Final Technical Report: Probabilistic Learning, Dimension Reduction, and Spectral Representations for High-Dimensional Uncertainty Quantification
Final Technical Report
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Final Technical Report
Py-BOOMER (Python Bayesian OWL Ontology MErgER in Python) is a probabilistic reasoning system for knowledge representation and ontological reasoning with uncertainty. Itnables reasoning over probabilistic facts and taxonomic relationships, finding the most likely consistent interpretation of potentially conflicting assertions. It uses a combination of graph-based reasoning and Bayesian probabilistic inference. Key features: Represent probabilistic ontological statements Reason over class subsumption hierarchies Evaluate class equivalence relationships Detect and resolve logical inconsistencies Calculate posterior probabilities for each assertion
Reduced Order Models (ROMs) are of considerable importance in many areas of engineering in which computational time presents difficulties. Established approaches employ projection-based reduction, such as Proper Orthogonal Decomposition. The limitation of the linear nature of such operators is typically tackled via a library of local reduction subspaces, which requires the assembly of numerous local ROMs to address parametric dependencies. Our work attempts to define a more generalisable mapping between parametric inputs and reduced bases for the purpose of generative modeling. We propose the use of Variational Autoencoders (VAEs) in place of the typically utilised clustering or interpolation operations, for inferring the fundamental vectors, termed as modes, which approximate the manifold of the model response for any and each parametric input state. The derived ROM still relies on projection bases, built on the basis of full-order model simulations, thus retaining the imprinted physical connotation. However, it additionally exploits a matrix of coefficients that relates each local sample response and dynamics to the global phenomena across the parametric input domain. The VAE scheme is utilised for approximating these coefficients for any input state. This coupling leads to a high-precision low-order representation, which is particularly suited for problems where model dependencies or excitation traits cause the dynamic behavior to span multiple response regimes. Moreover, the probabilistic treatment of the VAE representation allows for uncertainty quantification on the reduction bases, which may then be propagated to the ROM response. The performance of the proposed approach is validated on an open-source simulation benchmark featuring hysteresis and multi-parametric dependencies, and on a large-scale wind turbine tower characterised by nonlinear material behavior and model uncertainty.
Accurate micromechanical simulation of polycrystalline materials requires a realistic digital representation of the grain scale microstructure. Here, this work demonstrates the use of a generative diffusion probabilistic model for synthesizing single phase polycrystalline realizations. The model performs well and is capable of producing realistic microstructures consisting of not just simple equiaxed structures but also structures exhibiting more complex spatial arrangements. Masked microstructure generation reveals that the model is context aware of morphological descriptors which may be encoded in the latent space. Training on more diverse data sets, with scaled up architectures, may enable development of future models capable of synthesizing even more complex microstructural features.
Some of the key challenges in Earth system prediction arise from an uncertain representation of unpredictable natural variability, across time and space scales. This variability, hereafter referred to as noise, represents the quantity against which the strength of a signal of interest is measured to assess predictability. Underestimating or overestimating this noise in Earth system models can lead to issues ranging between overconfidence in an erroneous prediction and a lack thereof in an otherwise accurate one. Noise is part of the physical processes in the Earth system and can amplify or damp a signal of interest in a complex manner that is not systematically characterized. Specifically, while there has been significant progress in our understanding of multiscale interactions among known modes of variability (potentially predictable signals), how these are impacted by the noise is not clear. Recent effort toward stochastic parametrization schemes that provide a representation of noise due to uncertain sub-grid processes in climate models (Berner et al., 2017 and references therein) has shown promise not only in reducing biases and improving probabilistic prediction but also in improving the representation of natural variability in the model toward what is observed. However, today’s standard schemes for stochastic parametrization are still simplistic as they do not take the state of the atmosphere into account (other than by the use of multiplicative noise for model tendencies). Furthermore they require hand-tuning and trial-and-error testing for the magnitude of the added noise, which is difficult in a chaotic system that is as complex as the Earth system.
Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.
Power system stability and control have become more challenging due to the increasing uncertainty associated with renewable generation. Here, the performance of conventional control is highly driven by the physics-based offline-developed dynamic models that can deviate from the actual system characteristics under different operating conditions and/or configurations. Data-driven approaches based on online measurements can be a better solution to addressing these issues by capturing real-time operation conditions. This article describes a novel fully data-driven probabilistic framework to derive a linear representation of postcontingency grid dynamics and online prescribe control based on the derived model to enhance transient stability. The complex nonlinear power system dynamics is approximated by a linear model by using multiple neural network modules that infer distributions of the observations and introducing a Koopman layer to sample possible Koopman linear models from the inferred distributions. The trained model features linearity that can be easily incorporated into the existing linear control design paradigm and ease the controller design process. The effectiveness of Koopman-based control designs is validated through comparative case studies, which demonstrate increased prediction accuracy and control performance when applied to a power system with heterogeneous generator dynamics.
Advanced Closures for Nonlinear Fluid Simulations of Plasmas E. Held, Utah State University (Principal Investigator) J.-Y. Ji, Utah State University (Co-Investigator) Utah State University (USU) continued to develop and apply closures for hybrid fluid/kinetic simulations of magnetized fusion plasmas. The closures developed by USU's fusion theory and computation group use the drift ordering and are referred to as "continuum" and "general moment" approaches. They differ in their representation for the distribution functions which probabilistically describe the density of particles in 5 dimensional phase space. The two chosen velocity variables, needed in studies of kinetic physics for magnetized plasmas, are the speed and the component of a particle's velocity along the magnetic field. In magnetized plasmas, the charged particle trajectories are tied closely to the magnetic field lines. Both approaches account for binary interactions between particles using the Coulomb collision operator. Theoretical and computational development along both lines provided avenues for verification between the two approaches. This funding allowed USU to further develop physically accurate and numerically efficient models that advance our understanding of kinetic physics in experiments like the International Thermonuclear Experimental Reactor (ITER). The ITER device will likely prove the physical practicality of thermonuclear fusion by producing 500 megawatts of clean, abundant fusion power. This work helped to realize this goal by advancing our simulation capability using hybrid fluid/kinetic models.
We introduce here an approach based on the Givens representation for posterior inference in statistical models with orthogonal matrix parameters, such as factor models and probabilistic principal component analysis (PPCA). We show how the Givens representation can be used to develop practical methods for transforming densities over the Stiefel manifold into densities over subsets of Euclidean space. We demonstrate how to deal with issues arising from the topology of the Stiefel manifold and how to inexpensively compute the change-of-measure terms. We introduce an auxiliary parameter approach that limits the impact of topological issues. We provide both analysis of our methods and numerical examples demonstrating the effectiveness of the approach. We also discuss how our Givens representation can be used to define general classes of distributions over the space of orthogonal matrices. We then give demonstrations on several examples showing how the Givens approach performs in practice in comparison with other methods.
A unifying mathematical formulation is needed to move from one-off digital twins built through custom implementations to robust digital twin implementations at scale. This work proposes a probabilistic graphical model as a formal mathematical representation of a digital twin and its associated physical asset. We create an abstraction of the asset–twin system as a set of coupled dynamical systems, evolving over time through their respective state spaces and interacting via observed data and control inputs. The formal definition of this coupled system as a probabilistic graphical model enables us to draw upon well-established theory and methods from Bayesian statistics, dynamical systems and control theory. The declarative and general nature of the proposed digital twin model make it rigorous yet flexible, enabling its application at scale in a diverse range of application areas. Here, we demonstrate how the model is instantiated to enable a structural digital twin of an unmanned aerial vehicle (UAV). The digital twin is calibrated using experimental data from a physical UAV asset. Its use in dynamic decision-making is then illustrated in a synthetic example where the UAV undergoes an in-flight damage event and the digital twin is dynamically updated using sensor data. The graphical model foundation ensures that the digital twin calibration and updating process is principled, unified and able to scale to an entire fleet of digital twins.
INTRODUCTION The Medical Extensible Dynamic Probabilistic Risk Assessment Tool (MEDPRAT) implements a computational model that aims to quantify spaceflight medical risk by utilizing probabilistic techniques to simulate critical event incidence and outcomes over thousands of simulated mission trials. The goal of MEDPRAT is to characterize mission medical risk and provide insight into medical resource utilization. In order to analyze the medical resource space, treatment must be mapped from each simulated condition, and resources consumed as a result of this treatment must be tracked throughout the course of the mission. A new MEDPRAT feature, ‘treatment clusters’, provide a more sophisticated method of defining the structure and interaction between resources, more closely mimicking the way treatment is carried out clinically. METHODS Treatment clusters expand on the two existing treatment groupings (combination and alternate) adding a new grouping: bundled treatment. Treatment clusters may be combined to any depth, giving users the ability to specify complex treatment trees whose behavior is governed by several user-specified parameters. This approach emphasizes reusability, as treatment clusters, once defined, can be used to create more complex treatment trees or applied to many conditions. By configuring parameters for contribution, efficacy, necessity, primacy, and equivalence, resource relationships and dependencies can be more accurately represented, thereby allowing users to build capabilities with desired treatment properties, for example an intravenous capability for conditions such as anaphylaxis, acute radiation syndrome, etc. MEDPRAT v1.0 remains backward compatible with existing treatment structures, giving users the ability to define new treatment clusters as evidence becomes available, without having to recode their existing treatment databases. In addition to facilitating the representation of more complex treatment options, by pairing treatment clusters with the internal optimization routine, the MEDPRAT set selector, medical resources can be identified as organized in bundles, where appropriate, so that optimized resource sets include groups of highly-dependent resources only when all resources of the group are together. For example, it would be wasteful to include ultrasound gel but not an ultrasound machine, since the gel provides no benefit as a treatment without the ultrasound machine. With treatment clusters, the user may require that both resources are available to provide any benefit as treatment, so that if one resource is optimized out of the set, the other resource will be optimized out as well. RESULTS AND CONCLUSIONS We will report on MEDPRAT treatment clusters used in a bundling study under the IMPACT project of the ExMC element. We will discuss an example of a complex treatment tree. Through the implementation of this feature MEDPRAT enables treatment to be defined and applied in a way that is more representative of the real world, providing more accurate insight into mission medical risk and the medical resource space.
Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for basis function correlation structure a priori. While there exist Bayesian methods that allow for a common correlation structure across basis functions, empirical examples motivate the need for basis function-specific dependence structure. We propose a prior distribution for orthonormal matrices that can explicitly model basis function-specific structure. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. We discuss how the prior specification can be used for various scenarios and demonstrate favorable model properties through synthetic data examples. Finally, we apply our method to two-meter air temperature data from the Pacific Northwest, enhancing our understanding of the Earth system’s internal variability.
A computerized intelligent cockpit aid can increase flight-crew awareness of wind shear, improving avoidance decisions. The FAA Windshear Training Aid (WTA) provides guidelines for assessing the risk of wind shear encounter from meteorological evidence. Use of these guidelines in the cockpit is complicated by uncertainty surrounding meteorological knowledge of wind shear. Bayesian network representation is discussed as a means of modeling this uncertain knowledge in a computer. A probabilistic model of the WTA guidelines using Bayesian network representation is presented. This model combines evidence from sources of varying reliability and incorporates results from meteorological studies of wind shear. The probabilistic model can provide flight crews with meaningful estimates of risk to aid their decisions, using evidence from a variety of sources and a base of meteorological knowledge.
Traditionally fault models are represented by trees. Recently, digraph models have been proposed (Sack). Digraph models closely imitate the real system dependencies and hence are easy to develop, validate and maintain. However, they can also contain directed cycles and analysis algorithms are hard to find. Available algorithms tend to be complicated and slow. On the other hand, the tree analysis (VGRH, Tayl) is well understood and rooted in vast research effort and analytical techniques. The tree analysis algorithms are sophisticated and orders of magnitude faster. Transformation of a digraph (cyclic) into trees (CLP, LP) is a viable approach to blend the advantages of the representations. Neither the digraphs nor the trees provide the ability to handle heuristic knowledge. An expert system, to capture the engineering knowledge, is essential. We propose an approach here, namely, expert network analysis. We combine the digraph representation and tree algorithms. The models are augmented by probabilistic and heuristic knowledge. CLIPS, an expert system shell from NASA-JSC will be used to develop a tool. The technique provides the ability to handle probabilities and heuristic knowledge. Mixed analysis, some nodes with probabilities, is possible. The tool provides graphics interface for input, query, and update. With the combined approach it is expected to be a valuable tool in the design process as well in the capture of final design knowledge.
Parallelized versions of genetic algorithms (GAs) are popular primarily for three reasons: the GA is an inherently parallel algorithm, typical GA applications are very compute intensive, and powerful computing platforms, especially Beowulf-style computing clusters, are becoming more affordable and easier to implement. In addition, the low communication bandwidth required allows the use of inexpensive networking hardware such as standard office ethernet. In this paper we describe a parallel GA and its use in automated high-level circuit design. Genetic algorithms are a type of trial-and-error search technique that are guided by principles of Darwinian evolution. Just as the genetic material of two living organisms can intermix to produce offspring that are better adapted to their environment, GAs expose genetic material, frequently strings of 1s and Os, to the forces of artificial evolution: selection, mutation, recombination, etc. GAs start with a pool of randomly-generated candidate solutions which are then tested and scored with respect to their utility. Solutions are then bred by probabilistically selecting high quality parents and recombining their genetic representations to produce offspring solutions. Offspring are typically subjected to a small amount of random mutation. After a pool of offspring is produced, this process iterates until a satisfactory solution is found or an iteration limit is reached. Genetic algorithms have been applied to a wide variety of problems in many fields, including chemistry, biology, and many engineering disciplines. There are many styles of parallelism used in implementing parallel GAs. One such method is called the master-slave or processor farm approach. In this technique, slave nodes are used solely to compute fitness evaluations (the most time consuming part). The master processor collects fitness scores from the nodes and performs the genetic operators (selection, reproduction, variation, etc.). Because of dependency issues in the GA, it is possible to have idle processors. However, as long as the load at each processing node is similar, the processors are kept busy nearly all of the time. In applying GAs to circuit design, a suitable genetic representation 'is that of a circuit-construction program. We discuss one such circuit-construction programming language and show how evolution can generate useful analog circuit designs. This language has the desirable property that virtually all sets of combinations of primitives result in valid circuit graphs. Our system allows circuit size (number of devices), circuit topology, and device values to be evolved. Using a parallel genetic algorithm and circuit simulation software, we present experimental results as applied to three analog filter and two amplifier design tasks. For example, a figure shows an 85 dB amplifier design evolved by our system, and another figure shows the performance of that circuit (gain and frequency response). In all tasks, our system is able to generate circuits that achieve the target specifications.
This paper shows how to solve problems using probability theory that the fuzzy approaches claim probability cannot solve. By using the view that probabilities are a measure of belief in a proposition in a particular context, limitations imposed by the frequncy interpretations of probability are avoided. The various fuzzy approaches (fuzzy sets, fuzzy logic, possibility theory and higher order generalizations) seem to fill the gap caused by the restricted frequency interpretation. Close examination shows that the fuzzy approaches have exactly the same representation as the corresponding probabilistc approach and include similar calculi. The probabilistic approach assumes less information when the calculi differ.
The fundamental question of how to best simulate quantum systems using conventional computational resources lies at the forefront of condensed matter and quantum computation. It impacts both our understanding of quantum materials and our ability to emulate quantum circuits. Here we present an exact formulation of quantum dynamics via factorized generalized measurements which maps quantum states to probability distributions with the advantage that local unitary dynamics and quantum channels map to local quasistochastic matrices. This representation provides a general framework for using state-of-the-art probabilistic models in machine learning for the simulation of quantum many-body dynamics. Using this framework, we have developed a practical algorithm to simulate quantum circuits using an attention network based on a powerful neural network ansatz responsible for the most recent breakthroughs in natural language processing. We demonstrate our approach by simulating circuits that build Greenberger-Horne-Zeilinger and linear graph states of up to 60 qubits, as well as a variational quantum eigensolver circuit for preparing the ground state of the transverse field Ising model on several system sizes. Our methodology constitutes a modern machine learning approach to the simulation of quantum physics with applicability both to quantum circuits as well as other quantum many-body systems.
A digital twin (DT) is a digital model or a collection of models of a physical entity. DTs in the nuclear arena can be used from plant design through decommissioning. Decisions are typically a priori or made offline. Risk-informed decision making is identifying what can go wrong, its frequency, and the consequences of its failure. Ideally risk-informed decision making reflects the current state of the plant and provides a decision in real time. Traditionally, probabilistic risk assessments (PRAs) evaluate the failures of safety systems, the risk of core damage, and the offsite dose as the consequence. However, this DT evaluates the decisions on the control side rather than the protection side. It uses the same risk methods to probabilistically inform the decision-making process but in a different way. Rather than evaluating the risk of core damage, this DT evaluates the likelihood of avoiding a trip set point while maintaining plant safety. Performance-based assessments are identified via its probabilistic evaluation of operational alternatives based on system status. Because the purpose of the control system is to maintain system variables within prescribed operating ranges, upsets or challenges that can exceed a trip set point resulting in a plant transient and a challenge to plant mitigating systems based on actual plant conditions, are evaluated to safely maintain the plant within the operating ranges. The probabilistic portion of the model is autonomously and automatically adjusted, and the metric of interest (i.e. likelihood of avoiding a trip set point) is recalculated. The digital representation of the physical system (i.e. the DT) performs a deterministic performance–based assessment of the probabilistically identified alternatives identified to validate the probabilistic assessment. A decision-making algorithm selects the appropriate option based on the probabilistic and deterministic assessments and transmits a control signal to a component(s) to initiate a corrective action or informs an operator of its decision.