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Results for “Multifidelity estimators”

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.

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DOE OSTI2025

Neural Active Manifolds: Nonlinear Dimensionality Reduction for Uncertainty Quantification

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the model output variability, through the aid of a simultaneously learnt surrogate model with inputs on this manifold. Our method only relies on model evaluations and does not require the knowledge of gradients. The proposed dimensionality reduction framework can then be applied to assist outer loop many-query tasks in scientific computing, like sensitivity analysis and multifidelity uncertainty propagation. In particular, we prove, both theoretically under idealized conditions, and numerically in challenging test cases, how NeurAM can be used to obtain multifidelity sampling estimators with reduced variance by sampling the models on the discovered low-dimensional and shared manifold among models. Several numerical examples illustrate the main features of the proposed dimensionality reduction strategy and highlight its advantages with respect to existing approaches in the literature.

Autoencoders↗
DOE OSTI2025

Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of control variates (CV) and importance sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework—a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and sidestepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. Furthermore, the task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples.

Markov chain Monte Carlo↗
DOE OSTI2025

Partnership Center for High-Fidelity Boundary Plasma Simulation (Final Report)

Within the Partnership Center for High-Fidelity Boundary Plasma Simulation (HBPS), work at UT-Austin was aimed at improved verification, validation, and uncertainty quantification (VVUQ) for edge plasma simulations and on performing gyrokinetics simulations of pedestal instabilities and turbulence in order to expand foundational understanding of pedestal transport. Regarding VVUQ, the accomplishments can be summarized as follows. First, it was shown that the Moment Preserving Constrained Resampling technique, when applied periodically in particle-in-cell simulations in the XGC code, can dramatically improve the accuracy of the simulation at essentially equivalent computational cost. Second, a technique for estimating model correlations, which are required to solve the model selection and sample allocation problem in multifidelity UQ techniques, without sampling the highest fidelity, most computationally expensive model, was developed and demonstrated. Third, previously developed methods for estimating statistical and discretization errors were applied to numerical methods relevant to edge plasma simulations, namely in particle-in-cell-based approaches, and shown to work. Finally, benchmark studies for comparing gyrokinetic codes were developed and performed, leading to reasonable agreement between four commonly used codes. Regarding physics studies, gyrokinetic simulations to investigate microtearing modes in the DIII-D pedestal were performed using the GENE code.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗