Goal-oriented adaptive modeling of random heterogeneous media and model-based multilevel Monte Carlo methods
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Scarabosio, Laura (ORCID:0000000309061179)↗
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Results for “Goal-oriented adaptivity”
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Goal-Oriented Adaptivity and Multilevel Preconditioning for the Poisson-Boltzmann Equation.
Abstract Not Provided
Bond, Stephen D↗
Adaptive Bayesian Inference for Prediction
Performing rigorous predictive simulation necessitates that all available data be incorporated into the modeling process in order to accurately quantify uncertainties in predictions of the model. Statistical Bayesian inference is the most commonly used approach for incorporating data into uncertainty estimates. Statistical Bayesian inference uses data and an assumed error model to inform posterior distributions of model input variables and model discrepancies. An explicit characterization of the posterior distribution is not formed, but rather methods such as Markov chain Monte-Carlo (MCMC) are used to draw samples from the posterior. These samples are then used to evaluate statistics, such as integrals, of predicted quantities of interest (QoI). Recently the authors have developed an alternative reformulation of Bayesian inference based upon a measure-theoretic inversion technique. Unlike traditional statistical Bayesian inference, this reformulation allows us to directly interrogate the posterior distribution and, consequently, to generate samples from the posterior without MCMC. In this work we use forward propagation uncertainty quantification techniques to reduce the cost of approximating the posterior distribution. Specifically we investigate goal-oriented adaptive sparse grid approximation methods. These adaptive methods concentrate high-fidelity model evaluations in regions of the parameter space that both significantly contribute to the uncertainty in specified QoI and are informed by the available data. Numerical results are presented to compare our approach with the standard statistical Bayesian approach and to demonstrate the effectiveness of the goal-oriented adaptivity.
97 MATHEMATICS AND COMPUTING↗
Large-scale 3D geoelectromagnetic modeling using parallel adaptive high-order finite element method
Here, we have investigated the use of the adaptive high-order finite-element method (FEM) for geoelectromagnetic modeling. Because high-order FEM is challenging from the numerical and computational points of view, most published finite-element studies in geoelectromagnetics use the lowest order formulation. Solution of the resulting large system of linear equations poses the main practical challenge. We have developed a fully parallel and distributed robust and scalable linear solver based on the optimal block-diagonal and auxiliary space preconditioners. The solver was found to be efficient for high finite element orders, unstructured and nonconforming locally refined meshes, a wide range of frequencies, large conductivity contrasts, and number of degrees of freedom (DoFs). Furthermore, the presented linear solver is in essence algebraic; i.e., it acts on the matrix-vector level and thus requires no information about the discretization, boundary conditions, or physical source used, making it readily efficient for a wide range of electromagnetic modeling problems. To get accurate solutions at reduced computational cost, we have also implemented goal-oriented adaptive mesh refinement. The numerical tests indicated that if highly accurate modeling results were required, the high-order FEM in combination with the goal-oriented local mesh refinement required less computational time and DoFs than the lowest order adaptive FEM.
58 GEOSCIENCES↗
An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk
Many physical systems are modeled using partial differential equations (PDEs) with uncertain or random inputs. For such systems, naively propagating a fixed number of samples of the input probability law (or an approximation thereof) through the PDE is often inadequate to accurately quantify the "risk" associated with critical system responses. In this paper, we develop a goal-oriented, adaptive sampling and local reduced basis approximation for PDEs with random inputs. Our method determines a set of samples and an associated (implicit) Voronoi partition of the parameter domain on which we build local reduced basis approximations of the PDE solution. The samples are selected in an adaptive manner using an a posteriori error indicator. A notable advantage of the proposed approach is that the computational cost of the approximation during the adaptive process remains constant. We provide theoretical error bounds for our approximation and numerically demonstrate the performance of our method when compared to widely used adaptive sparse grid techniques. In addition, we tailor our approach to accurately quantify the risk of quantities of interest that depend on the PDE solution. We demonstrate our method on an advection-diffusion example and a Helmholtz example. Keywords: stochastic partial differential equation, adaptive sampling, reduced basis, a posteriori error estimation, coherent risk measure, conditional value-at-risk.
42 ENGINEERING↗
Discrete Goal-Oriented Error Estimation and Mesh Adaptation for Finite Deformation Elastoplasticity
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Granzow, Brian Neal [Sandia National Laboratories ↗
Breaking Computational Barriers: Real-time Analysis and Optimization with Large-scale Nonlinear Models via Model Reduction
Model reduction for dynamical systems is a promising approach for reducing the computational cost of large-scale physics-based simulations to enable high-fidelity models to be used in many- query (e.g., Bayesian inference) and near-real-time (e.g., fast-turnaround simulation) contexts. While model reduction works well for specialized problems such as linear time-invariant systems, it is much more difficult to obtain accurate, stable, and efficient reduced-order models (ROMs) for systems with general nonlinearities. This report describes several advances that enable nonlinear reduced-order models (ROMs) to be deployed in a variety of time-critical settings. First, we present an error bound for the Gauss-Newton with Approximated Tensors (GNAT) nonlinear model reduction technique. This bound allows the state-space error for the GNAT method to be quantified when applied with the backward Euler time-integration scheme. Second, we present a methodology for preserving classical Lagrangian structure in nonlinear model reduction. This technique guarantees that important properties--such as energy conservation and symplectic time-evolution maps--are preserved when performing model reduction for models described by a Lagrangian formalism (e.g., molecular dynamics, structural dynamics). Third, we present a novel technique for decreasing the temporal complexity --defined as the number of Newton-like iterations performed over the course of the simulation--by exploiting time-domain data. Fourth, we describe a novel method for refining projection-based reduced-order models a posteriori using a goal-oriented framework similar to mesh-adaptive h -refinement in finite elements. The technique allows the ROM to generate arbitrarily accurate solutions, thereby providing the ROM with a 'failsafe' mechanism in the event of insufficient training data. Finally, we present the reduced-order model error surrogate (ROMES) method for statistically quantifying reduced- order-model errors. This enables ROMs to be rigorously incorporated in uncertainty-quantification settings, as the error model can be treated as a source of epistemic uncertainty. This work was completed as part of a Truman Fellowship appointment. We note that much additional work was performed as part of the Fellowship. One salient project is the development of the Trilinos-based model-reduction software module Razor , which is currently bundled with the Albany PDE code and currently allows nonlinear reduced-order models to be constructed for any application supported in Albany. Other important projects include the following: 1. ROMES-equipped ROMs for Bayesian inference: K. Carlberg, M. Drohmann, F. Lu (Lawrence Berkeley National Laboratory), M. Morzfeld (Lawrence Berkeley National Laboratory). 2. ROM-enabled Krylov-subspace recycling: K. Carlberg, V. Forstall (University of Maryland), P. Tsuji, R. Tuminaro. 3. A pseudo balanced POD method using only dual snapshots: K. Carlberg, M. Sarovar. 4. An analysis of discrete v. continuous optimality in nonlinear model reduction: K. Carlberg, M. Barone, H. Antil (George Mason University). Journal articles for these projects are in progress at the time of this writing.
97 MATHEMATICS AND COMPUTING↗
Ecohydrology of urban environments
Urban watersheds include a gradient of highly managed to unmanaged ecosystems that vary in vegetation cover, built and natural drainage systems, and impervious cover. A distinct difference to undeveloped ecosystems is the dominance of material and energy import and export, the disruption of natural catenae, the covariation of soils, terrain and canopy conditions. In this chapter, we discuss the distinct characteristics of urban ecohydrology compared to non-urban systems. We also investigate emergent principles of unmanaged watersheds that underscore the promotion of ecohydrological resilience, and the need to abstract and adapt these principles to support the goal-oriented restoration of impaired urban ecosystems.
42 ENGINEERING↗
Linearization errors in discrete goal-oriented error estimation
This paper is concerned with goal-oriented a posteriori error estimation for nonlinear functionals in the context of nonlinear variational problems solved with continuous Galerkin finite element discretizations. A two-level, or discrete, adjoint-based approach for error estimation is considered. The traditional method to derive an error estimate in this context requires linearizing both the nonlinear variational form and the nonlinear functional of interest which introduces linearization errors into the error estimate. In this paper, we investigate these linearization errors. In particular, we develop a novel discrete goal-oriented error estimate that accounts for traditionally neglected nonlinear terms at the expense of greater computational cost. We demonstrate how this error estimate can be used to drive mesh adaptivity. Here, we show that accounting for linearization errors in the error estimate can improve its effectivity for several nonlinear model problems and quantities of interest. We also demonstrate that an adaptive strategy based on the newly proposed estimate can lead to more accurate approximations of the nonlinear functional with fewer degrees of freedom when compared to uniform refinement and traditional adjoint-based approaches.
42 ENGINEERING↗
A new adaptive modeling strategy based on optimal control for atomic-to-continuum coupling simulations
A new adaptive method based on an optimal control approach is proposed for adaptive modeling of an atomic-to-continuum coupling method constructed from the Arlequin framework. The coupling method provides for an approximation of the solution to a fully atomic model in which errors may arise due to the misplacement of the overlap region. The objective is thus to determine, a posteriori, the best position of this overlap region. More precisely, the problem is to find the optimal size of the atomic region that one needs to consider in the coupled formulation in order to accurately estimate predefined quantities of interest. In this new adaptive process, the position of the overlapping domain between the two models is conveniently parameterized and iteratively determined by searching for the optimal parameters. The performance of the method is demonstrated on one-dimensional and two-dimensional test problems. In particular, it is observed that the approach yields better convergence with respect to quantities of interest when compared to a classical adaptive approach based on a posteriori estimates of the modeling error.
97 MATHEMATICS AND COMPUTING↗
A Dynamically Reconfigurable System for Closed-Loop Measurements of Network Traffic
Streaming network traffic measurement and analysis is critical for detecting and preventing any real-time anomalies in the network. The high speeds and complexity of today's networks, coupled with ever evolving threats, necessitate closing of the loop between measurements and their analysis in real time. The ensuing system demands high levels of programmability and processing where streaming measurements adapt to the changing network behavior in a goal-oriented manner. In this work, we exploit the features and requirements of the problem and develop an application-specific FPGA-based closed-loop measurement (CLM) system. We make novel use of fine-grained partial dynamic reconfiguration (PDR) as underlying reprogramming paradigm, performing low-latency just-in-time compiled logic changes in FPGA fabric corresponding to the dynamic measurement requirements. Our innovative dynamically reconfigurable socket offers 3× logic savings over conventional static solutions, while offering much reduced reconfiguration latencies over conventional PDR mechanisms. Here, we integrate multiple sockets in a highly parallel CLM framework and demonstrate its effectiveness in identifying heavy flows in streaming network traffic. The results using an FPGA prototype offer 100 percent detection accuracy while sustaining increasing link speeds.
97 MATHEMATICS AND COMPUTING↗
Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems
We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of the solution error [A. Mugler and H.-J. Starkloff, ESAIM Math. Model. Numer. Anal., 47 (2013), pp. 1237--1263]. As a remedy for this, we propose a novel stochatic least-squares Petrov--Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weighted $\ell^2$-norm of the residual over all solutions in a given finite-dimensional subspace. Moreover, the method can be adapted to minimize the solution error in different weighted $\ell^2$-norms by simply applying a weighting function within the least-squares formulation. In addition, a goal-oriented seminorm induced by an output quantity of interest can be minimized by defining a weighting function as a linear functional of the solution. We establish optimality and error bounds for the proposed method, and extensive numerical experiments show that the weighted LSPG method outperforms other spectral methods in minimizing corresponding target weighted norms.
97 MATHEMATICS AND COMPUTING↗
Toward implementing autonomous adaptive data acquisition for scanning hyperspectral imaging of biological systems
Autonomous experimentation is an emerging area of research, primarily related to autonomous vehicles, scientific combinatorial discovery approaches in materials science and drug discovery, and iterative research loops of planning, experimentation, and analysis. However, autonomous approaches developed in these contexts are difficult to apply to high-dimensional mapping technologies, such as scanning hyperspectral imaging of biological systems, due to sample complexity and heterogeneity. We briefly cover the history of adaptive sampling algorithms and surrogate modeling in order to define autonomous adaptive data acquisition as an objective-based, flexible building block for future biological imaging experimentation driven by intelligent infrastructure. We subsequently summarize the recent implementations of autonomous adaptive data acquisition (AADA) for scanning hyperspectral imaging, assess how these address the difficulties of autonomous approaches in hyperspectral imaging, and highlight the AADA design variation from a goal-oriented perspective. Finally, we present a modular AADA architecture that embeds AADA-driven flexible building blocks to address the challenge of time resolution for high-dimensional scanning hyperspectral imaging of nonequilibrium dynamical systems. In our example research-driven experimental design case, we propose an AADA infrastructure for time-resolved, noninvasive, and label-free scanning hyperspectral imaging of living biological systems. This AADA infrastructure can accurately target the correct state of the system for experimental workflows that utilize subsequent expensive, high-information-content analytical techniques.
59 BASIC BIOLOGICAL SCIENCES↗
Enabling Predictive Simulation and UQ of Complex Multiphysics PDE Systems by the Development of Goal-Oriented Variational Sensitivity Analysis and a-Posteriori Error Estimation Methods
This project addressed the challenge of predictive computational analysis of strongly coupled, highly nonlinear multiphysics systems characterized by multiple physical phenomena that span a large range of length- and time-scales. Specifically, the project was focused on computational estimation of numerical error and sensitivity analysis of computational solutions with respect to variations in parameters and data. In addition, the project investigated the use of accurate computational estimates to guide efficient adaptive discretization. The project developed, analyzed and evaluated new variational adjoint-based techniques for integration, model, and data error estimation/control and sensitivity analysis, in evolutionary multiphysics multiscale simulations.
97 MATHEMATICS AND COMPUTING↗
Stochastic goal-oriented error estimation with memory
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Rapid Bayesian High Entropy Alloy Designs Fabricated via Wire Arc Additive Manufacturing
Purpose: This project seeks to demonstrate a new high-throughput (rapid) alloy design technique applied to creating new high entropy alloys (HEAs) for extreme environments. High entropy alloys shift the design paradigm from being focused on a single principal element (e.g. nickel-based alloys) to target alloys that include high atomic fractions (X >10%) of multiple elements. These HEA materials can exhibit sluggish diffusion and enhanced corrosion resistance, ideal for potential applications in advanced ultra supercritical (A-USC) steam cycles for power generation. Scope: The addition of multiple elements in high atomic fractions creates an enormous design space that cannot easily be investigated by traditional material design strategies such as designed of experiments (DOE). This project utilizes a Bayesian machine learning algorithm that has been modified to work with calculation of phase diagrams (CALPHAD) software. This Bayesian algorithm reduces manual inputs and increase the likelihood of achieving an optimal solution. Compositional inputs to this algorithm will be assessed using existing material property models for high temperature strength and corrosion resistance. The target for alloy performance will be a 15% (~100 ⁰C) increase in allowable service temperature beyond heat-resistant stainless steels while maintaining or improving alloy cost and corrosion resistance. Haynes 230 was selected as a baseline, which is 57 wt% Ni with 22 wt% Cr 14 wt% W, and 2 wt% Mo as solid solution strengtheners. In addition to rapid design via Bayesian machine learning, the alloys were rapidly fabricated using a multi-wire arc additive manufacturing (mWAAM) technique which allows for precise control of alloy composition and assessing of alloy design “windows” to study composition effects. Build speeds for wire-arc additive processes are among the highest for additive technologies enabling rapid and reliable sample fabrication when compared to conventional methods such as arc button melting. The mWAAM samples will be rapidly characterized via instrumented indentation for room temperature modulus and strength and for elevated temperature strength via hot hardness tests. After being screened with hardness testing, potential alloys will be further evaluated with conventional microscopy techniques including scanning electron microscopy (SEM) and transmission electron microscopy (TEM) to assess agreement with modeling results. The most promising compositions will also be evaluated by printing full sized tensile specimens for mechanical behavior tests at elevated temperatures. Results: Bayesian machine learning of a single performance function was initially used to optimize five performance metrics: 1) single phase stability, 2) yield strength, 3) creep resistance (low diffusion coefficient), 4) freezing range (weldability), and 5) material cost. The single performance function was suboptimal as assumptions had to be made about the results while formulating the optimization. A goal-oriented Bayesian optimization strategy (Hanaoka, 2021) was implemented with CALPHAD for use with the five metrics above. This multi-objective Bayesian optimization (MOBO) enabled the design of NiCrCoFe alloys with V and W additions. A base composition of NiCoCr was selected as Ni provides a stable FCC matrix, Cr aids corrosion/oxidation resistance, and Co is a solid-solutions strengthener that also improves creep by increasing the activation energy. Fe helps reduce diffusion coefficients and cost. Finally, V and W were selected for their reasonable solubility and high atomic misfit to aid in solid solution strengthening. Cracking of the mWAAM specimens was an early issue, and the Easton solidification cracking model (Easton et al., 2014a) was selected for addition to the MOBO function. High performing alloys fabricated by mWAAM included Ni 28 Cr 25 Co 26 Fe 15 V 8 and Ni 62 Cr 18 Co 1 Fe 3 W 15 . It was observed that even after adapting the mWAAM process for W, the W did not fully dissolve. To fully evaluate the Ni 62 Cr 18 Co 1 Fe 3 W 15 composition, a cored wire (80-20 NiCr sheath/powder core) was manufactured and printed via WAAM, and HIP’ing was utilized to homogenize and densify the printed alloy. The V and W alloys produced met metrics 1 (solid solution), 4 (solidification cracking), and 5 (cost). However, an unmodeled mechanism of thermal stress cracking was identified in the WAAM produced materials, perhaps exacerbated by the lack of grain boundary strengthening elements (B, C). Conclusions & Recommendations: A high-throughput (rapid) alloy design technique was applied to designing and manufacturing new high entropy alloys (HEAs) for extreme environments utilizing MOBO and mWAAM. The developed process was rapid and effective in addressing the mechanisms included in the model. The lack of grain boundary strengthening element additions (e.g., B, C) was a simplification that likely produced thermal stress cracking that turned into a large part of the investigation. Additions on the order of 0.005 wt% B and 0.05 wt% C likely would have minimized thermal stress grain boundary cracking. Overall, the high throughput design strategy is promising for rapid design of metrics-driven alloys for advanced ultra supercritical (A-USC) steam cycles for power generation. The MOBO and mWAAM process could be commercialized to accelerate metrics-driven alloy design. In addition, the cored-wire process utilized for scale-up is a promising high-volume process for WAAM alloy development and scale-up.
36 MATERIALS SCIENCE↗