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Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

SIAM-ASA Journal on Uncertainty Quantification

Mueller, Joy N.; Sargsyan, Khachik; Daniels, Craig J.; Najm, Habib N.

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen-Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

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Quantification of modeling uncertainty in the Rayleigh damping model

Earthquake Engineering and Structural Dynamics

Ghahari, Farid; Sargsyan, Khachik; Taciroglu, Ertugrul

Understanding and accurately characterizing energy dissipation mechanisms in civil structures during earthquakes is an important element of seismic assessment and design. The most commonly used model is attributed to Rayleigh. This paper proposes a systematic approach to quantify the uncertainty associated with Rayleigh's damping model. Bayesian calibration with embedded model error is employed to treat the coefficients of the Rayleigh model as random variables using modal damping ratios. Through a numerical example, we illustrate how this approach works and how the calibrated model can address modeling uncertainty associated with the Rayleigh damping model.

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Active learning for SNAP interatomic potentials via Bayesian predictive uncertainty

Computational Materials Science

Williams, Logan; Sargsyan, Khachik; Rohskopf, Andrew; Najm, Habib N.

Bayesian inference with a simple Gaussian error model is used to efficiently compute prediction variances for energies, forces, and stresses in the linear SNAP interatomic potential. The prediction variance is shown to have a strong correlation with the absolute error over approximately 24 orders of magnitude. Using this prediction variance, an active learning algorithm is constructed to iteratively train a potential by selecting the structures with the most uncertain properties from a pool of candidate structures. The relative importance of the energy, force, and stress errors in the objective function is shown to have a strong impact upon the trajectory of their respective net error metrics when running the active learning algorithm. Batched training of different batch sizes is also tested against singular structure updates, and it is found that batches can be used to significantly reduce the number of retraining steps required with only minor impact on the active learning trajectory.

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Importance sampling within configuration space integration for adsorbate thermophysical properties: a case study for CH3/Ni(111)

Physical Chemistry Chemical Physics

Blondal, Katrin; Badger, Kirk; Sargsyan, Khachik; Bross, David H.; Ruscic, Branko; Goldsmith, C.F.

A new strategy is presented for computing anharmonic partition functions for the motion of adsorbates relative to a catalytic surface. Importance sampling is compared with conventional Monte Carlo. The importance sampling is significantly more efficient. This new approach is applied to CH3* on Ni(111) as a test case. The motion of methyl relative to the nickel surface is found to be anharmonic, with significantly higher entropy compared to the standard harmonic oscillator model. The new method is freely available as part of the Minima-Preserving Neural Network within the AdTherm package.

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Performance-based earthquake early warning for tall buildings

Earthquake Spectra

Ghahari, Farid; Sargsyan, Khachik; Parker, Grace A.; Swensen, Daniel; Celebi, Mehmet; Haddadi, Hamid; Taciroglu, Ertugrul

The ShakeAlert Earthquake Early Warning (EEW) system aims to issue an advance warning to residents on the West Coast of the United States seconds before the ground shaking arrives, if the expected ground shaking exceeds a certain threshold. However, residents in tall buildings may experience much greater motion due to the dynamic response of the buildings. Therefore, there is an ongoing effort to extend ShakeAlert to include the contribution of building response to provide a more accurate estimation of the expected shaking intensity for tall buildings. Currently, the supposedly ideal solution of analyzing detailed finite element models of buildings under predicted ground-motion time histories is not theoretically or practically feasible. The authors have recently investigated existing simple methods to estimate peak floor acceleration (PFA) and determined these simple formulas are not practically suitable. Instead, this article explores another approach by extending the Pacific Earthquake Engineering Research Center (PEER) performance-based earthquake engineering (PBEE) to EEW, considering that every component involved in building response prediction is uncertain in the EEW scenario. While this idea is not new and has been proposed by other researchers, it has two shortcomings: (1) the simple beam model used for response prediction is prone to modeling uncertainty, which has not been quantified, and (2) the ground motions used for probabilistic demand models are not suitable for EEW applications. In this article, we address these two issues by incorporating modeling errors into the parameters of the beam model and using a new set of ground motions, respectively. We demonstrate how this approach could practically work using data from a 52-story building in downtown Los Angeles. Using the criteria and thresholds employed by previous researchers, we show that if peak ground acceleration (PGA) is accurately estimated, this approach can predict the expected level of human comfort in tall buildings.

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Ground Heat Flux Reconstruction Using Bayesian Uncertainty Quantification Machinery and Surrogate Modeling

Earth and Space Science

Zhou, Wenbo; Zhang, Liujing; Sheshukov, Aleksey; Wang, Jingfeng; Zhu, Modi; Sargsyan, Khachik; Xu, Donghui; Liu, Desheng; Zhang, Tianqi; Mazepa, Valeriy; Sokolov, Alexandr; Valdayskikh, Victor; Ivanov, Valeriy

Ground heat flux (G0) is a key component of the land-surface energy balance of high-latitude regions. Despite its crucial role in controlling permafrost degradation due to global warming, G0 is sparsely measured and not well represented in the outputs of global scale model simulation. In this study, an analytical heat transfer model is tested to reconstruct G0 across seasons using soil temperature series from field measurements, Global Climate Model, and climate reanalysis outputs. The probability density functions of ground heat flux and of model parameters are inferred using available G0 data (measured or modeled) for snow-free period as a reference. When observed G0 is not available, a numerical model is applied using estimates of surface heat flux (dependent on parameters) as the top boundary condition. These estimates (and thus the corresponding parameters) are verified by comparing the distributions of simulated and measured soil temperature at several depths. Aided by state-of-the-art uncertainty quantification methods, the developed G0 reconstruction approach provides novel means for assessing the probabilistic structure of the ground heat flux for regional permafrost change studies.

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Analysis of Neural Networks as Random Dynamical Systems

Hudson, Joshua L.; Diaz-Ibarra, Oscar H.; D'Elia, Marta; Najm, Habib N.; Rosso, Haley; Ruthotto, Lars; Sargsyan, Khachik

In this report we present our findings and outcomes of the NNRDS (analysis of Neural Networks as Random Dynamical Systems) project. The work is largely motivated by the analogy of a large class of neural networks (NNs) with a discretized ordinary differential equation (ODE) schemes. Namely, residual NNs, or ResNets, can be viewed as a discretization of neural ODEs (NODEs) where the NN depth plays the role of the time evolution. We employ several legacy tools from ODE theory, such as stiffness, nonlocality, autonomicity, to enable regularization of ResNets thus improving their generalization capabilities. Furthermore, armed with NN analysis tools borrowed from the ODE theory, we are able to efficiently augment NN predictions with uncertainty overcoming wellknown dimensionality challenges and adding a degree of trust towards NN predictions. Finally, we have developed a Python library QUiNN (Quantification of Uncertainties in Neural Networks) that incorporates improved-architecture ResNets, besides classical feed-forward NNs, and contains wrappers to PyTorch NN models enabling several major classes of uncertainty quantification methods for NNs. Besides synthetic problems, we demonstrate the methods on datasets from climate modeling and materials science.

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The role of stiffness in training and generalization of ResNets

Journal of Machine Learning for Modeling and Computing

Najm, Habib N.; Sargsyan, Khachik; D'Elia, Marta

Neural ordinary differential equations (NODEs) have recently regained popularity as large-depth limits of a large class of neural networks. In particular, residual neural networks (ResNets) are equivalent to an explicit Euler discretization of an underlying NODE, where the transition from one layer to the next is one time step of the discretization. The relationship between continuous and discrete neural networks has been of particular interest. Notably, analysis from the ordinary differential equation viewpoint can potentially lead to new insights for understanding the behavior of neural networks in general. In this work, we take inspiration from differential equations to define the concept of stiffness for a ResNet via the interpretation of a ResNet as the discretization of a NODE. Here, we then examine the effects of stiffness on the ability of a ResNet to generalize, via computational studies on example problems coming from climate and chemistry models. We find that penalizing stiffness does have a unique regularizing effect, but we see no benefit to penalizing stiffness over L2 regularization (penalization of network parameter norms) in terms of predictive performance.

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Quantifying modeling uncertainty in simplified beam models for building response prediction

Structural Control and Health Monitoring

Ghahari, S.F.; Sargsyan, Khachik; Celebi, Mehmet; Taciroglu, Ertugrul

The use of simple models for response prediction of building structures is preferred in earthquake engineering for risk evaluations at regional scales, as they make computational studies more feasible. The primary impediment in their gainful use presently is the lack of viable methods for quantifying (and reducing upon) the modeling errors/uncertainties they bear. This study presents a Bayesian calibration method wherein the modeling error is embedded into the parameters of the model. The method is specifically described for coupled shear-flexural beam models here, but it can be applied to any parametric surrogate model. The major benefit the method offers is the ability to consider the modeling uncertainty in the forward prediction of any degree-of-freedom or composite response regardless of the data used in calibration. The method is extensively verified using two synthetic examples. In the first example, the beam model is calibrated to represent a similar beam model but with enforced modeling errors. In the second example, the beam model is used to represent the detailed finite element model of a 52-story building. Both examples show the capability of the proposed solution to provide realistic uncertainty estimation around the mean prediction.

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Results 1–25 of 282
Results 1–25 of 282