Randomized physics-informed machine learning for uncertainty quantification in high-dimensional inverse problems
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Determining process–structure–property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process–structure and structure–property linkages. In this work, we seek to learn a distribution of microstructure parameters that are consistent in the sense that the forward propagation of this distribution through a crystal plasticity finite element model matches a target distribution on materials properties. This stochastic inversion formulation infers a distribution of acceptable/consistent microstructures, as opposed to a deterministic solution, which expands the range of feasible designs in a probabilistic manner. Furthermore, to solve this stochastic inverse problem, we employ a recently developed uncertainty quantification framework based on push-forward probability measures, which combines techniques from measure theory and Bayes’ rule to define a unique and numerically stable solution. This approach requires making an initial prediction using an initial guess for the distribution on model inputs and solving a stochastic forward problem. To reduce the computational burden in solving both stochastic forward and stochastic inverse problems, we combine this approach with a machine learning Bayesian regression model based on Gaussian processes and demonstrate the proposed methodology on two representative case studies in structure–property linkages.
Some calculations of parton distributions from first principles only give access to a limited range of Fourier modes of the function to reconstruct. We present a physically motivated procedure to regularize the inverse integral problem using a Gaussian process as a Bayesian prior. We propose to fix the hyperparameters of the prior in a meaningful physical fashion, offering a simple implementation, great numerical efficiency, and allowing us to understand and keep control easily of the uncertainty of the reconstruction.
Quantitative X-ray radiographic imaging systems that utilize a charged couple device (CCD) camera connected to a thick, monolithic scintillator can exhibit blur that varies spatially across the field of view, especially for thick scintillators used in pulse-power radiography of dynamically compressed objects. Here, a three-point approach to estimating and accounting for this effect is demonstrated by (a) using a local estimation technique to measure the effect of blurring a calibration object at key locations across the field of view, (b) combining each of the local estimates into a spatially varying blurring function via partitions of unity interpolation, and (c) resolving the effects of that blur on the image by solving an ill-posed inverse problem using a spatially varying regularization term. The technique is demonstrated on synthetic examples and actual radiographs collected at the Naval Research Laboratory’s (NRL)Mercury pulsed power facility.
Abstract We extend the Variational Autoencoder Inverse Mapper (VAIM) framework for the inverse problem of extracting Compton Form Factors (CFFs) from deeply virtual exclusive reactions, such as the unpolarized Deeply virtual exclusive scattering (DVCS) cross section. VAIM is an end-to-end deep learning framework to address the solution ambiguity issue in ill-posed inverse problems, which comprises of a forward mapper and a backward mapper to simulate the forward and inverse processes, respectively. In particular, we incorporate Bayesian Neural Network (BNN) into the VAIM architecture (BNN-VAIM) for uncertainty quantification. By sampling the weights and biases distributions of the BNN in the backward mapper of the VAIM, BNN-VAIM is able to estimate prediction uncertainty associated with each individual solution obtained for an ill-posed inverse problem. We first demonstrate the uncertainty quantification capability of BNN-VAIM in a toy inverse problem. Then, we apply BNN-VAIM to the inverse problem of extracting 8 CFFs from the unpolarized DVCS cross section.
The Mars Curiosity rover carries an instrument, ChemCam, designed to measure the composition of surface rocks and soil using laser-induced breakdown spectroscopy (LIBS). The measured spectra from this instrument must be analyzed to identify the component elements in the target sample, as well as their relative proportions. This process, which we call disaggregation, is complicated by so-called matrix effects, which describe nonlinear changes in the relative heights of emission lines as an unknown function of composition due to atomic interactions within the LIBS plasma. In this work, we explore the use of the plasma physics code ATOMIC, developed at Los Alamos National Laboratory, for the disaggregation task. ATOMIC has recently been used to model LIBS spectra and can robustly reproduce matrix effects from first principles. The ability of ATOMIC to predict LIBS spectra presents an exciting opportunity to perform disaggregation in a manner not yet tried in the LIBS community, namely via Bayesian model calibration. However, using it directly to solve our inverse problem is computationally intractable due to the large parameter space and the computation time required to produce a single output. Therefore, we also explore the use of emulators as a fast solution for this analysis. We discuss a proof of concept Gaussian process emulator for disaggregating two-element compounds of sodium and copper. The training and test datasets were simulated with ATOMIC using a Latin hypercube design. After testing the performance of the emulator, we successfully recover the composition of 25 test spectra with Bayesian model calibration.
In the atmosphere, microphysics refers to the microscale processes that affect cloud and precipitation particles and is a key linkage among the various components of Earth’s atmospheric water and energy cycles. The representation of microphysical processes in models continues to pose a major challenge leading to uncertainty in numerical weather forecasts and climate simulations. In this paper, the problem of treating microphysics in models is divided into two parts: i) how to represent the population of cloud and precipitation particles, given the impossibility of simulating all particles individually within a cloud, and ii) uncertainties in the microphysical process rates owing to fundamental gaps in knowledge of cloud physics. The recently-developed Lagrangian particle-based method is advocated as a way to address several conceptual and practical challenges of representing particle populations using traditional bulk and bin microphysics parameterization schemes. For addressing critical gaps in cloud physics knowledge, sustained investment for observational advances from laboratory experiments, new probe development, and next-generation instruments in space is needed. Greater emphasis on laboratory work, which has apparently declined over the past several decades relative to other areas of cloud physics research, is argued to be an essential ingredient for improving process-level understanding. More systematic use of natural cloud and precipitation observations to constrain microphysics schemes is also advocated. Because it is generally difficult to quantify individual microphysical process rates from these observations directly, this presents an inverse problem that can be viewed from the standpoint of Bayesian statistics. Following this idea, a probabilistic framework is proposed that combines elements from statistical and physical modeling. Besides providing rigorous constraint of schemes, there is an added benefit of quantifying uncertainty systematically. Finally, a broader hierarchical approach is proposed to accelerate improvements in microphysics schemes, leveraging the advances described in this paper related to process modeling (using Lagrangian particle-based schemes), laboratory experimentation, cloud and precipitation observations, and statistical methods.
We evaluate the performance of the Karhunen-Loève Deep Neural Network (KL-DNN) framework for surrogate modeling and approximate Bayesian parameter estimation in partial differential equation models. In the surrogate model, the Karhunen-Loève (KL) expansions are used for the dimensionality reduction of the number of unknown parameters and variables, and a deep neural network is employed to relate the reduced space of parameters to that of the state variables. The KL-DNN surrogate model is used to formulate a maximum-a-posteriori-like least-squares problem, which is randomized to draw samples of the posterior distribution of the parameters. We test the proposed framework for a hypothetical unconfined aquifer via comparison with the forward MODFLOW and inverse PEST++ iterative ensemble smoother (IES) solutions as well as the state-of-the-art Fourier neural operator (FNO) and deep operator networks (DeepONets) operator learning surrogate models. Our results show that the KL-DNN surrogate model outperforms FNO and DeepONet for forward predictions. For solving inverse problems, the randomized algorithm provides the same or more accurate Bayesian predictions of the parameters than IES as evidenced by the higher log-predictive probability of both the estimated parameter field and the forecast hydraulic head. The posterior mean obtained from the randomized algorithm is closer to the reference parameter field than that obtained with FNO as the maximum a posteriori estimate.
Cyber-physical system security presents unique challenges to conventional measurement science and technology. Anomaly detection in software-assisted physical systems, such as those employed in additive manufacturing or in DNA synthesis, is often hampered by the limited available parameter space of the underlying mechanism that is transducing the anomaly. As a result, the formulation of anomaly detection for such systems often leads to inverse or ill-posed problems, requiring statistical treatments. Here, we present Bayesian inference of unknown parameters associated with a generic actuator considered as a representative vital element of a cyber-physical system. Via a series of experimental input-output measurements, a transfer function for the actuator is obtained numerically, which serves as our model for the proposed method. Linear, nonlinear, and delayed dynamics may be assumed for the actuator response. By devising a code-based malicious signal, we study the efficacy of Bayesian inference for its potential to produce a detection, including uncertainty quantification, with a remarkably small number of input data points. Our approach should be adaptable to a variety of real-time cyber-physical anomaly detection scenarios.
Estimation of riverbed profiles, also known as bathymetry, plays a vital role in many applications, such as safe and efficient inland navigation, prediction of bank erosion, land subsidence, and flood risk management. The high cost and complex logistics of direct bathymetry surveys, i.e, depth imaging, have encouraged the use of indirect measurements such as surface flow velocities. However, estimating high-resolution bathymetry from indirect measurements is an inverse problem that can be computationally challenging. Here, we propose a reduced-order model (ROM) based approach that utilizes a variational autoencoder (VAE), a type of deep neural network with a narrow layer in the middle, to compress bathymetry and flow velocity information and accelerate bathymetry inverse problems from flow velocity measurements. In our application, the shallow-water equations (SWE) with appropriate boundary conditions (BCs), e.g., the discharge and/or the free surface elevation, constitute the forward problem, to predict flow velocity. Then, ROMs of the SWEs are constructed on a nonlinear manifold of low dimensionality through a variational encoder and the bathymetry inversion problem is derived on the low-dimensional latent space in a Hierarchical Bayesian setting. Further, the reformulation allows variational inference with a small number (e.g., $\mathscr{O}$ (100) of ROM runs and efficient uncertainty quantification. We have tested our inversion approach on a one-mile reach of the Savannah River, GA, USA. Once the neural network is trained (offline stage), the proposed technique can perform the inversion operation orders of magnitude faster than traditional inversion methods that are commonly based on linear projections, such as principal component analysis (PCA), or the principal component geostatistical approach (PCGA). Furthermore, tests show that the algorithm can estimate the bathymetry with good accuracy even with sparse flow velocity measurements.
Neutron stars (NSs) probe the high-density regime of the nuclear equation of state (EOS). However, inferring the EOS from observations of NSs is a computationally challenging task. Here, in this work, we efficiently solve this inverse problem by leveraging differential programming in two ways. First, we enable full Bayesian inference in under one hour of wall time on a GPU by using gradient-based samplers, without requiring pretrained machine learning emulators. Moreover, we demonstrate efficient scaling to high-dimensional parameter spaces. Second, we introduce a novel gradient-based optimization scheme that recovers the EOS of a given NS mass-radius curve. We demonstrate how our framework can reveal consistencies or tensions between nuclear physics and astrophysics. First, we show how the breakdown density of a metamodel description of the EOS can be determined from NS observations. Second, we demonstrate how degeneracies in EOS modeling using nuclear empirical parameters can influence the inverse problem during gradient-based optimization. Looking ahead, our approach opens up new theoretical studies of the relation between NS properties and the EOS, while effectively tackling the data analysis challenges brought by future detectors.
Recent research has focused on the development of surrogate models for radiation source localization in a simulated urban domain. We employ the Monte Carlo N-Particle (MCNP) code to provide high- delity simulations of radiation transport within an urban domain. The model is constructed to employ a source location (x, y, z) as input and return the estimated count rate for a set of speci ed detector locations. Because MCNP simulations are computationally expensive, we develop e cient and accurate surrogate models of the detector responses. We construct surrogate models using Gaussian processes (GP) and neural networks (NN) that we train and verify using the MCNP simulations. The trained surrogate models provide an e cient framework for Bayesian inference and experimental design. We employ Delayed Rejection Adaptive Metropolis (DRAM), a Markov Chain Monte Carlo (MCMC) algorithm, to infer the location and intensity of an unknown source. The DRAM results yield a posterior probability distribution for the source's location conditioned on the observed detector count rates. The posterior distribution exhibits regions of high and low probability within the simulated environment identifying potential source locations. In this manner, we can quantify the source location to within at least one of these regions of high probability in the considered cases. Employing these methods, we are able to reduce the space of potential source locations by at least 60%.
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. Here, the effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems.
Ultra-small-angle neutron scattering (USANS) enables access to micrometer-scale structures but is intrinsically affected by strong, anisotropic resolution smearing arising from slit-geometry optics. As a result, recovery of the intrinsic scattering intensity constitutes an ill-posed inverse problem, and commonly used iterative desmearing methods lack rigorous uncertainty quantification. We present a Bayesian desmearing framework for slit-geometry USANS based on Gaussian process regression. In this approach, the scattering intensity is modeled as a smooth random function, and the instrumental point spread function is incorporated explicitly as a forward operator. The resulting formulation yields a closed-form maximum a posteriori solution with well-defined credibility intervals. Computational benchmarks and experimental validation using combined USANS and small-angle neutron scattering (SANS) measurements demonstrate that the framework enables stable desmearing, suppresses experimental noise, and preserves physically meaningful structural features under realistic conditions.
One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental data.
Here, we determine spatially varying discontinuous material properties using a domain-decomposition based physics-informed neural networks (PINNs) framework named the Adaptive Interface-PINNs or AdaI-PINNs (Roy et al., 2024). We propose the use of distinct neural networks for the field variables and material properties within each material, utilizing adaptive activation functions. While the neural networks across different materials share the same weights and biases, their activation functions are uniquely tailored using a hyperparameter that influences the slope of the activation function. The proposed framework is tested on several one-dimensional and two-dimensional benchmark examples, and its performance is compared with conventional PINNs and existing domain-decomposition PINNs frameworks, namely, the Multi-domain physics-informed neural network (M-PINN), and the eXtended physics-informed neural networks (XPINNs). The results demonstrate that the proposed approach can determine randomly distributed discontinuous material properties with an L 2 error of $\mathscr{O}$ (10 -3 ) for the material property and the root-mean-square error of $\mathscr{O}$ (10 -3 ) for the primary variable while the other approaches yield errors that are approximately two orders of magnitude larger (that is, $\mathscr{O}$ (10 -1 )). Moreover, the spatial distribution of material properties obtained using the proposed framework is in close agreement with the true distribution, whereas the other approaches fare much worse. Additionally, the proposed approach is approximately 40% faster than its competitors, indicating its potential as a robust alternative for solving inverse problems in heterogeneous materials.
The configurations of instruments fielded on an experiment affect the amount of information captured and the quality of subsequent inference. Here, we investigate the problem of optimizing plasma x-ray radiation detectors in a magneto-inertial fusion experiment at Sandia National Laboratories. It is impossible to directly measure properties such as the temperature of the thermonuclear fusion plasma produced in these experiments because of the extreme environment and destructive nature of the experiment. Among other diagnostics, several detectors are placed with significant standoff from the fusion target to capture the x-rays emitted by the fusion plasma, which can be used to infer some of its properties. To optimize the configuration of these detectors, a high-fidelity model (HFM) is used for simulating outputs and a low-fidelity model (LFM) is used for inference. We develop methods based on A- and L-optimality criteria that are efficient to compute while explicitly accounting for the discrepancy between the HFM and the LFM. The method allows us to find detector configurations that perform similarly to or better than the configuration obtained using an existing sampling-based optimization method while decreasing computational time by a factor of 50. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.
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