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SAChES: Scalable Adaptive Chain-Ensemble Sampling

Swiler, Laura P.; Ray, Jaideep R.; Ebeida, Mohamed S.; Huang, Maoyi; Hou, Zhangshuan; Bao, Jie; Ren, Huiying

We present the development of a parallel Markov Chain Monte Carlo (MCMC) method called SAChES, Scalable Adaptive Chain-Ensemble Sampling. This capability is targed to Bayesian calibration of com- putationally expensive simulation models. SAChES involves a hybrid of two methods: Differential Evo- lution Monte Carlo followed by Adaptive Metropolis. Both methods involve parallel chains. Differential evolution allows one to explore high-dimensional parameter spaces using loosely coupled (i.e., largely asynchronous) chains. Loose coupling allows the use of large chain ensembles, with far more chains than the number of parameters to explore. This reduces per-chain sampling burden, enables high-dimensional inversions and the use of computationally expensive forward models. The large number of chains can also ameliorate the impact of silent-errors, which may affect only a few chains. The chain ensemble can also be sampled to provide an initial condition when an aberrant chain is re-spawned. Adaptive Metropolis takes the best points from the differential evolution and efficiently hones in on the poste- rior density. The multitude of chains in SAChES is leveraged to (1) enable efficient exploration of the parameter space; and (2) ensure robustness to silent errors which may be unavoidable in extreme-scale computational platforms of the future. This report outlines SAChES, describes four papers that are the result of the project, and discusses some additional results.

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Robust bayesian calibration of a RANS model for jet-in-crossflow simulations

8th AIAA Theoretical Fluid Mechanics Conference, 2017

Ray, Jaideep R.; Lefantzi, Sophia L.; Arunajatesan, Srinivasan A.; DeChant, Lawrence J.

Compressible jet-in-crossflow interactions are poorly simulated using Reynolds-Averaged Navier Stokes (RANS) equations. This is due to model-form errors (physical approximations) in RANS as well as the use of parameter values simply picked from literature (hence- forth, the nominal values of the parameters). Previous work on the Bayesian calibration of RANS models has yielded joint probability densities of C = (Cµ;Cϵ2;Cϵ1), the most influential parameters of the RANS equations. The calibrated values were far more predictive than the nominal parameter values and the advantage held across a range of freestream Mach numbers and jet strengths. In this work we perform Bayesian calibration across a range of Mach numbers and jet strengths and compare the joint densities, with a view of determining whether compressible jet-in-crossflow could be simulated with either a single joint probability density or a point estimate for C. We find that probability densities for ;Cϵ2 agree and also indicate that the range typically used in aerodynamic simulations should be extended. The densities for ;Cϵ1 agree, approximately, with the nominal value. The densities for ;Cµ do not show any clear trend, indicating that they are not strongly constrained by the calibration observables, and in turn, do not affect them much. We also compare the calibrated results to a recently developed analytical model of a jet-in-cross flow interaction. We find that the values of C estimated by the analytical model delivers prediction accuracies comparable to the calibrated joint densities of the parameters across a range of Mach numbers and jet strengths.

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K-ε turbulence model parameter estimates using an approximate self-similar jet-in-crossflow solution

8th AIAA Theoretical Fluid Mechanics Conference, 2017

DeChant, Lawrence J.; Ray, Jaideep R.; Lefantzi, Sophia L.; Ling, Julia L.; Arunajatesan, Srinivasan A.

The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnel data has yielded parameter estimates that are far more predictive than nominal parameter values. Here we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. The close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.

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A statistical approach for isolating fossil fuel emissions in atmospheric inverse problems

Journal of Geophysical Research

Yadav, Vineet; Michalak, Anna M.; Ray, Jaideep R.; Shiga, Yoichi P.

Independent verification and quantification of fossil fuel (FF) emissions constitutes a considerable scientific challenge. By coupling atmospheric observations of CO2 with models of atmospheric transport, inverse models offer the possibility of overcoming this challenge. However, disaggregating the biospheric and FF flux components of terrestrial fluxes from CO2 concentration measurements has proven to be difficult, due to observational and modeling limitations. In this study, we propose a statistical inverse modeling scheme for disaggregating winter time fluxes on the basis of their unique error covariances and covariates, where these covariances and covariates are representative of the underlying processes affecting FF and biospheric fluxes. The application of the method is demonstrated with one synthetic and two real data prototypical inversions by using in situ CO2 measurements over North America. Inversions are performed only for the month of January, as predominance of biospheric CO2 signal relative to FF CO2 signal and observational limitations preclude disaggregation of the fluxes in other months. The quality of disaggregation is assessed primarily through examination of a posteriori covariance between disaggregated FF and biospheric fluxes at regional scales. Findings indicate that the proposed method is able to robustly disaggregate fluxes regionally at monthly temporal resolution with a posteriori cross covariance lower than 0.15 µmolm-2 s-1 between FF and biospheric fluxes. Error covariance models and covariates based on temporally varying FF inventory data provide a more robust disaggregation over static proxies (e.g., nightlight intensity and population density). However, the synthetic data case study shows that disaggregation is possible even in absence of detailed temporally varying FF inventory data.

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Imputing data that are missing at high rates using a boosting algorithm

JSM Proceedings

Cauthen, Katherine R.; Lambert, Gregory; Ray, Jaideep R.; Lefantzi, Sophia L.

Traditional multiple imputation approaches may perform poorly for datasets with high rates of missingness unless many m imputations are used. This paper implements an alternative machine learning-based approach to imputing data that are missing at high rates. Here, we use boosting to create a strong learner from a weak learner fitted to a dataset missing many observations. This approach may be applied to a variety of types of learners (models). The approach is demonstrated by application to a spatiotemporal dataset for predicting dengue outbreaks in India from meteorological covariates. A Bayesian spatiotemporal CAR model is boosted to produce imputations, and the overall RMSE from a k-fold cross-validation is used to assess imputation accuracy.

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Online mapping and forecasting of epidemics using open-source indicators

Ray, Jaideep R.; Lefantzi, Sophia L.; Bauer, Joshua B.; Khalil, Mohammad K.; Rothfuss, Andrew J.; Cauthen, Katherine R.; Finley, Patrick D.; Smith, Halley S.

Open-source indicators have been proposed as a way of tracking and forecasting disease outbreaks. Some, such are meteorological data, are readily available as reanalysis products. Others, such as those derived from our online behavior (web searches, media article etc.) are gathered easily and are more timely than public health reporting. In this study we investigate how these datastreams may be combined to provide useful epidemiological information. The investigation is performed by building data assimilation systems to track influenza in California and dengue in India. The first does not suffer from incomplete data and was chosen to explore disease modeling needs. The second explores the case when observational data is sparse and disease modeling complexities are beside the point. The two test cases are for opposite ends of the disease tracking spectrum. We find that data assimilation systems that produce disease activity maps can be constructed. Further, being able to combine multiple open-source datastreams is a necessity as any one individually is not very informative. The data assimilation systems have very little in common except that they contain disease models, calibration algorithms and some ability to impute missing data. Thus while the data assimilation systems share the goal for accurate forecasting, they are practically designed to compensate for the shortcomings of the datastreams. Thus we expect them to be disease and location-specific.

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Results 76–100 of 221
Results 76–100 of 221