Publications

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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.

Previous efforts determined a set of calibrated model parameters for ReynoldsAveraged Navier Stokes (RANS) simulations of a compressible jet in crossflow (JIC) using a k-ɛ turbulence model. These coefficients were derived from Particle Image Velocimetry (PIV) data of a complementary experiment using a limited set of flow conditions. Here, k-ɛ models using conventional (nominal) and calibrated parameters are rigorously validated against PIV data acquired under a much wider variety of JIC cases, including a flight configuration. The results from the simulations using the calibrated model parameters showed considerable improvements over those using the nominal values, even for cases that were not used in defining the calibrated parameters. This improvement is demonstrated using quality metrics defined specifically to test the spatial alignment of the jet core as well as the magnitudes of flow variables on the PIV planes. These results suggest that the calibrated parameters have applicability well outside the specific flow case used in defining them and that with the right model parameters, RANS results can be improved significantly over the nominal.

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.

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In this study we investigate how an ensemble of disease models can be conditioned to observational data, in a bid to improve its predictive skill. We use the ensemble of influenza forecasting models gathered by the US Centers for Disease Control and Prevention (CDC) as the exemplar. This ensemble is used every year to forecast the annual influenza outbreak in the United States. The models constituting this ensemble draw on very different modeling assumptions and approximations and are a diverse collection of methods to approximate epidemiological dynamics. Currently, each models' predictions are accorded the same importance, or weight, when compiling the ensemble's forecast. We consider this equally-weighted ensemble as the baseline case which has to be improved upon. In this study, we explore whether an ensemble forecast can be improved by "conditioning" the ensemble to whatever observational data is available from the ongoing outbreak. "Conditioning" can imply according the ensemble's members different weights which evolve over time, or simply perform the forecast using the top k (equally-weighted) models. In the latter case, the composition of the "top-k-see of models evolves over time. This is called "model averaging" in statistics. We explore four methods to perform model-averaging, three of which are new. We find that the CDC ensemble responds best to the "top-k-models" approach to model-averaging. All the new MA methods perform better than the baseline equally-weighted ensemble. The four model-averaging methods treat the models as black-boxes and simply use their forecasts as inputs i.e., one does not need access to the models at all, but rather only their forecasts. The model-averaging approaches reviewed in this report thus form a general framework for model-averaging any model ensemble.

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Compressible jet-in-crossflow interactions are difficult to simulate accurately using Reynolds-averaged Navier-Stokes (RANS) models. This could be due to simplifications inherent in RANS or the use of inappropriate RANS constants estimated by fitting to experiments of simple or canonical flows. Our previous work on Bayesian calibration of a k - ϵ model to experimental data had led to a weak hypothesis that inaccurate simulations could be due to inappropriate constants more than model-form inadequacies of RANS. In this work, Bayesian calibration of k - ϵ constants to a set of experiments that span a range of Mach numbers and jet strengths has been performed. The variation of the calibrated constants has been checked to assess the degree to which parametric estimates compensate for RANS's model-form errors. An analytical model of jet-in-crossflow interactions has also been developed, and estimates of k - ϵ constants that are free of any conflation of parametric and RANS's model-form uncertainties have been obtained. It has been found that the analytical k - ϵ constants provide mean-flow predictions that are similar to those provided by the calibrated constants. Further, both of them provide predictions that are far closer to experimental measurements than those computed using "nominal" values of these constants simply obtained from the literature. It can be concluded that the lack of predictive skill of RANS jet-in-crossflow simulations is mostly due to parametric inadequacies, and our analytical estimates may provide a simple way of obtaining predictive compressible jet-in-crossflow simulations.

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This study developed and tested biologically inspired computational methods to detect anomalous signals in data streams that could indicate a pending outbreak or bio-weapon attack. Current large-scale biosurveillance systems are plagued by two principal deficiencies: (1) timely detection of disease-indicating signals in noisy data and (2) anomaly detection across multiple channels. Anomaly detectors and data fusion components modeled after human immune system processes were tested against a variety of natural and synthetic surveillance datasets. A pilot scale immune-system-based biosurveillance system performed at least as well as traditional statistical anomaly detection data fusion approaches. Machine learning approaches leveraging Deep Learning recurrent neural networks were developed and applied to challenging unstructured and multimodal health surveillance data. Within the limits imposed of data availability, both immune systems and deep learning methods were found to improve anomaly detection and data fusion performance for particularly challenging data subsets.

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In this study, we focus on a hydrogeological inverse problem specifically targeting monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data. Technical challenges exist in the inversion of GPR tomographic data for handling non-uniqueness, nonlinearity and high-dimensionality of unknowns. We have developed a new method for estimating soil moisture fields from crosshole GPR data. It uses a pilot-point method to provide a low-dimensional representation of the relative dielectric permittivity field of the soil, which is the primary object of inference: the field can be converted to soil moisture using a petrophysical model. We integrate a multi-chain Markov chain Monte Carlo (MCMC)–Bayesian inversion framework with the pilot point concept, a curved-ray GPR travel time model, and a sequential Gaussian simulation algorithm, for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as the corresponding geostatistical parameters (i.e., spatial correlation range). We infer the dielectric permittivity as a probability density function, thus capturing the uncertainty in the inference. The multi-chain MCMC enables addressing high-dimensional inverse problems as required in the inversion setup. The method is scalable in terms of number of chains and processors, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. The proposed inversion approach can successfully approximate the posterior density distributions of the pilot points, and capture the true values. The computational efficiency, accuracy, and convergence behaviors of the inversion approach were also systematically evaluated, by comparing the inversion results obtained with different levels of noises in the observations, increased observational data, as well as increased number of pilot points.

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We demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynoldsaveraged Navier-Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscosity model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models ("curve-fits"). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. We find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.

This report pulls together the documentation produced for the IMPACT tool, a software-based decision support tool that provides situational awareness, incident characterization, and guidance on public health and environmental response strategies for an unfolding bio-terrorism incident.

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