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Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. Here, we obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

97 MATHEMATICS AND COMPUTING↗

Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

In this work, we present two neural network approaches that approximate the solutions of static and dynamic conditional optimal transport (COT) problems. Both approaches enable conditional sampling and conditional density estimation, which are core tasks in Bayesian inference—particularly in the simulation-based (“likelihood-free”) setting. Our methods represent the target conditional distribution as a transformation of a tractable reference distribution. Obtaining such a transformation, chosen here to be an approximation of the COT map, is computationally challenging even in moderate dimensions. To improve scalability, our numerical algorithms use neural networks to parameterize candidate maps and further exploit the structure of the COT problem. Our static approach approximates the map as the gradient of a partially input convex neural network. It uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives. Our dynamic approach approximates the conditional optimal transport via the flow map of a regularized neural ODE; compared to the static approach, it is slower to train but offers more modeling choices and can lead to faster sampling. We demonstrate both algorithms numerically, comparing them with competing state-of-the-art approaches, using benchmark datasets and simulation-based Bayesian inverse problems.

97 MATHEMATICS AND COMPUTING↗

Bayesian Model Calibration for Extrapolative Prediction via Gibbs Posteriors

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to quantify uncertainty in physical parameters for extrapolative prediction, then there is no need to perform inference on the discrepancy term. With this in mind, we introduce Gibbs posteriors as an alternative Bayesian method for model calibration, which updates the prior with a loss function connecting the data to the parameter. The target of inference is the physical parameter value which minimizes the expected loss. We propose to tune the loss scale of the Gibbs posterior to maintain nominal frequentist coverage under assumptions of the form of model discrepancy, and present a bootstrap implementation for approximating coverage rates. Our approach is highly modular, allowing an analyst to easily encode a wide variety of such assumptions. Furthermore, we provide a principled method of combining posteriors calculated from data subsets. We apply our methods to data from an experiment measuring the material properties of tantalum.

36 MATERIALS SCIENCE↗

CO 2 storage site characterization using ensemble-based approaches with deep generative models

Estimating spatially distributed properties such as permeability from available sparse measurements is a great challenge in efficient subsurface CO 2 storage operations. In this paper, a deep generative model that can accurately capture complex subsurface structure is tested with an ensemble-based inversion method for accurate and accelerated characterization of CO 2 storage sites. We chose Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) for its realistic reservoir property representation and Ensemble Smoother with Multiple Data Assimilation (ES-MDA) for its robust data fitting and uncertainty quantification capability. WGAN-GP are trained to generate high-dimensional permeability fields from a low-dimensional latent space and ES-MDA then updates the latent variables by assimilating available measurements. Several subsurface site characterization examples including Gaussian, channelized, and fractured reservoirs are used to evaluate the accuracy and computational efficiency of the proposed method and the main features of the unknown permeability fields are characterized accurately with reliable uncertainty quantification. Furthermore, the estimation performance is compared with a widely-used variational, i.e., optimization-based, inversion approach, and the proposed approach outperforms the variational inversion method in several benchmark cases. We explain such superior performance by visualizing the objective function in the latent space: because of nonlinear and aggressive dimension reduction via generative modeling, the objective function surface becomes extremely complex while the ensemble approximation can smooth out the multi-modal surface during the minimization. This suggests that the ensemble-based approach works well over the variational approach when combined with deep generative models at the cost of forward model runs unless convergence-ensuring modifications are implemented in the variational inversion.

42 ENGINEERING↗

Uncertainty quantification for Multiphase-CFD simulations of bubbly flows: a machine learning-based Bayesian approach supported by high-resolution experiments

In this paper, we developed a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of multiphase computational fluid dynamics (MCFD) simulations for bubbly flows. The proposed approach is supported by high-resolution two-phase flow measurements, including those by double-sensor conductivity probes, high-speed imaging, and particle image velocimetry. Local distributions of key physical quantities of interest (QoIs), including the void fraction and phasic velocities, are obtained to support the Bayesian inference. In the process, the epistemic uncertainties of the closure relations are inversely quantified while the aleatory uncertainties from stochastic fluctuations of the system are evaluated based on experimental uncertainty analysis. The combined uncertainties are then propagated through the MCFD solver to obtain uncertainties of the QoIs, based on which probability-boxes are constructed for validation. The proposed approach relies on three machine learning methods: feedforward neural networks and principal component analysis for surrogate modeling, and Gaussian processes for model form uncertainty modeling. The whole process is implemented within the framework of an open-source deep learning library PyTorch with graphics processing unit (GPU) acceleration, thus ensuring the efficiency of the computation. The results demonstrate that with the support of high-resolution data, the uncertainties of MCFD simulations can be significantly reduced. The proposed approach has the potential for other applications that involve numerical models with empirical parameters.

42 ENGINEERING↗

Data-Consistent Solutions to Stochastic Inverse Problems Using a Probabilistic Multi-Fidelity Method Based on Conditional Densities

In this work, we build upon a recently developed approach for solving stochastic inverse problems based on a combination of measure-theoretic principles and Bayes' rule. We propose a multi-fidelity method to reduce the computational burden of performing uncertainty quantification using high-fidelity models. This approach is based on a Monte Carlo framework for uncertainty quantification that combines information from solvers of various fidelities to obtain statistics on the quantities of interest of the problem. In particular, our goal is to generate samples from a high-fidelity push-forward density at a fraction of the costs of standard Monte Carlo methods, while maintaining flexibility in the number of random model input parameters. Key to this methodology is the construction of a regression model to represent the stochastic mapping between the low- and high-fidelity models, such that most of the computations can be leveraged to the low-fidelity model. To that end, we employ Gaussian process regression and present extensions to multi-level-type hierarchies as well as to the case of multiple quantities of interest. Finally, we demonstrate the feasibility of the framework in several numerical examples.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Quantification and Sensitivity Analysis for Coupled VERA-CS and FRAPCON

The current nuclear power plant fleet in the U.S. is facing numerous challenges economically ranging from low natural gas price to the rapidly growing renewable energy sources such as wind and solar power. In order for the nuclear industry to keep the viability of its operating fleet, new innovations have to be introduced to lower the costs to operate the fleet. One area that could contribute to the cost reduction is to lower the fuel cycle cost and improve the plant safety through initiatives such as higher burnup fuel and accident tolerant fuel. At the same time, the nuclear industry has to address future challenges on the horizon such as load following and other flexible operating strategies as well as those associated with new regulations such as 10 CFR 50.69 and 10 CFR50.46c etc. All these require coupled analysis of core neutronics, thermal hydraulics and fuel performance, which necessitates the development of a multi-physics toolkit. Since different models, assumptions, and fidelities have gone into various computer codes, how to consistently propagate uncertainties in a multi-physics environment warrants careful evaluation. The U.S. DOE's Light Water Reactor Sustainability (LWRS) Program initiated a project to develop analytical capabilities to support the industry to address these challenges. The general idea behind the initiative was the development of an integrated multiphysics evaluation model. This integrated evaluation model is called LOTUS which stands for LOCA Toolkit for the U.S. Light Water Reactors. The focus of LOTUS is to establish the automation of the interface between the five disciplines. LOTUS framework ensures that uncertainties can be easily propagated to solve the problems forward and backward (inverse) with large numbers of simulations. The objective of this work is to perform uncertainty quantification (UQ) and sensitivity analysis (SA) on a coupling of CASL's Virtual Environment for Reactor Applications-Core Simulator (VERA-CS) and NRC's fuel performance code FRAPCON. The work presented herein is a subset of the overall LOTUS framework. The figures of merit (FOM) selected for analysis are minimum departure from nucleate boiling ratio (MDNBR), maximum fuel centerline temperature (MFCT), and the gap conductance at peak power (GCPP). All FOM are obtained at the end of the of a depletion case for a half cycle lasting 263 days. The minimum is taken over all spatial location for each pin at the end of the half cycle. This value is calculated in VERACS alone and has been analyzed in previous work by Brown and Zhang. The MFCT is available in both VERA-CS and FRAPCON, but is calculated via different methods (see Model Inconsistencies section for more details). For this work, only the FRAPCON values are reported due to the code's maturity from extensive validation in fuel performance. Previous work includes SA on a standalone nuclear fuel performance code VTT-modified FRAPCON- 3.4 by Ikonen. The GCPP is the gap conductance at the location corresponding to maximum power in the fuel rod. This value is available in FRAPCON alone and highlights the capability of LOTUS to obtain unique fuel performance metrics for each pin in a core simulation.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

iTOUGH2 v7.1

iTOUGH2 (inverse TOUGH2) provides inverse modeling capabilities for TOUGH2, a simulator for multi-dimensional, multi-phase, multi-component, non-isothermal flow and transport in fractured porous media. iTOUGH2 performs sensitivity analyses, data-worth analyses, parameter estimation, and uncertainty propagation analyses in geosciences and reservoir engineering and other application areas. iTOUGH2 supports a number of different combinations of fluids and components (equation-of-state (EOS) modules). In addition, the optimization routines implemented in iTOUGH2 can also be used for sensitivity analysis, automatic model calibration, and uncertainty quantification of any external code that uses text-based input and output files using the PEST protocol. iTOUGH2 solves the inverse problem by minimizing a non-linear objective function of the weighted differences between model output and the corresponding observations. Multiple minimization algorithms (derivative-free, gradient-based, and second-order; local and global) are available. iTOUGH2 also performs Latin Hypercube Monte Carlo simulations for uncertainty propagation analyses. A detailed residual and error analysis is provided. This upgrade includes (a) global sensitivity analysis methods, (b) dynamic memory allocation (c) additional input features and output analyses, (d) increased forward simulation capabilities, (e) parallel execution on multicore PCs and Linux clusters, and (f) bug fixes.

Finsterle, Stefan↗

A probabilistic inverse prediction method for predicting plutonium processing conditions

In the past decade, nuclear chemists and physicists have been conducting studies to investigate the signatures associated with the production of special nuclear material (SNM). In particular, these studies aim to determine how various processing parameters impact the physical, chemical, and morphological properties of the resulting special nuclear material. By better understanding how these properties relate to the processing parameters, scientists can better contribute to nuclear forensics investigations by quantifying their results and ultimately shortening the forensic timeline. This paper aims to statistically analyze and quantify the relationships that exist between the processing conditions used in these experiments and the various properties of the nuclear end-product by invoking inverse methods. In particular, these methods make use of Bayesian Adaptive Spline Surface models in conjunction with Bayesian model calibration techniques to probabilistically determine processing conditions as an inverse function of morphological characteristics. Not only does the model presented in this paper allow for providing point estimates of a sample of special nuclear material, but it also incorporates uncertainty into these predictions. This model proves sufficient for predicting processing conditions within a standard deviation of the observed processing conditions, on average, provides a solid foundation for future work in predicting processing conditions of particles of special nuclear material using only their observed morphological characteristics, and is generalizable to the field of chemometrics for applicability across different materials.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Funding for the 2ND IAEA technical meeting on fusion data processing, validation and analysis

The International Atomic Energy Agency (IAEA) will organize the second Technical Meeting on Fusion Da Processing, Validation and Analysis from 30 May to 02 June, 2017, in Cambridge, MA USA. The meeting w be hosted by the MIT Plasma Science and Fusion Center (PSFC). The objective of the meeting is to provide a platform where a set of topics relevant to fusion data processing, validation and analysis are discussed with the view of extrapolation needs to next step fusion devices such as ITER. The validation and analysis of experimental data obtained from diagnostics used to characterize fusion plasmas are crucial for a knowledge based understanding of the physical processes governing the dynamics of these plasmas. The meeting will aim at fostering, in particular, discussions of research and development results that set out or underline trends observed in the current major fusion confinement devices. General information on the IAEA, including its mission and organization, can be found at the IAEA websit Uncertainty quantification (UQ) Model selection, validation, and verification (V&V) Probability theory and statistical analysis Inverse problems & equilibrium reconstru ction Integrated data analysis Real time data analysis Machine learning Signal/image proc essing & pattern recognition Experimental design and synthetic diagnostics Data management

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Thinking Bayesian for plasma physicists

Bayesian statistics offers a powerful technique for plasma physicists to infer knowledge from the heterogeneous data types encountered. To explain this power, a simple example, Gaussian Process Regression, and the application of Bayesian statistics to inverse problems are explained. The likelihood is the key distribution because it contains the data model, or theoretic predictions, of the desired quantities. By using prior knowledge, the distribution of the inferred quantities of interest based on the data given can be inferred. Because it is a distribution of inferred quantities given the data and not a single prediction, uncertainty quantification is a natural consequence of Bayesian statistics. The benefits of machine learning in developing surrogate models for solving inverse problems are discussed, as well as progress in quantitatively understanding the errors that such a model introduces.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Statistically Rigorous Uncertainty Quantification for Physical Parameter Model Calibration with Functional Output

In experiments conducted on the Z-machine at Sandia National Laboratories, dynamic material properties cannot be analyzed using traditional analytic methods, necessitating solving an inverse problem. Bayesian model calibration is a statistical framework for solving an inverse problem to estimate parameters input into a computational model in the presence of multiple uncertainties. Disentangling input parameter uncertainty and model misspecification is often poorly identified problem. When using computational models for physical parameter estimation, the issue of parameter identifiability must be carefully considered to obtain accurate and precise estimates of physical parameters. Additionally, in dynamic material properties applications, the experimental output is a function, velocity over time. While we can sample an arbitrarily large number of points from the measured velocity, these curves only contain a finite amount of information about the calibration parameters. In this report, we propose modifications to the Bayesian model calibration framework to simplify and improve the estimation of physical parameters with functional outputs. Specifically, we propose scaling the likelihood function by an effective sample size rather than modeling the discrepancy function; and modularizing input nuisance parameters with weakly identified parameters. We evaluate the performance of these proposed methods using a statistical simulation study and then apply these methods to estimate parameters of the tantalum equation of state. We conclude that these proposed methods can provide simple, fast, and statistically valid alternatives to the full Bayesian model calibration procedure; and that these methods can be used to estimate parameters of the equation of state for tantalum.

97 MATHEMATICS AND COMPUTING↗

Quantifying the impact of temporal analysis of products reactor initial state uncertainties on kinetic parameters

The temporal analysis of products (TAP) reactor, a transient kinetic tool, provides users with information as the catalyst state evolves. However, the state of the art for TAP uncertainty quantification only considers the experimental noise present in the outlet flow signal. Additional sources of uncertainty, including, but not limited to, initial surface coverages, the catalyst zone location, the inert void fraction, and the gas pulse intensity and pulse delay, are not included. For this reason, a framework for quantifying all uncertainty sources present in TAP experiments is presented and applied to a carbon monoxide oxidation case study. Herein, two methods for quantifying these sources of uncertainty are introduced. The first utilizes initial state sensitivities to approximate the parameter variances, as well as to provide insights into the structural certainty of the model. The second generates parameter confidence distributions through an ensemble-based sampling algorithm. This initial state covariance matrix can ultimately be merged with the experimental noise covariance matrix, providing a unified description of the parameter uncertainties for a single TAP experiment.

36 MATERIALS SCIENCE↗

Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

QUEST (\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a history of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\url{muq.mit.edu}).

97 MATHEMATICS AND COMPUTING↗

Accurate and Timely Forecasts of Geologic Carbon Storage using Machine Learning Methods

Carbon capture and storage is one strategy to reduce greenhouse gas emissions. One approach to storing the captured CO2 is to inject it into deep saline aquifers. However, dynamics of the injected CO2 plume is uncertain and the potential for leakage back to the atmosphere must be assessed. Thus, accurate and timely forecasts of CO2 storage via real-time measurements integration becomes very crucial. This study proposes a learning-based, inverse-free prediction method that can accurately and rapidly forecast CO2 movement and distribution with uncertainty quantification based on limited simulation and observation data. The machine learning techniques include dimension reduction, multivariate data analysis, and Bayesian learning. The outcome is expected to provide CO2 storage site operators with an effective tool for real-time decision making.

Lu, Dan↗

Bayesian-based response expansion and uncertainty quantification using sparse measurement sets

Systems subjected to dynamic loads often require monitoring of their vibrational response, but limitations on the total number and placement of the measurement sensors can hinder the data-collection process. Here, we present an indirect approach to estimate a system’s full-field dynamic response, including all uninstrumented locations, using response measurements from sensors sparsely located on the system. This approach relies on Bayesian inference that utilizes a system model to estimate the full-field response and quantify the uncertainty in these estimates. By casting the estimation problem in the frequency domain, this approach utilizes the modal frequency response functions as a natural, frequency-dependent weighting scheme for the system mode shapes to perform the expansion. This frequency-dependent weighting scheme enables an accurate expansion, even with highly correlated mode shapes that may arise from spatial aliasing due to the limited number of sensors, provided these correlated modes do not have natural frequencies that are closely spaced. Furthermore, the inherent regularization mechanism that arises in this Bayesian-based procedure enables the utilization of the full set of system mode shapes for the expansion, rather than any reduced subset. This approach can produce estimates when considering a single realization of the measured responses, and with some modification, it can also produce estimates for power spectral density matrices measured from many realizations of the responses from statistically stationary random processes. A simply supported beam provides an initial numerical validation, and a cylindrical test article excited by acoustic loads in a reverberation chamber provides experimental validation.

42 ENGINEERING↗

Probabilistic constrained Bayesian inversion for transpiration cooling

Abstract To enable safe operations in applications such as rocket combustion chambers, the materials require cooling to avoid material damage. Here, transpiration cooling is a promising cooling technique. Numerous studies investigate possibilities to simulate and evaluate the complex cooling mechanism. One naturally arising question is the amount of coolant required to ensure a safe operation. To study this, we introduce an approach that determines the posterior probability distribution of the Reynolds number using an inverse problem and constraining the maximum temperature of the system under parameter uncertainties. Mathematically, this chance inequality constraint is dealt with by a generalized polynomial chaos expansion of the system. The posterior distribution will be evaluated by different Markov chain Monte Carlo based methods. A novel method for the constrained case is proposed and tested among others on two‐dimensional transpiration cooling models.

97 MATHEMATICS AND COMPUTING↗