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A new surrogate modeling technique combining Kriging and polynomial chaos expansions – Application to uncertainty analysis in computational dosimetry
In numerical dosimetry, the recent advances in high performance computing led to a strong reduction of the required computational time to assess the specific absorption rate (SAR) characterizing the human exposure to electromagnetic waves. However, this procedure remains time-consuming and a single simulation can request several hours. As a consequence, the influence of uncertain input parameters on the SAR cannot be analyzed using crude Monte Carlo simulation. The solution presented here to perform such an analysis is surrogate modeling. This paper proposes a novel approach to build such a surrogate model from a design of experiments. Considering a sparse representation of the polynomial chaos expansions using least-angle regression as a selection algorithm to retain the most influential polynomials, this paper proposes to use the selected polynomials as regression functions for the universal Kriging model. The leave-one-out cross validation is used to select the optimal number of polynomials in the deterministic part of the Kriging model. The proposed approach, called LARS-Kriging-PC modeling, is applied to three benchmark examples and then to a full-scale metamodeling problem involving the exposure of a numerical fetus model to a femtocell device. The performances of the LARS-Kriging-PC are compared to an ordinary Kriging model and to a classical sparse polynomial chaos expansion. The LARS-Kriging-PC appears to have better performances than the two other approaches. A significant accuracy improvement is observed compared to the ordinary Kriging or to the sparse polynomial chaos depending on the studied case. This approach seems to be an optimal solution between the two other classical approaches. A global sensitivity analysis is finally performed on the LARS-Kriging-PC model of the fetus exposure problem.
A kriging and entropy-based approach to raingauge network design
Highlights: • A kriging and entropy theory-based approach is developed for gauge network design. • The method considers both minimum estimating error andoptimum rainfall information. • The best combination is verified to be effectiveto achieve final goals. Hydrological data, such as precipitation, is fundamental for planning, designing, developing, and managing water resource projects as well as for hydrologic research. An optimal raingauge network leads to more accurate estimates of mean or point precipitation at any site over the watershed. Some studies in the past have suggested increasing gauge network density for reducing the estimation error. However, more stations mean more cost of installation and monitoring. This study proposes an approach on the basis of kriging and entropy theory to determine an optimal network design in the city of Shanghai, China. Unlike the past studies using kriging interpolation and entropy theory for network design, the approach developed in the current study not only used the kriging method as an interpolator to determine rainfall data at ungauged locations but also incorporated the minimum kriging standard error (KSE) and maximum net information (NI) content. The approach would thus lead to an optimal network and would enable the reduction of kriging standard error of precipitation estimates throughout the watershed and achieve an optimum rainfall information. This study also proposed an NI-KSE-based criterion which is dependent on a single-objective optimization. To evaluate the final optimal gauge network, areal average rainfall was estimated and its accuracy was compared with that obtained with the existing rain gauge network.
Quantile Kriging R Package
A re-implementation of Quantile Kriging. Quantile Kriging was described by Matthew Plumlee & Rui Tuo in their 2014 paper "Building Accurate Emulators for Stochastic Simulations via Quantile Kriging." With computational savings when dealing with replication from the recent paper "Practical heteroskedastic Gaussian process modeling for large simulation experiments”, it is now possible to apply Quantile Kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.
Efficient and robust gradient enhanced Kriging emulators.
%E2%80%9CNaive%E2%80%9D or straight-forward Kriging implementations can often perform poorly in practice. The relevant features of the robustly accurate and efficient Kriging and Gradient Enhanced Kriging (GEK) implementations in the DAKOTA software package are detailed herein. The principal contribution is a novel, effective, and efficient approach to handle ill-conditioning of GEK's %E2%80%9Ccorrelation%E2%80%9D matrix, RN%CC%83, based on a pivoted Cholesky factorization of Kriging's (not GEK's) correlation matrix, R, which is a small sub-matrix within GEK's RN%CC%83 matrix. The approach discards sample points/equations that contribute the least %E2%80%9Cnew%E2%80%9D information to RN%CC%83. Since these points contain the least new information, they are the ones which when discarded are both the easiest to predict and provide maximum improvement of RN%CC%83's conditioning. Prior to this work, handling ill-conditioned correlation matrices was a major, perhaps the principal, unsolved challenge necessary for robust and efficient GEK emulators. Numerical results demonstrate that GEK predictions can be significantly more accurate when GEK is allowed to discard points by the presented method. Numerical results also indicate that GEK can be used to break the curse of dimensionality by exploiting inexpensive derivatives (such as those provided by automatic differentiation or adjoint techniques), smoothness in the response being modeled, and adaptive sampling. Development of a suitable adaptive sampling algorithm was beyond the scope of this work; instead adaptive sampling was approximated by omitting the cost of samples discarded by the presented pivoted Cholesky approach.
Evaluation of kriging based surrogate models constructed from mesoscale computations of shock interaction with particles
Macro-scale computations of shocked particulate flows require closure laws that model the exchange of momentum/energy between the fluid and particle phases. Closure laws are constructed in this work in the form of surrogate models derived from highly resolved mesoscale computations of shock-particle interactions. The mesoscale computations are performed to calculate the drag force on a cluster of particles for different values of Mach Number and particle volume fraction. Two Kriging-based methods, viz. the Dynamic Kriging Method (DKG) and the Modified Bayesian Kriging Method (MBKG) are evaluated for their ability to construct surrogate models with sparse data; i.e. using the least number of mesoscale simulations. It is shown that if the input data is noise-free, the DKG method converges monotonically; convergence is less robust in the presence of noise. The MBKG method converges monotonically even with noisy input data and is therefore more suitable for surrogate model construction from numerical experiments. This work is the first step towards a full multiscale modeling of interaction of shocked particle laden flows.
Variational multiscale element-free Galerkin method combined with the moving Kriging interpolation for solving some partial differential equations with discontinuous solutions
Solving partial differential equations with discontinuous solutions is an important challenging problem in numerical analysis. To this end, there are some methods such as finite volume method, discontinuous Galerkin approach and particle technique that are able to solve these problems. In the current paper, the moving Kriging element-free Galerkin method has been combined with the variational multiscale algorithm to obtain acceptable and high-resolution solutions. For testing this technique, we select some PDEs with discontinuous solution such as Burgers’, Sod’s shock tube, advection–reaction–diffusion, Kuramoto–Sivashinsky, Boussinesq and shallow water equations. First, we obtain a time-discrete scheme by approximating time derivative via finite difference technique. Then we introduce the moving Kriging interpolation and also obtain their shape functions. We use the element-free Galerkin method for approximating the spatial derivatives. This method uses a weak form of the considered equation that is similar to the finite element method with the difference that in the classical element-free Galerkin method test and trial functions are moving least squares approximation (MLS) shape functions. Since the shape functions of moving least squares (MLS) approximation do not have Kronecker delta property, we cannot implement the essential boundary condition, directly. Thus, we employ the shape functions of moving Kriging interpolation and radial point interpolation technique which have the mentioned property. Also, in the element-free Galekin method, we do not use any triangular, quadrangular or other type of meshes. The element-free Galerkin method is a global method while finite element method is a local one. This technique employs a background mesh for integration which makes it different from the truly mesh procedures. Several test problems are solved and numerical simulations are reported which confirm the efficiency of the proposed schemes.
Advances in Kriging-Based Autonomous X-Ray Scattering Experiments
Autonomous experimentation is an emerging paradigm for scientific discovery, wherein measurement instruments are augmented with decision-making algorithms, allowing them to autonomously explore parameter spaces of interest. We have recently demonstrated a generalized approach to autonomous experimental control, based on generating a surrogate model to interpolate experimental data, and a corresponding uncertainty model, which are computed using a Gaussian process regression known as ordinary Kriging (OK). We demonstrated the successful application of this method to exploring materials science problems using x-ray scattering measurements at a synchrotron beamline. Here, we report several improvements to this methodology that overcome limitations of traditional Kriging methods. The variogram underlying OK is global and thus insensitive to local data variation. We augment the Kriging variance with model-based measures, for instance providing local sensitivity by including the gradient of the surrogate model. As with most statistical regression methods, OK minimizes the number of measurements required to achieve a particular model quality. However, in practice this may not be the most stringent experimental constraint; e.g. the goal may instead be to minimize experiment duration or material usage. We define an adaptive cost function, allowing the autonomous method to balance information gain against measured experimental cost. We provide synthetic and experimental demonstrations, validating that this improved algorithm yields more efficient autonomous data collection.
Assessment of outdoor radiofrequency electromagnetic field exposure through hotspot localization using kriging-based sequential sampling
In this study, a novel methodology is proposed to create heat maps that accurately pinpoint the outdoor locations with elevated exposure to radiofrequency electromagnetic fields (RF-EMF) in an extensive urban region (or, hotspots), and that would allow local authorities and epidemiologists to efficiently assess the locations and spectral composition of these hotspots, while at the same time developing a global picture of the exposure in the area. Moreover, no prior knowledge about the presence of radiofrequency radiation sources (e.g., base station parameters) is required. After building a surrogate model from the available data using kriging, the proposed method makes use of an iterative sampling strategy that selects new measurement locations at spots which are deemed to contain the most valuable information—inside hotspots or in search of them—based on the prediction uncertainty of the model. The method was tested and validated in an urban subarea of Ghent, Belgium with a size of approximately 1 km{sup 2}. In total, 600 input and 50 validation measurements were performed using a broadband probe. Five hotspots were discovered and assessed, with maximum total electric-field strengths ranging from 1.3 to 3.1 V/m, satisfying the reference levels issued by the International Commission on Non-Ionizing Radiation Protection for exposure of the general public to RF-EMF. Spectrum analyzer measurements in these hotspots revealed five radiofrequency signals with a relevant contribution to the exposure. The radiofrequency radiation emitted by 900 MHz Global System for Mobile Communications (GSM) base stations was always dominant, with contributions ranging from 45% to 100%. Finally, validation of the subsequent surrogate models shows high prediction accuracy, with the final model featuring an average relative error of less than 2 dB (factor 1.26 in electric-field strength), a correlation coefficient of 0.7, and a specificity of 0.96. -- Highlights: • We present an iterative measurement and modeling method for outdoor RF-EMF exposure. • Hotspots are rapidly identified, and accurately characterized. • An accurate graphical representation, or heat map, is created, using kriging. • Random validation shows good correlation (0.7) and low relative errors (2 dB)
A Kriging Surrogate Model for Computing Gas Mixture Equations of State
Accurate simulation of the complex flow following the detonation of an explosive material is a challenging problem. In these flows, the detonation products of the explosive must be treated as a real gas while the surrounding air is treated as an ideal gas. As the detonation process unfolds and the blast wave moves into the surrounding ambient air, the products of detonation expand outward and interact with the air creating a mixture region. In this region, both of the state equations for air and the products must be satisfied. One of the most accurate, yet computationally expensive, methods to handle this problem is an algorithm that iterates between the equations of state until both pressure and temperature reach an equilibrium inside of a computational cell. Since this mixture region moves and grows over time, this algorithm must be performed millions, or even billions, of times in a typical detonation simulation. As such, these calculations can account for a large percentage of the overall solution time. This work aims to use a kriging surrogate model to replace this process. The iterative method solves a nonlinear system of equations created from the gas mixture density, internal energy, and composition using a Broyden iterative solver to obtain an output pressure and temperature. Kriging is used to produce curve fits which interpolate selected pressures and temperatures from this solver from appropriate ranges of the mixture input quantities. Using a finite volume hydrocode, the performance of the model with respect to the iterative solver is demonstrated in the simulation of a pentaerythritol tetranitrate (PETN) charge detonation. The model's computational speed and accuracy are quantified as a function of the choice of sampling points in order to try optimize the combination as well as to show the benefits of this novel approach.
Population parametrization of costly black box models using iterations between SAEM algorithm and kriging
In this article we focus on parametrization of black box models from repeated measurements among several individuals (population parametrization). We introduce a variant of the SAEM algorithm, called KSAEM algorithm, which couples the standard SAEM algorithm with the dynamic construction of an approximate metamodel. The costly evaluation of the genuine black box is replaced by a kriging step, using a basis of precomputed values, basis which is enlarged during SAEM algorithm to improve the accuracy of the metamodel in regions of interest.
An adaptive Kriging surrogate method for efficient uncertainty quantification with an application to geological carbon sequestration modeling
We present that in numerical modeling of geological carbon sequestration (GCS), uncertainty quantification (UQ) is usually needed to evaluate the impact of uncertain model parameters on model predictions caused by limited measurements and incomplete knowledge of the parameters. However, UQ for GCS is computationally expensive due to the large ensemble of complex and lengthy model simulations. In this study, we propose an adaptive Kriging method to build a fast-to-evaluate surrogate of the GCS model to alleviate the heavy computational burden. The surrogate model is efficiently generated using a Taylor expansion-based adaptive experimental design algorithm that combines a distance-based exploration criterion and an exploitation criterion to adaptively search for informative training samples. In addition, we analyze the uncertainty brought by substituting the surrogate for the actual simulation model and explore its influence on UQ results. Lastly, our method is demonstrated in a synthetic GCS model and its performance is evaluated in comparison with the conventional Monte Carlo sampling. Results indicate that our method can greatly improve the computational efficiency in UQ and provide an effective and reliable UQ solution with the consideration of surrogate uncertainty.
Distributed database kriging for adaptive sampling (D²KAS)
We present an adaptive sampling method supplemented by a distributed database and a prediction method for multiscale simulations using the Heterogeneous Multiscale Method. A finite-volume scheme integrates the macro-scale conservation laws for elastodynamics, which are closed by momentum and energy fluxes evaluated at the micro-scale. In the original approach, molecular dynamics (MD) simulations are launched for every macro-scale volume element. Our adaptive sampling scheme replaces a large fraction of costly micro-scale MD simulations with fast table lookup and prediction. The cloud database Redis provides the plain table lookup, and with locality aware hashing we gather input data for our prediction scheme. For the latter we use kriging, which estimates an unknown value and its uncertainty (error) at a specific location in parameter space by using weighted averages of the neighboring points. We find that our adaptive scheme significantly improves simulation performance by a factor of 2.5 to 25, while retaining high accuracy for various choices of the algorithm parameters.
Robust Kriged Kalman Filtering
Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.
Kriging-Based Inverse Uncertainty Quantification of BISON Fission Gas Release Model
Nuclear reactor fuel performance analysis studies the thermo-mechanical behavior of fuel rods and verify their compliance with safety criteria under both normal operation and accidental conditions. One of the major concerns in fuel performance analysis is the behavior of the fission gases xenon and krypton in uranium dioxide fuel, which significantly affect the thermo-mechanical performance of the nuclear fuel rods employed in current LWRs. Previously, the modeling of fission gas release (FGR) in nuclear fuel performance codes have been relying on empirical models which are not applicable beyond their range of calibration. Recently a more efficient and flexible physics-based FGR and swelling model that can describe a wider range of reactor operation conditions have been implemented in fuel performance code BISON. In this work, we performed Bayesian calibration to inversely quantify the uncertainties associated with the 5 tuning parameters in BISON FGR model, based on the time-dependent FGR measurement data from Riso-AN3 benchmark. It takes around 1 hour and 40 minutes for BISON to simulate the Riso-AN3 benchmark with a moderate mesh size using 32 processors. As hundreds of thousands of BISON simulations are needed during Markov Chain Monte Carlo (MCMC) sampling, running BISON directly is not a viable solution. Therefore we propose to use Kriging-based metamodels to replace BISON during MCMC sampling. Surrogate model is an approximation of the input/output relation of a computer code/model. It is also called metamodel, response surface, emulator. Surrogate models usually take much less computational time than the original model (like BISON) while maintaining the input/output relation of the original model to a desirable accuracy. Constructing the metamodels normally requires small number of executions of the original model. Once validated, metamodels can be used to perform uncertainty and sensitivity analysis, Bayesian calibration, optimization, etc.
Cost-Effective Mapping of Benthic Habitats in Inland Reservoirs through Split-Beam Sonar, Indicator Kriging, and Historical Geologic Data
Because bottom substrate composition is an important control on the temporal and spatial location of the aquatic community, accurate maps of benthic habitats of inland lakes and reservoirs provide valuable information to managers, recreational users, and scientists. Therefore, we collected vertical, split-beam sonar data (roughness [E1], hardness [E2], and bathymetry) and sediment samples to make such maps. Statistical calibration between sonar parameters and sediment classes was problematic because the E1:E2 ratios for soft (muck and clay) sediments overlapped a lower and narrower range for hard (gravel) substrates. Thus, we used indicator kriging (IK) to map the probability that unsampled locations did not contain coarse sediments. To overcome the calibration issue we tested proxies for the natural processes and anthropogenic history of the reservoir as potential predictive variables. Of these, a geologic map proved to be the most useful. The central alluvial valley and mudflats contained mainly muck and organic-rich clays. The surrounding glacial till and shale bedrock uplands contained mainly poorly sorted gravels. Anomalies in the sonar data suggested that the organic-rich sediments also contained trapped gases, presenting additional interpretive issues for the mapping. We extended the capability of inexpensive split-beam sonar units through the incorporation of historic geologic maps and other records as well as validation with dredge samples. Through the integration of information from multiple data sets, were able to objectively identify bottom substrate and provide reservoir users with an accurate map of available benthic habitat.
A Kriging based spatiotemporal approach for traffic volume data imputation
Along with the rapid development of Intelligent Transportation Systems, traffic data collection technologies have progressed fast. The emergence of innovative data collection technologies such as remote traffic microwave sensor, Bluetooth sensor, GPS-based floating car method, and automated license plate recognition, has significantly increased the variety and volume of traffic data. Despite the development of these technologies, the missing data issue is still a problem that poses great challenge for data based applications such as traffic forecasting, real-time incident detection, dynamic route guidance, and massive evacuation optimization. A thorough literature review suggests most current imputation models either focus on the temporal nature of the traffic data and fail to consider the spatial information of neighboring locations or assume the data follow a certain distribution. These two issues reduce the imputation accuracy and limit the use of the corresponding imputation methods respectively. As a result, this paper presents a Kriging based data imputation approach that is able to fully utilize the spatiotemporal correlation in the traffic data and that does not assume the data follow any distribution. A set of scenarios with different missing rates are used to evaluate the performance of the proposed method. The performance of the proposed method was compared with that of two other widely used methods, historical average and K-nearest neighborhood. Comparison results indicate that the proposed method has the highest imputation accuracy and is more flexible compared to other methods.
Distributed PV generation estimation using multi‐rate and event‐driven Kalman kriging filter
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