Randomized physics-informed neural networks for Bayesian data assimilation
Not Available
42 ENGINEERING↗
SEARCH · Search NASA
Results for “Bayesian data assimilation”
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.
Estimation of stagnation performance metrics in magnetized liner inertial fusion experiments using Bayesian data assimilation
Here we present a new analysis methodology that allows for the self-consistent integration of multiple diagnostics including nuclear measurements, x-ray imaging, and x-ray power detectors to determine the primary stagnation parameters, such as temperature, pressure, stagnation volume, and mix fraction in magnetized liner inertial fusion (MagLIF) experiments. The analysis uses a simplified model of the stagnation plasma in conjunction with a Bayesian inference framework to determine the most probable configuration that describes the experimental observations while simultaneously revealing the principal uncertainties in the analysis. We validate the approach by using a range of tests including analytic and three-dimensional MHD models. An ensemble of MagLIF experiments is analyzed, and the generalized Lawson criterion χ is estimated for all experiments.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Towards Z-Next: The Integration of Theory, Experiments, and Computational Simulation in a Bayesian Data Assimilation Framework
Making reliable predictions in the presence of uncertainty is critical to high-consequence modeling and simulation activities, such as those encountered at Sandia National Laboratories. Surrogate or reduced-order models are often used to mitigate the expense of performing quality uncertainty analyses with high-fidelity, physics-based codes. However, phenomenological surrogate models do not always adhere to important physics and system properties. This project develops surrogate models that integrate physical theory with experimental data through a maximally-informative framework that accounts for the many uncertainties present in computational modeling problems. Correlations between relevant outputs are preserved through the use of multi-output or co-predictive surrogate models; known physical properties (specifically monotoncity) are also preserved; and unknown physics and phenomena are detected using a causal analysis. By endowing surrogate models with key properties of the physical system being studied, their predictive power is arguably enhanced, allowing for reliable simulations and analyses at a reduced computational cost.
97 MATHEMATICS AND COMPUTING↗
Simultaneous inference of multiple stagnation performance metrics in MagLIF Experiments using Bayesian Data Assimilation .
Abstract not provided.
Knapp, Patrick↗
Bayesian Data Assimilation for Pulsed Power Driven Fusion and HED Applications.
Abstract not provided.
Knapp, Patrick↗
An improved framework for the dynamic likelihood filtering approach to data assimilation
Here, we propose improvements to the Dynamic Likelihood Filter (DLF), a Bayesian data assimilation filtering approach, specifically tailored to wave problems. The DLF approach was developed to address the common challenge in the application of data assimilation to hyperbolic problems in the geosciences and in engineering, where observation systems are sparse in space and time. When these observations have low uncertainties, as compared to model uncertainties, the DLF exploits the inherent nature of information and uncertainties to propagate along characteristics to produce estimates that are phase aware as well as amplitude aware, as would be the case in the traditional data assimilation approach. Along characteristics, the stochastic partial differential equations underlying the linear or nonlinear stochastic dynamics are differential equations. This study focuses on developing the explicit challenges of relating dynamics and uncertainties in the Eulerian and Lagrangian frames via dynamic Gaussian processes. It also implements the approach using the ensemble Kalman filter (EnKF) and compares the DLF approach to the conventional one with respect to wave amplitude and phase estimates in linear and nonlinear wave problems. Numerical comparisons show that the DLF/EnKF outperforms the EnKF estimates, when applied to linear and nonlinear wave problems. This advantage is particularly noticeable when sparse, low uncertainty observations are used.
97 MATHEMATICS AND COMPUTING↗
Data assimilation in operator algebras
We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a nonabelian operator algebra, which provides a representation of observables by multiplication operators and probability densities by density operators (quantum states). In the algebraic approach, the forecast step of data assimilation is represented by a quantum operation induced by the Koopman operator of the dynamical system. Moreover, the analysis step is described by a quantum effect, which generalizes the Bayesian observational update rule. Projecting this formulation to finite-dimensional matrix algebras leads to computational schemes that are i) automatically positivity-preserving and ii) amenable to consistent data-driven approximation using kernel methods for machine learning. Moreover, these methods are natural candidates for implementation on quantum computers. Applications to the Lorenz 96 multiscale system and the El Niño Southern Oscillation in a climate model show promising results in terms of forecast skill and uncertainty quantification.
97 MATHEMATICS AND COMPUTING↗
Development and application of marginal likelihood optimization for integral parameter adjustment
When adjusting nuclear data with integral experiments, care must be taken that spurious adjustments are not made by assimilating poorly characterized integral parameters. If there are unaccounted for biases or poorly estimated uncertainties in the calculated and experimental values for an integral parameter, the Bayesian data assimilation may adjust the nuclear data in a manner that does not reflect the physics of the integral parameter. To identify and lessen the impact of these inconsistent integral parameters, in this study we present a Marginal Likelihood Optimization algorithm. In a data-driven way, the marginalized likelihood is used to modulate hyperparameter terms that decrease the influence of inconsistent integral parameters on the adjustment. The advantage of this approach over other methods in the literature is that it incorporates correlation information and does not remove an integral parameter from the adjustment. Herein, we present and motivate the algorithm, and apply it to an integral data assimilation case study.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.
97 MATHEMATICS AND COMPUTING↗
Stochastic modeling and statistical calibration with model error and scarce data
This paper introduces a procedure to assess the predictive accuracy of stochastic models subject to model error and sparse data. Model error is introduced as uncertainty on the coefficients of appropriate polynomial chaos expansions (PCE). The error associated with finite sample size allows us to conceive of these coefficients as statistics of the data that we describe as random variables whose influence on output quantities of interest is evaluated through the extended polynomial chaos expansion (EPCE). A Bayesian data assimilation scheme is introduced to update these expansions by considering the resulting nested chaos expansion as a hierarchical probabilistic model. Stochastic models of quantities of interest (QoI) are thus constructed and efficiently evaluated. Here, the Metropolis–Hastings Markov chain Monte Carlo procedure is used to sample the posterior. Two illustrative analytical and numerical problems are used to demonstrate the proposed approach.
Bayesian inference↗
Advancing quantitative models of soil microbiology, ecology, and biochemistry
Rapid advances in soil biology are increasingly reflected in mathematical models. From molecular to global scales, models contribute to fundamental understanding and prediction of critical soil processes, such as carbon sequestration. Recent models explicitly incorporate microbial control over soil carbon and nutrient cycling, an approach that offers greater biological realism but raises new challenges in model parameterization and stability. Although they have proliferated at community and ecosystem scales, microbial-explicit models have yet to be incorporated into most Earth system models. Applying soil models across scales requires integration with data to support parameterization and validation using approaches such as Bayesian data assimilation. In conclusion, to catalyze future progress, we recommend breaking down barriers between modeling and empirical disciplines while broadening access to the computational infrastructure that supports soil biological modeling.
Xie, Wally↗
Optimizing Carbon Cycle Parameters Drastically Improves Terrestrial Biosphere Model Underestimates of Dryland Mean Net CO 2 Flux and its Inter-Annual Variability
Drylands occupy ~40% of the land surface and are thought to dominate global carbon (C) cycle inter-annual variability (IAV). Therefore, it is imperative that global terrestrial biosphere models (TBMs), which form the land component of IPCC earth system models, are able to accurately simulate dryland vegetation and biogeochemical processes. However, compared to more mesic ecosystems, TBMs have not been widely tested or optimized using in situ dryland CO 2 fluxes. Here, for this work, we address this gap using a Bayesian data assimilation system and 89 site-years of daily net ecosystem exchange (NEE) data from 12 southwest US Ameriflux sites to optimize the C cycle parameters of the ORCHIDEE TBM. The sites span high elevation forest ecosystems, which are a mean sink of C, and low elevation shrub and grass ecosystems that are either a mean C sink or “pivot” between an annual C sink and source. We find that using the default (prior) model parameters drastically underestimates both the mean annual NEE at the forested mean C sink sites and the NEE IAV across all sites. Our analysis demonstrated that optimizing phenology parameters are particularly useful in improving the model's ability to capture both the magnitude and sign of the NEE IAV. At the forest sites, optimizing C allocation, respiration, and biomass and soil C turnover parameters reduces the underestimate in simulated mean annual NEE. Our study demonstrates that all TBMs need to be calibrated for dryland ecosystems before they are used to determine dryland contributions to global C cycle variability and long-term carbon-climate feedbacks.
59 BASIC BIOLOGICAL SCIENCES↗
Liana optical traits increase tropical forest albedo and reduce ecosystem productivity
Lianas are a key growth form in tropical forests. Their lack of self-supporting tissues and their vertical position on top of the canopy make them strong competitors of resources. A few pioneer studies have shown that liana optical traits differ on average from those of colocated trees. Those trait discrepancies were hypothesized to be responsible for the competitive advantage of lianas over trees. Yet, in the absence of reliable modelling tools, it is impossible to unravel their impact on the forest energy balance, light competition, and on the liana success in Neotropical forests. To bridge this gap, we performed a meta-analysis of the literature to gather all published liana leaf optical spectra, as well as all canopy spectra measured over different levels of liana infestation. We then used a Bayesian data assimilation framework applied to two radiative transfer models (RTMs) covering the leaf and canopy scales to derive tropical tree and liana trait distributions, which finally informed a full dynamic vegetation model. According to the RTMs inversion, lianas grew thinner, more horizontal leaves with lower pigment concentrations. Those traits made the lianas very efficient at light interception and significantly modified the forest energy balance and its carbon cycle. While forest albedo increased by 14% in the shortwave, light availability was reduced in the understorey (−30% of the PAR radiation) and soil temperature decreased by 0.5°C. Those liana-specific traits were also responsible for a significant reduction of tree (−19%) and ecosystem (−7%) gross primary productivity (GPP) while lianas benefited from them (their GPP increased by +27%). This study provides a novel mechanistic explanation to the increase in liana abundance, new evidence of the impact of lianas on forest functioning, and paves the way for the evaluation of the large-scale impacts of lianas on forest biogeochemical cycles.
Félicien Meunier↗
Preliminary Results on Bayesian Inverse UQ for OECD/NEA WPNCS Subgroup 14 Benchmark Exercise for Error Recovery and Experimental Coverage
The Organization for Economic Cooperation and Development (OECD) Working Party on Nucelar Criticality Safety (WPNCS) has proposed a benchmark exercise representative of neutronic behavior in criticality experiments. Here, the goal is to develop confidence in data assimilation techniques used to adjust nuclear data. Participants are given synthetic experimental models with associated measured data and asked to estimate the model parameters given the model and measurements as well as provide predictions for separate application models. In this work, we performed data assimilation using Bayesian inverse Uncertainty Quantification (UQ) with machine learning surrogate models to produce posterior parameter distributions for the requested parameters and posterior predictive distributions for the requested responses. Several experimental models are shown to insufficiently inform the posterior parameter distributions for the applications involved. However, given sufficient experimental data, posterior parameter estimates yielded reduced uncertainty in the response predictions of interest while covering the experimental data.
Bayesian Inference↗
An entropy-based debiasing approach to quantifying experimental coverage for novel applications of interest in the nuclear community
This manuscript proposes a novel information-theoretic approach to the quantification of experimental relevance, i.e., coverage, to achieve optimal data assimilation results for nuclear engineering applications. Specifically, this work posits the need for a new metric, called coverage (q C ) of an application’s quantity of interest, i.e., eigenvalue or power peaking for an advanced reactor concept, defined herein as the theoretically maximum achievable reduction in the quantity’s uncertainty given measurements from a pool of experiments in a manner that is independent of the data assimilation procedure employed. Currently, reduction in a quantity’s uncertainty is strongly biased by the underlying assumptions of the assimilation procedure to account for the under-determined nature of such problems and the similarity criterion employed to identify relevant experiments. To address this challenge, this work has developed a coverage metric, q C , based on mutual information, which establishes a new conceptual framework for assessing coverage, one that is independent of the model parameters and responses degree of variations in both the experimental and application domains, i.e., linear vs non-linear, and their prior uncertainty distributions, i.e., Gaussian vs. non-Gaussian. The q C is an entropic measure capable of addressing coverage for general nonlinear problems with non-Gaussian uncertainties and inclusive of the measurement uncertainties from multiple experiments. Numerical experiments from manufactured analytical problems as well as a set of benchmarks from the ICSBEP handbook are employed to demonstrate its theoretical and practical performance as compared to the c k -based experiment selection methodology, commonly employed in the neutronic community. The manuscript then employs other well-known adaptations to existing data assimilation methodologies for nonlinear and non-Gaussian problems capable of achieving the coverage posited by q C .
Bayesian data assimilation↗
Integration of seismic-pressure-petrophysics inversion of continuous active-seismic monitoring data for monitoring and quantifying CO 2 plume (Final Report)
The overall objective of this project is to develop and validate an integrated package of joint seismic-pressure-petrophysics inversion (jSPPI) of continuous active-source seismic monitoring dataset capable of providing real-time monitoring of CO 2 plume during geologic carbon sequestration (GCS). The three specific developments include: (a) the methodologies for fast seismic full waveform inversion of continuous active source seismic monitoring, (CASSM) datasets for simultaneously estimating velocity and attenuation, and with data assimilation; (b) joint Bayesian petrophysical inversion of seismic models and pressure data for providing and updating CO 2 saturation models; (c) the methods using multiple datasets including (Crainfield and Frio-II borehole) synthetic, laboratory, and field CASSM datasets. The outcomes of jSPPI include (a) a workflow for processing CASSM data, (b) Bayesian inversion algorithms using CASSM data and pressure response data, and (c) integration with data assimilation algorithms for continuously updating site-specific models used for prediction and reservoir management. The validation of joint FWI will be conducted using synthetic models based on the Cranfield and Frio experiments as well as field CASSM datasets collected as part of the Frio-II pilot injection. To quantify and map the mass and distribution of CO 2 (saturation), we will jointly invert velocity and attenuation measurements from the FWI with a Bayesian approach using a rock physics model for attenuation (e.g., White’s attenuation model with two selected patch sizes (White, 1976; Dutta and Seriff, 1979)). The Bayesian inversion will be applied to each time step in the CASSM survey in an updating scheme, which integrates with an ensemble of reservoir simulations at each step. A more complete experimental validation dataset will be collected as part of a mesoscale (2-3 m) gas-CO 2 injection experiment utilizing a higher frequency version of the CASSM system developed for laboratory studies; the integrated inversion will be demonstrated using this dataset which will provide both a dense geometry as well as more precise secondary confirmation measurements (e.g. saturation) typically not available in the field. The resulting real-time map of CO 2 saturation is able to provide a deeper scientific understanding of the complex, time-varying dynamics of subsurface fluid flow migration path as well as the rapid detection of CO 2 leakage hazards.
25 ENERGY STORAGE↗
Physics Informed Neural Networks as Computational Physics Emulators
This report is a brief overview and evaluation of Physics Informed Neural Networks (PINNs). Karniadakis and co-workers, e.g., Karniadakis et al. (2021) assert that the PINNs approach integrates seamlessly both data and mathematical physics models, even in partially understood, uncertain and high-dimensional contexts. They further claim that PINNs are effective and efficient for ill-posed and inverse problems, and when combined with domain decomposition, are scalable to large problems and a tool to discover hidden physics. While they demonstrate the capabilities in specific academic instances, their overarching claims about PINNs seem to be an overstatement, at least at the current time. We have briefly considered a few of the limitations of PINNs in this investigation. It is not clear to us if the PINNs approach can ever be competitive with approaches that use specialized algorithms to achieve high-accuracy solutions of governing equations and other techniques that can combine observational data with such solutions. As an example of the latter, consistent with the principles of Bayesian inference, data assimilation, or more generally data-model fusion, is a process that fuses observational data typically with a computational model that respects certain constraints such as conservation laws. For example, improvements in observational network combined with data assimilation have been key in improving weather predictions over the past four decades Kalnay (2003).
97 MATHEMATICS AND COMPUTING↗
Ensemble variational Fokker-Planck methods for data assimilation
Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.
97 MATHEMATICS AND COMPUTING↗