Publications

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For digital twins (DTs) to become a central fixture in mission critical systems, a better understanding is required of potential modes of failure, quantification of uncertainty, and the ability to explain a model’s behavior. These aspects are particularly important as the performance of a digital twin will evolve during model development and deployment for real-world operations.

This manuscript comprises the final report for the 1-year, FY19 LDRD project "Rigorous Data Fusion for Computationally Expensive Simulations," wherein an alternative approach to Bayesian calibration was developed based a new sampling technique called VoroSpokes. Vorospokes is a novel quadrature and sampling framework defined with respect to Voronoi tessellations of bounded domains in $R^d$ developed within this project. In this work, we first establish local quadrature and sampling results on convex polytopes using randomly directed rays, or spokes, to approximate the quantities of interest for a specified target function. A theoretical justification for both procedures is provided along with empirical results demonstrating the unbiased convergence in the resulting estimates/samples. The local quadrature and sampling procedures are then extended to global procedures defined on more general domains by applying the local results to the cells of a Voronoi tessellation covering the domain in consideration. We then demonstrate how the proposed global sampling procedure can be used to define a natural framework for adaptively constructing Voronoi Piecewise Surrogate (VPS) approximations based on local error estimates. Finally, we show that the adaptive VPS procedure can be used to form a surrogate model approximation to a specified, potentially unnormalized, density function, and that the global sampling procedure can be used to efficiently draw independent samples from the surrogate density in parallel. The performance of the resulting VoroSpokes sampling framework is assessed on a collection of Bayesian inference problems and is shown to provide highly accurate posterior predictions which align with the results obtained using traditional methods such as Gibbs sampling and random-walk Markov Chain Monte Carlo (MCMC). Importantly, the proposed framework provides a foundation for performing Bayesian inference tasks which is entirely independent from the theory of Markov chains.

We propose a probabilistic framework for assessing the consistency of an experimental dataset, i.e., whether the stated experimental conditions are consistent with the measurements provided. In case the dataset is inconsistent, our framework allows one to hypothesize and test sources of inconsistencies. This is crucial in model validation efforts. The framework relies on statistical inference to estimate experimental settings deemed untrustworthy, from measurements deemed accurate. The quality of the inferred variables is gauged by its ability to reproduce held-out experimental measurements; if the new predictions are closer to measurements than before, the cause of the discrepancy is deemed to have been found. The framework brings together recent advances in the use of Bayesian inference and statistical emulators in fluid dynamics with similarity measures for random variables to construct the hypothesis testing approach. We test the framework on two double-cone experiments executed in the LENS-XX wind tunnel and one in the LENS-I tunnel; all three have encountered difficulties when used in model validation exercises. However, the cause behind the difficulties with the LENS-I experiment is known, and our inferential framework recovers it. We also detect an inconsistency with one of the LENS-XX experiments, and hypothesize three causes for it. We check two of the hypotheses using our framework, and we find evidence that rejects them. We end by proposing that uncertainty quantification methods be used more widely to understand experiments and characterize facilities, and we cite three different methods to do so, the third of which we present in this paper.

This is the second of three related conference papers focused on verifying and validating a CFD model for laminar hypersonic flows. The first paper deals with the code verification and solution verification activities. In this paper, we investigate whether the model can accurately simulate laminar, hypersonic experiments of flows over double-cones, conducted in CUBRC’s LENS-I and LENS-XX wind-tunnels. The approach is to use uncertainty quantification and sensitivity analysis, along with a careful examination of experimental uncertainties, to perform validation assessments. The validation assessments use metrics that probabilistically incorporate both parametric (i.e. freestream input) uncertainty and experimental uncertainty. Further validation assessments compare these uncertainties to iterative and convergence uncertainties described in the first paper in our series of related papers. As other researchers have found, the LENS-XX simulations under-predict experimental heat flux measurements in the laminar, attached region of the fore-cone. This is observed for a deterministic simulation, as well as a probabilistic approach to creating an ensemble of simulations derived from CUBRC-provided estimates of uncertainty for freestream conditions. This paper will conclude with possible reasons that simulations cannot bracket experimental observations, and motivate the third paper in our series, which will further examine these possible explanations. The results in this study emphasize the importance of careful measurement of experimental conditions and uncertainty quantification of validation experiments. This study, along with its sister papers, also demonstrates a process of verification, uncertainty quantification, and quantitative validation activities for building and assessing credibility of computational simulations.

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In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

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We present the development of a parallel Markov Chain Monte Carlo (MCMC) method called SAChES, Scalable Adaptive Chain-Ensemble Sampling. This capability is targed to Bayesian calibration of com- putationally expensive simulation models. SAChES involves a hybrid of two methods: Differential Evo- lution Monte Carlo followed by Adaptive Metropolis. Both methods involve parallel chains. Differential evolution allows one to explore high-dimensional parameter spaces using loosely coupled (i.e., largely asynchronous) chains. Loose coupling allows the use of large chain ensembles, with far more chains than the number of parameters to explore. This reduces per-chain sampling burden, enables high-dimensional inversions and the use of computationally expensive forward models. The large number of chains can also ameliorate the impact of silent-errors, which may affect only a few chains. The chain ensemble can also be sampled to provide an initial condition when an aberrant chain is re-spawned. Adaptive Metropolis takes the best points from the differential evolution and efficiently hones in on the poste- rior density. The multitude of chains in SAChES is leveraged to (1) enable efficient exploration of the parameter space; and (2) ensure robustness to silent errors which may be unavoidable in extreme-scale computational platforms of the future. This report outlines SAChES, describes four papers that are the result of the project, and discusses some additional results.

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Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves. Most model-reduction techniques for nonlinear ODEs exploit knowledge of a system's spatial behavior to reduce the computational complexity of each linear-system solve. However, the number of linear-system solves for the reduced-order simulation often remains roughly the same as that for the full-order simulation.We propose exploiting knowledge of the model's temporal behavior to (1) forecast the unknown variable of the reduced-order system of nonlinear equations at future time steps, and (2) use this forecast as an initial guess for the Newton-like solver during the reduced-order-model simulation. To compute the forecast, we propose using the Gappy POD technique. The goal is to generate an accurate initial guess so that the Newton solver requires many fewer iterations to converge, thereby decreasing the number of linear-system solves in the reduced-order-model simulation.

Atmospheric inversions are frequently used to estimate fluxes of atmospheric greenhouse gases (e.g., biospheric CO2 flux fields) at Earth's surface. These inversions typically assume that flux departures from a prior model are spatially smoothly varying, which are then modeled using a multi-variate Gaussian. When the field being estimated is spatially rough, multi-variate Gaussian models are difficult to construct and a wavelet-based field model may be more suitable. Unfortunately, such models are very high dimensional and are most conveniently used when the estimation method can simultaneously perform data-driven model simplification (removal of model parameters that cannot be reliably estimated) and fitting. Such sparse reconstruction methods are typically not used in atmospheric inversions. In this work, we devise a sparse reconstruction method, and illustrate it in an idealized atmospheric inversion problem for the estimation of fossil fuel CO2 (ffCO2) emissions in the lower 48 states of the USA. Our new method is based on stagewise orthogonal matching pursuit (StOMP), a method used to reconstruct compressively sensed images. Our adaptations bestow three properties to the sparse reconstruction procedure which are useful in atmospheric inversions. We have modified StOMP to incorporate prior information on the emission field being estimated and to enforce non-negativity on the estimated field. Finally, though based on wavelets, our method allows for the estimation of fields in non-rectangular geometries, e.g., emission fields inside geographical and political boundaries. Our idealized inversions use a recently developed multi-resolution (i.e., wavelet-based) random field model developed for ffCO2 emissions and synthetic observations of ffCO2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of 2. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.

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