Publications

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This study explores a Bayesian calibration framework for the RAMPAGE alloy potential model for Cu-Ni and Cu-Zr systems, respectively. In RAMPAGE potentials, it is proposed that once calibrated potentials for individual elements are available, the inter-species interactions can be described by fitting a Morse potential for pair interactions with three parameters, while densities for the embedding function can be scaled by two parameters from the elemental densities. Global sensitivity analysis tools were employed to understand the impact each parameter has on the MD simulation results. A transitional Markov Chain Monte Carlo algorithm was used to generate samples from the multimodal posterior distribution consistent with the discrepancy between MD simulation results and DFT data. For the Cu-Ni system the posterior predictive tests indicate that the fitted interatomic potential model agrees well with the DFT data, justifying the basic RAMPAGE assumptions. For the Cu-Zr system, where the phase diagram suggests more complicated atomic interactions than in the case of Cu-Ni, the RAMPAGE potential captured only a subset of the DFT data. The resulting posterior distribution for the 5 model parameters exhibited several modes, with each mode corresponding to specific simulation data and a suboptimal agreement with the DFT results.

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Here, compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform numerical investigations employing several compressive sensing solvers that target the unconstrained LASSO formulation, with a focus on linear systems that arise in the construction of polynomial chaos expansions. With core solvers l1_ls, SpaRSA, CGIST, FPC_AS, and ADMM, we develop techniques to mitigate overfitting through an automated selection of regularization constant based on cross-validation, and a heuristic strategy to guide the stop-sampling decision. Practical recommendations on parameter settings for these techniques are provided and discussed. The overall method is applied to a series of numerical examples of increasing complexity, including large eddy simulations of supersonic turbulent jet-in-crossflow involving a 24-dimensional input. Through empirical phase-transition diagrams and convergence plots, we illustrate sparse recovery performance under structures induced by polynomial chaos, accuracy, and computational trade-offs between polynomial bases of different degrees, and practicability of conducting compressive sensing for a realistic, high-dimensional physical application. Across test cases studied in this paper, we find ADMM to have demonstrated empirical advantages through consistent lower errors and faster computational times.

Increasing penetration levels of renewables have transformed how power systems are operated. High levels of uncertainty in production make it increasingly difficulty to guarantee operational feasibility; instead, constraints may only be satisfied with high probability. We present a chance-constrained economic dispatch model that efficiently integrates energy storage and high renewable penetration to satisfy renewable portfolio requirements. Specifically, we require that wind energy contribute at least a prespecified proportion of the total demand and that the scheduled wind energy is deliverable with high probability. We develop an approximate partial sample average approximation (PSAA) framework to enable efficient solution of large-scale chance-constrained economic dispatch problems. Computational experiments on the IEEE-24 bus system show that the proposed PSAA approach is more accurate, closer to the prescribed satisfaction tolerance, and approximately 100 times faster than standard sample average approximation. Finally, the improved efficiency of our PSAA approach enables solution of a larger WECC-240 test system in minutes.

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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 uncertainparameters involvedandthe high computational costofflow simulations. These difficulties are addressedin this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying themin the current studyto large-eddy simulations ofajet incrossflow 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. 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.

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The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress towards optimal engine designs requires accurate and computationally affordable flow simulations, as well as uncertainty quantification (UQ). While traditional UQ techniques can become prohibitive under expensive simulations and high-dimensional parameter spaces, polynomial chaos (PC) surrogate modeling is a useful tool for alleviating some of the computational burden. However, non-intrusive quadrature-based constructions of PC expansions relying on a single high-fidelity model can still be quite expensive. We thus introduce a two-stage numerical procedure for constructing PC surrogates while making use of multiple models of different fidelity. The first stage involves an initial dimension reduction through global sensitivity analysis using compressive sensing. The second stage utilizes adaptive sparse quadrature on a multifidelity expansion to compute PC surrogate coefficients in the reduced parameter space where quadrature methods can be more effective. The overall method is used to produce accurate surrogates and to propagate uncertainty induced by uncertain boundary conditions and turbulence model parameters, for performance quantities of interest from large eddy simulations of supersonic reactive flows inside a scramjet engine.

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 uncertainparameters involvedandthe high computational costofflow simulations. These difficulties are addressedin this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying themin the current studyto large-eddy simulations ofajet incrossflow 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. 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.

Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform numerical investigations employing several compressive sensing solvers that target the unconstrained LASSO formulation, with a focus on linear systems that arise in the construction of polynomial chaos expansions. With core solvers l1_ls, SpaRSA, CGIST, FPC_AS, and ADMM, we develop techniques to mitigate overfitting through an automated selection of regularization constant based on cross-validation, and a heuristic strategy to guide the stop-sampling decision. Practical recommendations on parameter settings for these techniques are provided and discussed. The overall method is applied to a series of numerical examples of increasing complexity, including large eddy simulations of supersonic turbulent jet-in-crossflow involving a 24-dimensional input. Through empirical phase-transition diagrams and convergence plots, we illustrate sparse recovery performance under structures induced by polynomial chaos, accuracy, and computational trade-offs between polynomial bases of different degrees, and practicability of conducting compressive sensing for a realistic, high-dimensional physical application. Across test cases studied in this paper, we find ADMM to have demonstrated empirical advantages through consistent lower errors and faster computational times.

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The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.4 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

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Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate evaluations of expectations or higher order moments for quantities of interest, e.g., generating cost, can require a prohibitively large number of samples. We propose an alternative to Monte Carlo sampling based on polynomial chaos expansions. These representations enable efficient and accurate propagation of uncertainties in model parameters, using sparse quadrature methods. We also use Karhunen-Loève expansions for efficient representation of uncertain renewable energy generation that follows geographical and temporal correlations derived from historical data at each wind farm. Considering expected production cost, we demonstrate that the proposed approach can yield several orders of magnitude reduction in computational cost for solving stochastic economic dispatch relative to Monte Carlo sampling, for a given target error threshold.

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.3 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sen- sitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

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In this paper, we present a Bayesian framework for estimating joint densities for large eddy simulation (LES) sub-grid scale model parameters based on canonical forced isotropic turbulence direct numerical simulation (DNS) data. The framework accounts for noise in the independent variables, and we present alternative formulations for accounting for discrepancies between model and data. To generate probability densities for flow characteristics, posterior densities for sub-grid scale model parameters are propagated forward through LES of channel flow and compared with DNS data. Synthesis of the calibration and prediction results demonstrates that model parameters have an explicit filter width dependence and are highly correlated. Discrepancies between DNS and calibrated LES results point to additional model form inadequacies that need to be accounted for. Copyright © 2016 John Wiley & Sons, Ltd.

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The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress towards optimal engine designs requires both accurate flow simulations as well as uncertainty quantification (UQ). However, performing UQ for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. We address these difficulties by combining UQ algorithms and numerical methods to the large eddy simulation of the HIFiRE scramjet configuration. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, helping reduce the stochastic dimension of the problem and discover sparse representations. Second, as models of different fidelity are available and inevitably used in the overall UQ assessment, a framework for quantifying and propagating the uncertainty due to model error is introduced. These methods are demonstrated on a non-reacting scramjet unit problem with parameter space up to 24 dimensions, using 2D and 3D geometries with static and dynamic treatments of the turbulence subgrid model.

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Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H₂/O₂-mechanism chain branching reaction H + O₂ → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the given summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.

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The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

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