Estimating Aleatoric and Epistemic Uncertainty in Solutions to Stochastic Inverse Problems Using Machine Learning Surrogate Models.
Abstract not provided.
Wildey, Timothy↗
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Results for “inverse modeling”
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Optimal Experiment Design for Large-Scale Inverse Problems with Enhanced Robustness to Model Uncertainties
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Smith, Chandler Baldwin [Sandia National Laborator↗
Self‐Potential Tomography Preconditioned by Particle Swarm Optimization—Application to Monitoring Hyporheic Exchange in a Bedrock River
Abstract A self‐potential (SP) data‐inversion algorithm was developed and tested on an analytical model of electrical‐potential profile data attributed to single and multiple polarized electrical sources. The developed algorithm was then validated by an application to SP‐monitoring field data measured on the floodplain of East Fork Poplar Creek, Oak Ridge, Tennessee, to image electrical sources in areas conducive to preferential flow into the flood plain from the bedrock‐lined riverbed. The algorithm combined stochastic source‐localization by particle‐swarm‐optimization (PSO) of electrical sources characterized by simplified geometries with source tomography by regularized weighted least‐squares minimization of a quadratic objective function. Prior information was incorporated by preconditioning the tomography algorithm by PSO results. Variable percentages of random noise were added to analytical‐model data to evaluate the algorithm performance. Results indicated that true parameters of single‐source models were inverted and approximated with small residual error, whereas inversion of analytical‐model data representing multiple electrical sources accurately approximated the locations of the sources but miscalculated some parameters because of the non‐uniqueness of the inverse‐model solution. Source tomography applied to analytical model data during testing produced a spatially continuous parameter field that identified the locations of point‐scale synthetic dipole sources of electrical current flow with varying degrees of accuracy depending on the prior information incorporated into the tomography. When applied to SP‐monitoring field data, the algorithm imaged electrical sources within a known fault that intersects the bedrock riverbed and flood plain of East Fork Poplar Creek and depicted dynamic electrical conditions attributed to hyporheic exchange.
54 ENVIRONMENTAL SCIENCES↗
Thinking Bayesian for plasma physicists
Bayesian statistics offers a powerful technique for plasma physicists to infer knowledge from the heterogeneous data types encountered. To explain this power, a simple example, Gaussian Process Regression, and the application of Bayesian statistics to inverse problems are explained. The likelihood is the key distribution because it contains the data model, or theoretic predictions, of the desired quantities. By using prior knowledge, the distribution of the inferred quantities of interest based on the data given can be inferred. Because it is a distribution of inferred quantities given the data and not a single prediction, uncertainty quantification is a natural consequence of Bayesian statistics. The benefits of machine learning in developing surrogate models for solving inverse problems are discussed, as well as progress in quantitatively understanding the errors that such a model introduces.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Inverse Calculation of Burden Distribution Matrix Using B-spline Model Based PDF control in Blast Furnace Burden Charging Process
The inverse calculation of burden distribution matrix (BDM) is one of the most important challenges in the blast furnace operation in iron-making processes. In general, blast furnace consumes 65% of the total energy for the whole steel-making. Focusing on this practical challenge, this article proposes a new burden distribution spatial model in calculating burden charging process, and develops a B-spline approximation-based probability density function (PDF) control algorithm to assign the expected thickness distribution of burden layer and, thus, develops a new method for the required inverse calculation of BDM. First, a novel method for the thickness distribution of burden layer is given using B-spline model to produce an expected distribution shape subjected to a desired tracking within a specific spatial constraint. Then, according to the coexistence of continuous and bounded discrete variables in BDM, a novel hybrid optimization control method by combining integer programming and PDF tracking is further established for the effective inverse calculation of BDM. Finally, the proposed PDF-based iterative inverse calculation of BDM using B-spline models are tested using various data from industrial examples. Furthermore, the simulation results show that the proposed method is well suited to solve the BDM inverse calculation problem in practice.
42 ENGINEERING↗
Advancing attenuation estimation through integration of the Hessian in multiparameter viscoacoustic full-waveform inversion
Accurate seismic attenuation models of subsurface structures not only enhance subsequent migration processes by improving fidelity, resolution, and facilitating amplitude-compliant angle gather generation but also provide valuable constraints on subsurface physical properties. Leveraging full-wavefield information, multiparameter viscoacoustic full-waveform inversion ( Q-FWI) simultaneously estimates seismic velocity and attenuation ( Q) models. However, a major challenge in Q-FWI is the contamination of crosstalk artifacts, where inaccuracies in the velocity model are mistakenly mapped to the inverted attenuation model. While incorporating the Hessian is expected to mitigate these artifacts, the explicit implementation is prohibitively expensive due to its formidable computational cost. In this study, we formulate and develop a Q-FWI algorithm via the Newton-conjugate gradient (CG) framework, where the search direction at each iteration is determined through an internal CG loop. In particular, the Hessian is integrated into each CG step in a matrix-free fashion using the second-order adjoint-state method. We find through synthetic experiments that our Newton-CG Q-FWI significantly mitigates crosstalk artifacts compared with the limited-memory Broyden-Fletcher-Goldfarb-Shanno method and the CG method, albeit with a notable computational cost. In the discussion of several key implementation details, we also determine the significance of the approximate Gauss-Newton Hessian, the second-order adjoint-state method, and the two-stage inversion strategy.
Geochemistry & Geophysics↗
Distribution Grid Modeling Using Smart Meter Data
The knowledge of distribution grid models, including topologies and line impedances, is essential for grid monitoring, control and protection. However, such information is often unavailable, incomplete or outdated. The increasing deployment of smart meters (SMs) provides a unique opportunity to tackle this issue. This paper proposes a two-stage framework for distribution grid modeling using SM data. In the first stage, the network topology is identified by reconstructing a weighted Laplacian matrix of distribution networks. In the second stage, a least absolute deviations (LAD) regression model is developed for estimating line impedance of a single branch based on the nonlinear (inverse) power flow model, wherein a conductor library is leveraged to narrow down the solution space. The LAD regression model is originally a mixed-integer nonlinear program whose continuous relaxation is still non-convex. Furthermore, we specially address its convex relaxation and discuss the exactness. The modified regression model is then embedded within a bottom-up sweep algorithm to achieve the identification across the network in a branch-wise manner. Numerical results on the IEEE 13-bus, 37-bus and 69-bus test feeders validate the effectiveness of the proposed methods.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Diagnosing the pedestal magnetic field and magnetohydrodynamics radial structure with pedestal–scrape of layer electron cyclotron emission radiation inversion in H-mode plasma (invited)
Forward modeling is used to interpret inversion patterns of the pedestal–Scrape of Layer (SOL) Electron Cyclotron Emission (ECE) in DIII-D H-mode experiments. The modeling not only significantly improves the ECE data interpretation quality but also leads to the potential measurements of (1) the magnetic field strength |B| at the separatrix, (2) the pedestal |B| evolution during an inter-Edge Localized Mode (ELM) period, and (3) the pedestal Magnetohydrodynamics (MHD) radial structure. The ECE shine-through effect leads to three types of pedestal–SOL radiation inversions that are discussed in this paper. The first type of inversion is the non-monotonic T e,rad profile with respect to the major radius. Using the ECE frequency at the minimum T e,rad , the inversion can be applied to measure the magnetic field |B| at the separatrix and calibrate the mapping of the ECE channels with respect to the separatrix. The second type of inversion refers to the opposite phase between the radiation fluctuations δT e,rad at the pedestal and SOL. This δT e,rad phase inversion is sensitive to density and temperature fluctuations at the pedestal foot and, thus, can be used to qualitatively measure the MHD radial structure. The third type of inversion appears when the pedestal and SOL T e,rad evolve in an opposite trend, which can be used to infer the pedestal |B| field change during an inter-ELM period. Finally, the bandwidth effect on measuring δT e,rad due to pedestal MHD is also investigated in the radiation modeling.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems
Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.
97 MATHEMATICS AND COMPUTING↗
Integration of seismic-pressure-petrophysics inversion of continuous active-seismic monitoring data for monitoring and quantifying CO 2 plume (Final Report)
The overall objective of this project is to develop and validate an integrated package of joint seismic-pressure-petrophysics inversion (jSPPI) of continuous active-source seismic monitoring dataset capable of providing real-time monitoring of CO 2 plume during geologic carbon sequestration (GCS). The three specific developments include: (a) the methodologies for fast seismic full waveform inversion of continuous active source seismic monitoring, (CASSM) datasets for simultaneously estimating velocity and attenuation, and with data assimilation; (b) joint Bayesian petrophysical inversion of seismic models and pressure data for providing and updating CO 2 saturation models; (c) the methods using multiple datasets including (Crainfield and Frio-II borehole) synthetic, laboratory, and field CASSM datasets. The outcomes of jSPPI include (a) a workflow for processing CASSM data, (b) Bayesian inversion algorithms using CASSM data and pressure response data, and (c) integration with data assimilation algorithms for continuously updating site-specific models used for prediction and reservoir management. The validation of joint FWI will be conducted using synthetic models based on the Cranfield and Frio experiments as well as field CASSM datasets collected as part of the Frio-II pilot injection. To quantify and map the mass and distribution of CO 2 (saturation), we will jointly invert velocity and attenuation measurements from the FWI with a Bayesian approach using a rock physics model for attenuation (e.g., White’s attenuation model with two selected patch sizes (White, 1976; Dutta and Seriff, 1979)). The Bayesian inversion will be applied to each time step in the CASSM survey in an updating scheme, which integrates with an ensemble of reservoir simulations at each step. A more complete experimental validation dataset will be collected as part of a mesoscale (2-3 m) gas-CO 2 injection experiment utilizing a higher frequency version of the CASSM system developed for laboratory studies; the integrated inversion will be demonstrated using this dataset which will provide both a dense geometry as well as more precise secondary confirmation measurements (e.g. saturation) typically not available in the field. The resulting real-time map of CO 2 saturation is able to provide a deeper scientific understanding of the complex, time-varying dynamics of subsurface fluid flow migration path as well as the rapid detection of CO 2 leakage hazards.
25 ENERGY STORAGE↗
A differentiable, physics-informed ecosystem modeling and learning framework for large-scale inverse problems: demonstration with photosynthesis simulations
Photosynthesis plays an important role in carbon, nitrogen, and water cycles. Ecosystem models for photosynthesis are characterized by many parameters that are obtained from limited in situ measurements and applied to the same plant types. Previous site-by-site calibration approaches could not leverage big data and faced issues like overfitting or parameter non-uniqueness. Here we developed an end-to-end programmatically differentiable (meaning gradients of outputs to variables used in the model can be obtained efficiently and accurately) version of the photosynthesis process representation within the Functionally Assembled Terrestrial Ecosystem Simulator (FATES) model. As a genre of physics-informed machine learning (ML), differentiable models couple physics-based formulations to neural networks (NNs) that learn parameterizations (and potentially processes) from observations, here photosynthesis rates. We first demonstrated that the framework was able to correctly recover multiple assumed parameter values concurrently using synthetic training data. Then, using a real-world dataset consisting of many different plant functional types (PFTs), we learned parameters that performed substantially better and greatly reduced biases compared to literature values. Further, the framework allowed us to gain insights at a large scale. Our results showed that the carboxylation rate at 25 °C (V c,max25 ) was more impactful than a factor representing water limitation, although tuning both was helpful in addressing biases with the default values. This framework could potentially enable substantial improvement in our capability to learn parameters and reduce biases for ecosystem modeling at large scales.
54 ENVIRONMENTAL SCIENCES↗
Report on the LLNL Global Full-waveform Inversion Workflow and Progress
LLNL has developed the SPiRaL global seismic tomography model based upon millions of body wave travel times and surface wave dispersion curves in the period range of 25-200 seconds (Simmons et al., 2021). The motivation to construct the SPiRaL model (which stands for S-, P-, Rayleigh, and Love waves) is based upon the guidance provided by a 3-D model workshop held in Berkeley in 2007 and documented in a paper by Zucca et al. (2009). It was concluded in Zucca et al. (2009) that a “practical and obtainable” model is one that predicts body wave travel times for event location while also predicting surface wave velocities for moment tensor estimation. We have largely followed that guidance which has led to the construction of SPiRaL. Looking forward, we now seek to improve the global model through full waveform inversion (FWI). This necessitates the development/customization of an efficient and flexible modeling workflow to automate the process using LLNL’s supercomputing platforms. This report briefly outlines the work that being performed at LLNL to develop the necessary tools and framework to update the SPiRaL global model with full waveform information.
58 GEOSCIENCES↗
Hessian-based multiparameter fractional viscoacoustic full-waveform inversion
Recent progress on fractional modeling enables incorporating seismic attenuation into wavefield simulation in an accurate and efficient way. But its inverse problem, i.e., the multiparameter viscoacoustic full waveform inversion (FWI), still suffers from various issues, especially the crosstalk between velocity and attenuation. In this study, we integrate the Hessian information via the Newton-CG framework and develop the multiparameter fractional viscoacoustic FWI algorithm. It significantly mitigates the crosstalk problems and sheds light upon simultaneous inversion for both velocity and Q models.
Xing, Guangchi↗
Comparing Adjoint Waveform Tomography Models of California Using Different Starting Models
Abstract Adjoint waveform tomography (AWT) sits at the cutting edge of seismic tomography on local, regional, and global scales. However, the choice in starting model may have a significant impact on the final inversion results. In this paper, we present 3 AWT models of California that are based on different starting models. We chose three models that were inverted at different scales: SPiRaL, a global travel‐time tomography model (Simmons et al., 2021, 10.1093/gji/ggab277 ), CSEM_NA, a regional adjoint tomography model of North America and the North Atlantic (Krischer et al., 2018, 10.1029/2017JB015289 ), and WUS256, a regional adjoint tomography model of the western US (Rodgers et al., 2022, https://doi.org/10.1029/2022JB024549 ). We then inverted three AWT models using the same source and receiver set. We ran each model over three period bands: 30–100 s, 25–100 s, and 20–80 s. Once the iterations were finalized, we used five methods of testing model similarity in both the model and data space. We conclude that the choice of starting model has a minimal impact on long wavelength models if an appropriate multi‐scale inversion approach is used.
58 GEOSCIENCES↗
Bayesian Inference for the Seismic Moment Tensor Using Regional Waveforms and Teleseismic- P Polarities with a Data-Derived Distribution of Velocity Models and Source Locations
The largest source of uncertainty in any source inversion is the velocity model used in the transfer function that relates observed ground motion to the seismic moment tensor. However, standard inverse procedure often does not quantify uncertainty in the seismic moment tensor due to error in the Green’s functions from uncertain event location and Earth structure. Here, we incorporate this uncertainty into an estimation of the seismic moment tensor using a data-derived distribution of velocity models based on complementary geophysical data sets, including thickness constraints, velocity profiles, gravity data, surface-wave group velocities, and regional body-wave travel times. The data-derived distribution of velocity models is then used as a prior distribution of Green’s functions for use in Bayesian inference of an unknown seismic moment tensor using regional and teleseismic-P waveforms. The use of multiple data sets is important for gaining resolution to different components of the moment tensor. The combined likelihood is estimated using data-specific error models and the posterior of the seismic moment tensor is estimated and interpreted in terms of the most probable source type.
58 GEOSCIENCES↗
Prime VI
SAND2025-03757O Prime VI is a distribution-of-disease outbreak model calibration code based on variational inference. It accompanies a publication for submission to Statistics in Medicine journal, and the code will be maintained for open-source use on Sandia's GitLab. The software provides methods for calibrating an epidemiological model to measured case-count data for a multitude of correlated spatial regions. The code solves a Bayesian inverse problem for model calibration where the posterior over-model parameters are approximated through a custom implementation of variational inference. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
Safta, Cosmin↗
Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation
We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.
97 MATHEMATICS AND COMPUTING↗
Nonlinear sparse Bayesian learning for physics-based models
This paper addresses the issue of overfitting while calibrating unknown parameters of over-parameterized physics-based models with noisy and incomplete observations. Here, a semi-analytical Bayesian framework of nonlinear sparse Bayesian learning (NSBL) is proposed to identify sparsity among model parameters during Bayesian inversion. NSBL offers significant advantages over machine learning algorithm of sparse Bayesian learning (SBL) for physics-based models, such as 1) the likelihood function or the posterior parameter distribution is not required to be Gaussian, and 2) prior parameter knowledge is incorporated into sparse learning (i.e. not all parameters are treated as questionable). NSBL employs the concept of automatic relevance determination (ARD) to facilitate sparsity among questionable parameters through parameterized prior distributions. The analytical tractability of NSBL is enabled by employing Gaussian ARD priors and by building a Gaussian mixture-model approximation of the posterior parameter distribution that excludes the contribution of ARD priors. Subsequently, type-II maximum likelihood is executed using Newton's method whereby the evidence and its gradient and Hessian information are computed in a semi-analytical fashion. We show numerically and analytically that SBL is a special case of NSBL for linear regression models. Subsequently, a linear regression example involving multimodality in both parameter posterior pdf and model evidence is considered to demonstrate the performance of NSBL in cases where SBL is inapplicable. Next, NSBL is applied to identify sparsity among the damping coefficients of a mass-spring-damper model of a shear building frame. These numerical studies demonstrate the robustness and efficiency of NSBL in alleviating overfitting during Bayesian inversion of nonlinear physics-based models.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗