Intrusive UQ Algorithms for Emerging Computing Platforms
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Journal of Aerospace Information Systems
In this paper, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory-epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.
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In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO2 . This will allow for the examination of regional-scale transport and distribution of CO2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developed a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO2 , CH4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.
Rigorous modeling of engineering systems relies on efficient propagation of uncertainty from input parameters to model outputs. In recent years, there has been substantial development of probabilistic polynomial chaos (PC) Uncertainty Quantification (UQ) methods, enabling studies in expensive computational models. One approach, termed ”intrusive”, involving reformulation of the governing equations, has been found to have superior computational performance compared to non-intrusive sampling-based methods in relevant large-scale problems, particularly in the context of emerging architectures. However, the utility of intrusive methods has been severely limited due to detrimental numerical instabilities associated with strong nonlinear physics. Previous methods for stabilizing these constructions tend to add unacceptably high computational costs, particularly in problems with many uncertain parameters. In order to address these challenges, we propose to adapt and improve numerical continuation methods for the robust time integration of intrusive PC system dynamics. We propose adaptive methods, starting with a small uncertainty for which the model has stable behavior and gradually moving to larger uncertainty where the instabilities are rampant, in a manner that provides a suitable solution.
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