Fundamental results and an efficient algorithm for constructing eigenvectors corresponding to non-zero eigenvalues of matrices with zero rows and/or columns are developed. The formulation is based on the relation between eigenvectors of such matrices and the eigenvectors of their submatrices after removing all zero rows and columns. While being easily implemented, the algorithm decreases the computation time needed for numerical eigenanalysis, and resolves potential numerical eigensolver instabilities.
We propose a method that exploits sparse representation of potential energy surfaces (PES) on a polynomial basis set selected by compressed sensing. The method is useful for studies involving large numbers of PES evaluations, such as the search for local minima, transition states, or integration. We apply this method for estimating zero point energies and frequencies of molecules using a three step approach. In the first step, we interpret the PES as a sparse tensor on polynomial basis and determine its entries by a compressed sensing based algorithm using only a few PES evaluations. Then, we implement a rank reduction strategy to compress this tensor in a suitable low-rank canonical tensor format using standard tensor compression tools. This allows representing a high dimensional PES as a small sum of products of one dimensional functions. Finally, a low dimensional Gauss–Hermite quadrature rule is used to integrate the product of sparse canonical low-rank representation of PES and Green’s function in the second-order diagrammatic vibrational many-body Green’s function theory (XVH2) for estimation of zero-point energies and frequencies. Numerical tests on molecules considered in this work suggest a more efficient scaling of computational cost with molecular size as compared to other methods.
In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization from a non-Gaussian random vector. The manifold structure is learned using diffusion manifolds and the statistical sample generation is accomplished using a projected Itô stochastic differential equation. This probabilistic learning approach has been extended to polynomial chaos representation of databases on manifolds and to probabilistic nonconvex constrained optimization with a fixed budget of function evaluations. The methodology introduces an isotropic-diffusion kernel with hyperparameter ε. Currently, ε is more or less arbitrarily chosen. In this paper, we propose a selection criterion for identifying an optimal value of ε, based on a maximum entropy argument. The result is a comprehensive, closed, probabilistic model for characterizing data sets with hidden constraints. This entropy argument ensures that out of all possible models, this is the one that is the most uncertain beyond any specified constraints, which is selected. Applications are presented for several databases.
A stable explicit time-scale splitting algorithm for stiff chemical Langevin equations (CLEs) is developed, based on the concept of computational singular perturbation. The drift term of the CLE is projected onto basis vectors that span the fast and slow subdomains. The corresponding fast modes exhaust quickly, in the mean sense, and the system state then evolves, with a mean drift controlled by slow modes, on a random manifold. The drift-driven time evolution of the state due to fast exhausted modes is modeled algebraically as an exponential decay process, while that due to slow drift modes and diffusional processes is integrated explicitly. This allows time integration step sizes much larger than those required by typical explicit numerical methods for stiff stochastic differential equations. The algorithm is motivated and discussed, and extensive numerical experiments are conducted to illustrate its accuracy and stability with a number of model systems.
We describe the load flow formulation and the solution algorithms available in the Electric power Grid Simulator (EGSim) software toolkit. EGSim contains tools aimed at simulating static load flow solutions for electric power grids. It parses power grid models described in IEEE Common Data Format, and generates solutions for the bus voltages and voltage angles, and real and reactive power values through the transmission lines. The software, written in C++, implements both Gauss-Seidel and Newton solution methods. Example results for the 118 bus models and 300 bus models are also presented.
Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorithms, resulting in a reduced polynomial chaos approximation with optimal sparsity. The developed adaptation algorithm consists of a two-step optimization procedure that computes the optimal coefficients and the input projection matrix of a low dimensional chaos expansion with respect to an optimally rotated basis. We demonstrate the attractive features of our algorithm through several numerical examples including the application on Large-Eddy Simulation (LES) calculations of turbulent combustion in a HIFiRE scramjet engine.
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.
A procedure for determining the joint uncertainty of Arrhenius parameters across multiple combustion reactions of interest is demonstrated. This approach is capable of constructing the joint distribution of the Arrhenius parameters arising from the uncertain measurements performed in specific target experiments without having direct access to the underlying experimental data. The method involves constructing an ensemble of hypothetical data sets with summary statistics consistent with the available information reported by the experimentalists, followed by a fitting procedure that learns the structure of the joint parameter density across reactions using this consistent hypothetical data as evidence. The procedure is formalized in a Bayesian statistical framework, employing maximum-entropy and approximate Bayesian computation methods and utilizing efficient Markov chain Monte Carlo techniques to explore data and parameter spaces in a nested algorithm. We demonstrate the application of the method in the context of experiments designed to measure the rates of selected chain reactions in the H2-O2 system and highlight the utility of this approach for revealing the critical correlations between the parameters within a single reaction and across reactions, as well as for maximizing consistency when utilizing rate parameter information in predictive combustion modeling of systems of interest.
The development of scramjet engines is crucial for attaining efficient and stable propulsion under hypersonic flight conditions. Design for well-performing scramjet engines requires accurate flow simulations in conjunction with uncertainty quantification (UQ). We advance computational methods in bringing together UQ and large-eddy simulations for scramjet computations, with a focus on the HIFiRE Direct Connect Rig combustor. In particular, we perform uncertainty propagation for spatially dependent field quantities of interest (QoIs) by treating them as random fields, and numerically compute low-dimensional Karhunen-Loève expansions (KLEs) using a finite number of simulations on non-uniform grids. We also describe a formulation and procedure to extract conditional KLEs that characterize the stochasticity induced by uncertain parameters at given designs. This is achieved by first building a single KLE for each QoI via samples drawn jointly from the parameter and design spaces, and then leverage polynomial chaos expansions to insert input dependencies into the KLE. The ability to access conditional KLEs will be immensely useful for subsequent efforts in design optimization under uncertainty as well as model calibration with field variable measurements.
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 frame- work 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 addi- tive modification of existing model parameters, enabling a nonintrusive procedure for efficient approximate likelihood construction, model error estimation, and disambiguation of model and data errors’ contributions to predictive uncer- tainty. The framework is demonstrated on several synthetic examples, as well as on a chemical ignition problem.
The computational burden of a large-eddy simulation for reactive flows is exacerbated in the presence of uncertainty in flow conditions or kinetic variables. A comprehensive statistical analysis, with a sufficiently large number of samples, remains elusive. Statistical learning is an approach that allows for extracting more information using fewer samples. Such procedures, if successful, will greatly enhance the predictability of models in the sense of improving exploration and characterization of uncertainty due to model error and input dependencies, all while being constrained by the size of the associated statistical samples. In this paper, it is shown how a recently developed procedure for probabilistic learning on manifolds can serve to improve the predictability in a probabilistic framework of a scramjet simulation. The estimates of the probability density functions of the quantities of interest are improved together with estimates of the statistics of their maxima. It is also demonstrated how the improved statistical model adds critical insight to the performance of the model.
In this work, we provide a method for enhancing stochastic Galerkin moment calculations to the linear elliptic equation with random diffusivity using an ensemble of Monte Carlo solutions. This hybrid approach combines the accuracy of low-order stochastic Galerkin and the computational efficiency of Monte Carlo methods to provide statistical moment estimates which are significantly more accurate than performing each method individually. The hybrid approach involves computing a low-order stochastic Galerkin solution, after which Monte Carlo techniques are used to estimate the residual. We show that the combined stochastic Galerkin solution and residual is superior in both time and accuracy for a one-dimensional test problem and a more computational intensive two-dimensional linear elliptic problem for both the mean and variance quantities.
