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At least 19 records

A Bayesian Calibration Framework with Embedded Model Error for Model Diagnostics

We study the utility and performance of a Bayesian model error embedding construction in the context of molecular dynamics modeling of metallic alloys, where we embed model error terms in existing interatomic potential model parameters. To alleviate the computational burden of this approach, we propose a framework combining likelihood approximation and Gaussian process surrogates. Here we leverage sparse Gaussian process techniques to construct a hierarchy of increasingly accurate but more expensive surrogate models. This hierarchy is then exploited by multilevel Markov chain Monte Carlo methods to efficiently sample from the target posterior distribution. We illustrate the utility of this approach by calibrating an interatomic potential model for a family of gold-copper alloys. In particular, this case study highlights effective means for dealing with computational challenges with Bayesian model error embedding in large-scale physical models, and the utility of embedded model error for model diagnostics.

Bayesian inference↗

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) can not fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First, the modeling error PDF by the tradional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. Furthermore, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.

Modelling↗

Machine-learning error models for approximate solutions to parameterized systems of nonlinear equations

Here, this work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of an iterative method, a lower-fidelity model, or a projection-based reduced-order model, for example. The proposed statistical model comprises the sum of a deterministic regression-function model and a stochastic noise model. The method constructs the regression-function model by applying regression techniques from machine learning (e.g., support vector regression, artificial neural networks) to map features (i.e., error indicators such as sampled elements of the residual) to a prediction of the approximate-solution error. The method constructs the noise model as a mean-zero Gaussian random variable whose variance is computed as the sample variance of the approximate-solution error on a test set; this variance can be interpreted as the epistemic uncertainty introduced by the approximate solution. This work considers a wide range of feature-engineering methods, data-set-construction techniques, and regression techniques that aim to ensure that (1) the features are cheaply computable, (2) the noise model exhibits low variance (i.e., low epistemic uncertainty introduced), and (3) the regression model generalizes to independent test data. Finally, numerical experiments performed on several computational-mechanics problems and types of approximate solutions demonstrate the ability of the method to generate statistical models of the error that satisfy these criteria and significantly outperform more commonly adopted approaches for error modeling.

97 MATHEMATICS AND COMPUTING↗

Quantifying the impact of material-model error on macroscale quantities-of-interest using multiscale a posteriori error-estimation techniques

An a posteriori error-estimation framework is introduced to quantify and reduce modeling errors resulting from approximating complex mesoscale material behavior with a simpler macroscale model. Such errors may be prevalent when modeling welds and additively manufactured structures, where spatial variations and material textures may be present in the microstructure. We consider a case where a <100> fiber texture develops in the longitudinal scanning direction of a weld. Transversely isotropic elastic properties are obtained through homogenization of a microstructural model with this texture and are considered the reference weld properties within the error-estimation framework. Conversely, isotropic elastic properties are considered approximate weld properties since they contain no representation of texture. Errors introduced by using isotropic material properties to represent a weld are assessed through a quantified error bound in the elastic regime. Lastly, an adaptive error reduction scheme is used to determine the optimal spatial variation of the isotropic weld properties to reduce the error bound.

36 MATERIALS SCIENCE↗

Semiparametric modeling: Correcting low-dimensional model error in parametric models

In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consists of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Diagnosing Model Errors in Simulation of Solar Radiation on Inclined Surfaces

Transposition models have been widely used in the solar energy industry to simulate solar radiation on inclined PV panels. Following numerous studies comparing the performance of transposition models, this paper aims to understand the quantitative uncertainty in the state-of-the-art transposition models and the sources leading to the uncertainty. Our results show significant differences between two highly used isotropic transposition models with one substantially underestimating the diffuse plane-of-array (POA) irradiances when diffuse radiation is perfectly isotropic. In the empirical transposition models, the selection of empirical coefficients and land surface albedo can both result in uncertainty in the output. This study can be used as a guide for future development of physics-based transposition models.

14 SOLAR ENERGY↗

Error modeling for surrogates of dynamical systems using machine learning: Machine-learning-based error model for surrogates of dynamical systems

A machine learning–based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (eg, random forests, and LASSO) to map a large set of inexpensively computed “error indicators” (ie, features) produced by the surrogate model at a given time instance to a prediction of the surrogate-model error in a quantity of interest (QoI). This eliminates the need for the user to hand-select a small number of informative features. The methodology requires a training set of parameter instances at which the time-dependent surrogate-model error is computed by simulating both the high-fidelity and surrogate models. Using these training data, the method first determines regression-model locality (via classification or clustering) and subsequently constructs a “local” regression model to predict the time-instantaneous error within each identified region of feature space. We consider 2 uses for the resulting error model: (1) as a correction to the surrogate-model QoI prediction at each time instance and (2) as a way to statistically model arbitrary functions of the time-dependent surrogate-model error (eg, time-integrated errors). We then apply the proposed framework to model errors in reduced-order models of nonlinear oil-water subsurface flow simulations, with time-varying well-control (bottom-hole pressure) parameters. The reduced-order models used in this work entail application of trajectory piecewise linearization in conjunction with proper orthogonal decomposition. Moreover, when the first use of the method is considered, numerical experiments demonstrate consistent improvement in accuracy in the time-instantaneous QoI prediction relative to the original surrogate model, across a large number of test cases. When the second use is considered, results show that the proposed method provides accurate statistical predictions of the time- and well-averaged errors.

97 MATHEMATICS AND COMPUTING↗

Embedded Model Error Representation for Bayesian Model Calibration

Model error estimation remains one of the key challenges in uncertainty quantification and predictive science. For computational models of complex physical systems, model error, also known as structural error or model inadequacy,is often the largest contributor to the overall predictive uncertainty. This work builds on a recently developed framework of embedded, internal model correction, in order to represent and quantify structural errors, together with model parameters, within a Bayesian inference context. We focus specifically on a Polynomial Chaos representation with additive modification of existing model parameters, enabling a non-intrusive procedure for efficient approximate likelihood construction, model error estimation, and disambiguation of model and data errors' contributions to predictive uncertainty. As a result, the framework is demonstrated on several synthetic examples, as well as on a chemical ignition problem

97 MATHEMATICS AND COMPUTING↗

Embedded Model Error Representation for Bayesian Model Calibration

Model error estimation remains one of the key challenges in uncertainty quantification and predictive science. For computational models of complex physical systems, model error, also known as structural error or model inadequacy, is often the largest contributor to the overall predictive uncertainty. This work builds on a recently developed framework of embedded, internal model correction, in order to represent and quantify structural errors, together with model parameters,within a Bayesian inference context. We focus specifically on a Polynomial Chaos representation with additive modification of existing model parameters, enabling a non-intrusive procedure for efficient approximate likelihood construction, model error estimation, and disambiguation of model and data errors’ contributions to predictive uncertainty. The framework is demonstrated on several synthetic examples, as well as on a chemical ignition problem.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

33 ADVANCED PROPULSION SYSTEMS↗

Time-series machine-learning error models for approximate solutions to parameterized dynamical systems

This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. Freno and Carlberg (2019) to dynamical systems. The proposed Time-Series Machine-Learning Error Modeling (T-MLEM) method constructs a regression model that maps features – which comprise error indicators that are derived from standard a posteriori error-quantification techniques – to a random variable for the approximate-solution error at each time instance. The proposed framework considers a wide range of candidate features, regression methods, and additive noise models. We consider primarily recursive regression techniques developed for time-series modeling, including both classical time-series models (e.g., autoregressive models) and recurrent neural networks (RNNs), but also analyze standard non-recursive regression techniques (e.g., feed-forward neural networks) for comparative purposes. Finally, numerical experiments conducted on multiple benchmark problems illustrate that the long short-term memory (LSTM) neural network, which is a type of RNN, outperforms other methods and yields substantial improvements in error predictions over traditional approaches.

42 ENGINEERING↗

Characterizing NWP Model Errors Using Doppler-Lidar Measurements of Recurrent Regional Diurnal Flows: Marine-Air Intrusions into the Columbia-River Basin

Ground-based Doppler-lidar instrumentation provides atmospheric wind data at dramatically improved accuracies and spatial/temporal resolutions. These capabilities have provided new insights into atmospheric flow phenomena, but they also should have a strong role in NWP model improvement. Insight into the nature of model errors can be gained by studying recurrent atmospheric flows, here a regional summertime diurnal sea breeze and subsequent marine-air intrusion into the arid interior of Oregon-Washington, where these winds are an important windenergy resource. These marine intrusions were sampled by three scanning Doppler lidars in the Columbia-River Basin as part of the Second Wind Forecast Improvement Project (WFIP2), using data from summer 2016. Lidar time-height cross sections of wind speed identified eight days when the diurnal-flow cycle, (peak wind speeds at midnight, afternoon minima) was obvious and strong. Eight-day composite time-height cross sections of lidar wind speeds are used to validate those generated by the operational NCEP-HRRR model. HRRR simulated the diurnal wind cycle, but produced errors in the timing of onset and significant errors due to a premature nighttime demise of the intrusion flow, producing low-bias errors of 6 m s-1 . Day-to-day and in the composite, whenever a marine intrusion occurred, HRRR made these same errors. The errors occurred under a range of gradient wind conditions indicating that they resulted from the misrepresentation of physical processes within a limited region around the measurement locations. Because of their generation within a limited geographical area, field-measurement programs can be designed to find and address the sources of these NWP errors.

Banta, Robert M.↗

A new indirect measure of diffusion model error

We define a new indirect measure of the diffusion model error called the diffusion model error source. When this model error source is added to the diffusion equation, the transport solution for the angular-integrated intensity is obtained. This source represents a means by which a transport code can be used to generate information relating to the adequacy of diffusion theory for any given problem without actually solving the diffusion equation. The generation of this source does not relate in any way to acceleration of the iterative convergence of transport solutions. Perhaps the most well-known indirect measure of the diffusion model error is the variable-Eddington tensor. This tensor provides a great deal of information about the angular dependence of the angular intensity solution, but it is not always simple to interpret. In contrast, our diffusion model error source is a scalar that is conceptually easy to understand. In addition to defining the diffusion model error source analytically, we show how to generate this source numerically relative to the S{sub n} radiative transfer equations with linear-discontinuous spatial discretization. This numerical source is computationally tested and shown to reproduce the Sn solution for a Marshak-wave problem. (authors)

97 MATHEMATICS AND COMPUTING↗

Combined selection of the dynamic model and modeling error in nonlinear aeroelastic systems using Bayesian Inference

Here, we report a Bayesian framework for concurrent selection of physics-based models and (modeling) error models. We investigate the use of colored noise to capture the mismatch between the predictions of calibrated models and observational data that cannot be explained by measurement error alone within the context of Bayesian estimation for stochastic ordinary differential equations. Proposed models are characterized by the average data-fit, a measure of how well a model fits the measurements, and the model complexity measured using the Kullback–Leibler divergence. The use of a more complex error models increases the average data-fit but also increases the complexity of the combined model, possibly over-fitting the data. Bayesian model selection is used to find the optimal physical model as well as the optimal error model. The optimal model is defined using the evidence, where the average data-fit is balanced by the complexity of the model. The effect of colored noise process is illustrated using a nonlinear aeroelastic oscillator representing a rigid NACA0012 airfoil undergoing limit cycle oscillations due to complex fluid–structure interactions. Several quasi-steady and unsteady aerodynamic models are proposed with colored noise or white noise for the model error. The use of colored noise improves the predictive capabilities of simpler models.

42 ENGINEERING↗

Impact of transport model errors on the global and regional methane emissions estimated by inverse modelling

A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the three-component PYVAR-LMDZ-SACS (PYthon VARiational-Laboratoire de Météorologie Dynamique model with Zooming capability-Simplified Atmospheric Chemistry System) inversion system to produce 10 different methane emission estimates at the global scale for the year 2005. The same methane sinks, emissions and initial conditions have been applied to produce the 10 synthetic observation datasets. The same inversion set-up (statistical errors, prior emissions, inverse procedure) is then applied to derive flux estimates by inverse modelling. Consequently, only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. Here in our framework, we show that transport model errors lead to a discrepancy of 27 Tg yr -1 at the global scale, representing 5% of total methane emissions. At continental and annual scales, transport model errors are proportionally larger than at the global scale, with errors ranging from 36 Tg yr -1 in North America to 7 Tg yr -1 in Boreal Eurasia (from 23 to 48%, respectively). At the model grid-scale, the spread of inverse estimates can reach 150% of the prior flux. Therefore, transport model errors contribute significantly to overall uncertainties in emission estimates by inverse modelling, especially when small spatial scales are examined. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher horizontal resolution in transport models. The large differences found between methane flux estimates inferred in these different configurations highly question the consistency of transport model errors in current inverse systems.

54 ENVIRONMENTAL SCIENCES↗

Characterizing the impact of model error in hydrologic time series recovery inverse problems

Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series that has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗