Search NASA⌕ Search

SEARCH · Search NASA

Results for “Uncertainty quantification”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 1,081 records · Page 60

Learning functional priors and posteriors from data and physics

In this work, we develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the proposed approach has two stages: (1) prior learning and (2) posterior estimation. At the first stage, we employ the physics-informed Generative Adversarial Networks (PI-GAN) to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and physics. At the second stage, we employ the Hamiltonian Monte Carlo (HMC) method to estimate the posterior in the latent space of PI-GANs. In addition, we use two different approaches to encode the physics: (1) automatic differentiation, used in the physicsinformed neural networks (PINNs) for scenarios with explicitly known partial differential equations (PDEs), and (2) operator regression using the deep operator network (DeepONet) for PDE-agnostic scenarios. We then test the proposed method for (1) meta-learning for one-dimensional regression, and forward/inverse PDE problems (combined with PINNs); (2) PDE-agnostic physical problems (combined with DeepONet), e.g., fractional diffusion as well as saturated stochastic (100-dimensional) flows in heterogeneous porous media; and (3) spatial-temporal regression problems, i.e., inference of a marine riser displacement field using experimental data from the Norwegian Deepwater Programme (NDP). The results demonstrate that the proposed approach can provide accurate predictions as well as uncertainty quantification given very limited scattered and noisy data, since historical data could be available to provide informative priors. In summary, the proposed method is capable of learning flexible functional priors, e.g., both Gaussian and non-Gaussian process, and can be readily extended to big data problems by enabling mini-batch training using stochastic HMC or normalizing flows since the latent space is generally characterized as low dimensional.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Scalable Risk Assessment of Rare Events in Power Systems With Uncertain Wind Generation and Loads

Risk assessment of rare events has become increasingly important in power system planning and operation with the increasing integration of renewable energy and the presence of system uncertainties. However, quantifying the risk posed by rare events via the traditional method, i.e., Monte Carlo sampling (MCS), incurs substantial computational expense stemming from the vast ensemble of power flow simulations. To accelerate the assessment, this paper proposes a Deep Neural Network (DNN)-kernelized vector-valued Gaussian Process (VVGP) approach with excellent computational efficiency while maintaining high accuracy. Consequently, serving as a surrogate model for the power flow solver, the DNN-kernelized VVGP enables significantly faster but accurate risk assessment compared to the power flow solver. The developed surrogate model evaluates low-order N - k events that contain more than 90% instances by adeptly capturing the topological features while the high-order N - k events are assessed via a power flow solver, thereby striking a balance between computational efficiency and uncertainty quantification accuracy. Moreover, the model incorporates a Support Vector Machine (SVM) classifier to resample concerning low-probability tail events to counteract the biases potentially introduced during the DNN-kernelized VVGP evaluations. Simulations conducted on the modified IEEE 24-bus, 118-bus, and European 1354-bus systems demonstrate that the proposed method maintains the accuracy benchmark set by MCS while significantly reducing computational demands in large-scale power systems as compared to other state-of-the-art methods.

17 WIND ENERGY↗

Uncertainty Analysis of Simulations of the Turn-of-the-Century Drought in the Western United States

Here, we perform the first uncertainty quantification analysis of the turn-of-the-century drought in the western United States using a large perturbed-parameter ensemble of the Community Atmosphere Model version 4.0 (CAM4). We develop several metrics to characterize the aridity bias, spatial extent, and tropical forcing of the drought and use statistical models to ascertain that the modeled drought was mainly sensitive to CAM4 parameters related to deep convection and clouds. Deep convection parameters account for over half the variance across the drought metrics. We employ observed estimates of these drought metrics to infer probability distributions of the model parameters that lead to a better agreement with observations, thereby providing guidance on how to improve the simulation of drought in CAM4. We find that in some cases, the suggested parameter values that improve the simulation of one drought characteristic would degrade the simulation of another, suggesting that there is a complex relationship between the model parameters and drought in the western United States. We also demonstrate reductions in the uncertainty of the drought metrics of up to 30% by constraining with observations of all metrics. Additionally, we demonstrate for the first time that improvements to the simulation of the spatial extent of the turn-of-the-century drought also lead to improvements in the spatial extent of the Australian Millennium drought, suggesting that physics of drought as encoded by the model parameters may be generalizable.

58 GEOSCIENCES↗

The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support

Sensitivity analysis (SA) is en route to becoming an integral part of mathematical modeling. The tremendous potential benefits of SA are, however, yet to be fully realized, both for advancing mechanistic and data-driven modeling of human and natural systems, and in support of decision making. In this perspective paper, a multidisciplinary group of researchers and practitioners revisit the current status of SA, and outline research challenges in regard to both theoretical frameworks and their applications to solve real-world problems. Six areas are discussed that warrant further attention, including (1) structuring and standardizing SA as a discipline, (2) realizing the untapped potential of SA for systems modeling, (3) addressing the computational burden of SA, (4) progressing SA in the context of machine learning, (5) clarifying the relationship and role of SA to uncertainty quantification, and (6) evolving the use of SA in support of decision making. An outlook for the future of SA is provided that underlines how SA must underpin a wide variety of activities to better serve science and society.

54 ENVIRONMENTAL SCIENCES↗

Modeling strength and failure variability due to porosity in additively manufactured metals

To model and quantify the variability in plasticity and failure of additively manufactured metals due to imperfections in their microstructure, we have developed uncertainty quantification methodology based on pseudo marginal likelihood and embedded variability techniques. We account for both the porosity resolvable in computed tomography scans of the initial material and the sub-threshold distribution of voids through a physically motivated model. Calibration of the model indicates that the sub-threshold population of defects dominates the yield and failure response. Finally, the technique also allows us to quantify the distribution of material parameters connected to microstructural variability created by the manufacturing process, and, thereby, make assessments of material quality and process control.

36 MATERIALS SCIENCE↗

Quantifying Uncertainty in High CO₂ Capture rate with MEA Solvent Systems

This presentation covers the methodology and key findings from an uncertainty quantification study of monoethanolamine (MEA) solvent-based systems operating under high CO₂ capture conditions. The goal is to identify critical operational parameters, assess their impact on system performance, and provide insights to support risk-informed design and optimization of carbon capture processes.

monoethanolamine (MEA)↗

Multi-fidelity Bayesian neural networks: Algorithms and applications

Here we propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential equations (PDEs). These multi-fidelity BNNs consist of three neural networks: The first is a fully connected neural network, which is trained following the maximum a posteriori probability (MAP) method to fit the low-fidelity data; the second is a Bayesian neural network employed to capture the cross-correlation with uncertainty quantification between the low- and high-fidelity data; and the last one is the physics-informed neural network, which encodes the physical laws described by PDEs. For the training of the last two neural networks, we first employ the mean-field variational inference (VI) to maximize the evidence lower bound (ELBO) to obtain informative prior distributions for the hyperparameters in the BNNs, and subsequently we use the Hamiltonian Monte Carlo (HMC) method to estimate accurately the posterior distributions for the corresponding hyperparameters. We demonstrate the accuracy of the present method using synthetic data as well as real measurements. Specifically, we first approximate a one- and four-dimensional function, and then infer the reaction rates in one- and two-dimensional diffusion-reaction systems. Moreover, we infer the sea surface temperature (SST) in the Massachusetts and Cape Cod Bays using satellite images and in-situ measurements. Taken together, our results demonstrate that the present method can capture both linear and nonlinear correlation between the low- and high-fidelity data adaptively, identify unknown parameters in PDEs, and quantify uncertainties in predictions, given a few scattered noisy high-fidelity data. Finally, we demonstrate that we can effectively and efficiently reduce the uncertainties and hence enhance the prediction accuracy with an active learning approach, using as examples a specific one-dimensional function approximation and an inverse PDE problem.

97 MATHEMATICS AND COMPUTING↗

Bayesian Entropy Neural Networks for physics-aware prediction

This article addresses the need for deep learning models to integrate well-defined constraints into their outputs, driven by their application in surrogate models, learning with limited data and partial information, and scenarios requiring flexible model behavior to incorporate non-data sample information. We introduce Bayesian Entropy Neural Networks (BENN), a framework grounded in Maximum Entropy (MaxEnt) principles, designed to impose constraints on Bayesian Neural Network (BNN) predictions. BENN is capable of constraining not only the predicted values but also their derivatives and variances, ensuring a more robust and reliable model output. To achieve simultaneous uncertainty quantification and constraint satisfaction, we employ the method of multipliers approach. This allows for the concurrent estimation of neural network parameters and the Lagrangian multipliers associated with the constraints. Our experiments, spanning diverse applications such as beam deflection modeling and microstructure generation, demonstrate the effectiveness of BENN. The results highlight significant improvements over traditional BNNs and showcase competitive performance relative to contemporary constrained deep learning methods.

14 SOLAR ENERGY↗

Pushing the frontiers in climate modelling and analysis with machine learning

Climate modelling and analysis are facing new demands to enhance projections and climate information. Here, in this study, we argue that now is the time to push the frontiers of machine learning beyond state-of-the-art approaches, not only by developing machine-learning-based Earth system models with greater fidelity, but also by providing new capabilities through emulators for extreme event projections with large ensembles, enhanced detection and attribution methods for extreme events, and advanced climate model analysis and benchmarking. Utilizing this potential requires key machine learning challenges to be addressed, in particular generalization, uncertainty quantification, explainable artificial intelligence and causality. This interdisciplinary effort requires bringing together machine learning and climate scientists, while also leveraging the private sector, to accelerate progress towards actionable climate science.

54 ENVIRONMENTAL SCIENCES↗

From PINNs to PIKANs: recent advances in physics-informed machine learning

Physics-Informed Neural Networks (PINNs) have emerged as a key tool in Scientific Machine Learning since their introduction in 2017, enabling the efficient solution of ordinary and partial differential equations using sparse measurements. Over the past few years, significant advancements have been made in the training and optimization of PINNs, covering aspects such as network architectures, adaptive refinement, domain decomposition, and the use of adaptive weights and activation functions. A notable recent development is the Physics-Informed Kolmogorov-Arnold Networks (PIKANS), which leverage a representation model originally proposed by Kolmogorov in 1957, offering a promising alternative to traditional PINNs. In this review, we provide a comprehensive overview of the latest advancements in PINNs, focusing on improvements in network design, feature expansion, optimization techniques, uncertainty quantification, and theoretical insights. We also survey key applications across a range of fields, including biomedicine, fluid and solid mechanics, geophysics, dynamical systems, heat transfer, chemical engineering, and beyond. Lastly, we review computational frameworks and software tools developed by both academia and industry to support PINN research and applications.

Kolmogorov-Arnold networks↗

Machine learning surrogate of physics-based building-stock simulator for end-use load forecasting

Building energy models are used to simulate heat and mass transfer and estimate end-use load in buildings. With the proliferation of solar photovoltaics on residential and commercial buildings, increasingly, buildings are expected to provide grid services, for which accurate and computationally efficient building energy simulations and end-use load prediction are imperative. Existing building energy simulation tools, however, have significant computational overhead that make them less practical in real-time deployment for optimization, design, uncertainty quantification and control in building energy management systems. Here this article presents a data-driven machine learning model based on light gradient boosting method (LightGBM) as a surrogate for a physics-based simulator for residential buildings to predict end-use load. The machine learning based surrogate model accounts for time-series related variables, seasonality and trend component of end-use load, and history of end-use load. The accuracy of the surrogate model is assessed on the prediction of the load profiles of 100 different houses in Cook County, Illinois, USA. The LightGBM surrogate model is shown to reduce the root-mean-squared error by 53% relative to a reference decision tree (DT) based model reported previously in the literature. Moreover, the model predicts the load spikes and high-ramp rate events throughout the year which are often the Achilles heel of other models in the literature. The machine learning based surrogate model is demonstrated to be computationally efficient, with a ten-fold reduction in the computational time compared to a physics-based building energy simulation, and suitable for uncertainty analysis and real-time control of building characteristics in response to uncertainty.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Bayesian modeling of inconsistent plastic response due to material variability

The advent of fabrication techniques such as additive manufacturing has focused attention on the considerable variability of material response due to defects and other microstructural aspects. This variability motivates the development of an enhanced design methodology that incorporates inherent material variability to provide robust predictions of performance. In this work, we develop plasticity models capable of representing the distribution of mechanical responses observed in experiments using traditional plasticity models of the mean response and recently developed uncertainty quantification (UQ) techniques. To account for material response variability through variations in physical parameters, we adapt a recent Bayesian embedded modeling error calibration technique. We use Bayesian model selection to determine the most plausible of a variety of plasticity models and the optimal embedding of parameter variability. To expedite model selection, we develop an adaptive importance-sampling-based numerical integration scheme to compute the Bayesian model evidence. In conclusion, we demonstrate that the new framework provides predictive realizations that are superior to more traditional ones, and how these UQ techniques can be used in model selection and assessing the quality of calibrated physical parameters.

36 MATERIALS SCIENCE↗

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗

Review of multi-fidelity models

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring high-accuracy data is costly or computationally intensive. This review offers a comprehensive analysis of multi-fidelity models, focusing on their applications in scientific and engineering fields, particularly in optimization and uncertainty quantification. It classifies publications on multi-fidelity modeling according to several criteria, including application area, surrogate model selection, types of fidelity, combination methods and year of publication. The study investigates techniques for combining different fidelity levels, with an emphasis on multi-fidelity surrogate models. Here this work discusses reproducibility, open-sourcing methodologies and benchmarking procedures to promote transparency. The manuscript also includes educational toy problems to enhance understanding. Additionally, this paper outlines best practices for presenting multi-fidelity-related savings in a standardized, succinct and yet thorough manner. The review concludes by examining current trends in multi-fidelity modeling, including emerging techniques, recent advancements, and promising research directions.

42 ENGINEERING↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗

D–MOPH–25: diverse MOF–molecule pairs for Henry’s constants prediction

Computational methods like grand-canonical Monte Carlo simulations and machine learning (ML) have accelerated metal–organic frameworks (MOF) exploration but are typically limited to a narrow range of adsorbates due to data availability and force field constraints. In this study, we introduce a dataset of diverse MOF–molecule pairs for Henry’s constant prediction, D–MOPH–25, which systematically explores a diverse chemical space by combining 113 molecular adsorbates with over 5000 MOF structures through an active learning process. D–MOPH–25 constitutes the most diverse adsorbate dataset used in any ML study of molecular adsorption in MOFs to date. Our workflow builds a benchmark for predicting Henry’s constants at 300 K, leveraging conformal prediction for uncertainty quantification. Assessment through Shannon entropy and uniform manifold approximation and projection confirms the comprehensiveness of D–MOPH–25 while highlighting the importance of robust classification to filter out unphysical data points in regression tasks. Although future enhancements in model architecture and sampling criteria could improve predictive performance, our dataset already spans the target space using only 2.31% of total possibilities. This comprehensive dataset facilitates assessment of model generalizability across adsorbate species and can establish a foundation for high-throughput MOF screening and ML-driven separation processes.

active learning↗

Weighted greedy-optimal design of computer experiments for kernel-based and Gaussian process model emulation and calibration

This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.

97 MATHEMATICS AND COMPUTING↗

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗