inherent optimality: the square of the sensitivity of the optimal estimates of the control with respect to the observations (used to obtain these estimates) attains its minimum value, a second advantage that is a direct consequence of the above strategy for placing observations. Our analytical framework and numerical experiments on linear and nonlinear systems confirm the effectiveness of our proposed strategy.

97 MATHEMATICS AND COMPUTING↗