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Tamellini, Lorenzo

Publications and source records attributed to Tamellini, Lorenzo.

Democratizing uncertainty quantification

Uncertainty Quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support.

Benchmarks↗

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗

Adaptive resource allocation for surrogate modeling of systems comprised of multiple disciplines with varying fidelity

We present an adaptive algorithm for constructing surrogate models for integrated systems composed of a set of coupled components. With this goal we introduce ‘coupling’ variables with a priori unknown distributions that allow approximations of each component to be built independently. Once built, the surrogates of the components are combined and used to predict system-level quantities of interest (QoI) at a fraction of the cost of interrogating the full system model. We use a greedy experimental design procedure, based upon a modification of Multi-Index Stochastic Collocation (MISC), to minimize the error of the combined surrogate. This is achieved by refining each component surrogate in accordance with its relative contribution to error in the approximation of the system-level QoI. Our adaptation of MISC is a multi-fidelity procedure that can leverage ensembles of models of varying cost and accuracy, for one or more components, to produce estimates of system-level QoI. Several numerical examples demonstrate the efficacy of the proposed approach on systems involving feed-forward and feedback coupling. For a fixed computational budget, the proposed algorithm is able to produce approximations that are orders of magnitude more accurate than approximations that treat the integrated system as a black-box.

97 MATHEMATICS AND COMPUTING↗