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At least 721 records · Page 40

Pushing the frontiers in climate modelling and analysis with machine learning

Climate modelling and analysis are facing new demands to enhance projections and climate information. Here, in this study, we argue that now is the time to push the frontiers of machine learning beyond state-of-the-art approaches, not only by developing machine-learning-based Earth system models with greater fidelity, but also by providing new capabilities through emulators for extreme event projections with large ensembles, enhanced detection and attribution methods for extreme events, and advanced climate model analysis and benchmarking. Utilizing this potential requires key machine learning challenges to be addressed, in particular generalization, uncertainty quantification, explainable artificial intelligence and causality. This interdisciplinary effort requires bringing together machine learning and climate scientists, while also leveraging the private sector, to accelerate progress towards actionable climate science.

54 ENVIRONMENTAL SCIENCES↗

From PINNs to PIKANs: recent advances in physics-informed machine learning

Physics-Informed Neural Networks (PINNs) have emerged as a key tool in Scientific Machine Learning since their introduction in 2017, enabling the efficient solution of ordinary and partial differential equations using sparse measurements. Over the past few years, significant advancements have been made in the training and optimization of PINNs, covering aspects such as network architectures, adaptive refinement, domain decomposition, and the use of adaptive weights and activation functions. A notable recent development is the Physics-Informed Kolmogorov-Arnold Networks (PIKANS), which leverage a representation model originally proposed by Kolmogorov in 1957, offering a promising alternative to traditional PINNs. In this review, we provide a comprehensive overview of the latest advancements in PINNs, focusing on improvements in network design, feature expansion, optimization techniques, uncertainty quantification, and theoretical insights. We also survey key applications across a range of fields, including biomedicine, fluid and solid mechanics, geophysics, dynamical systems, heat transfer, chemical engineering, and beyond. Lastly, we review computational frameworks and software tools developed by both academia and industry to support PINN research and applications.

Kolmogorov-Arnold networks↗

Machine learning surrogate of physics-based building-stock simulator for end-use load forecasting

Building energy models are used to simulate heat and mass transfer and estimate end-use load in buildings. With the proliferation of solar photovoltaics on residential and commercial buildings, increasingly, buildings are expected to provide grid services, for which accurate and computationally efficient building energy simulations and end-use load prediction are imperative. Existing building energy simulation tools, however, have significant computational overhead that make them less practical in real-time deployment for optimization, design, uncertainty quantification and control in building energy management systems. Here this article presents a data-driven machine learning model based on light gradient boosting method (LightGBM) as a surrogate for a physics-based simulator for residential buildings to predict end-use load. The machine learning based surrogate model accounts for time-series related variables, seasonality and trend component of end-use load, and history of end-use load. The accuracy of the surrogate model is assessed on the prediction of the load profiles of 100 different houses in Cook County, Illinois, USA. The LightGBM surrogate model is shown to reduce the root-mean-squared error by 53% relative to a reference decision tree (DT) based model reported previously in the literature. Moreover, the model predicts the load spikes and high-ramp rate events throughout the year which are often the Achilles heel of other models in the literature. The machine learning based surrogate model is demonstrated to be computationally efficient, with a ten-fold reduction in the computational time compared to a physics-based building energy simulation, and suitable for uncertainty analysis and real-time control of building characteristics in response to uncertainty.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗

Review of multi-fidelity models

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring high-accuracy data is costly or computationally intensive. This review offers a comprehensive analysis of multi-fidelity models, focusing on their applications in scientific and engineering fields, particularly in optimization and uncertainty quantification. It classifies publications on multi-fidelity modeling according to several criteria, including application area, surrogate model selection, types of fidelity, combination methods and year of publication. The study investigates techniques for combining different fidelity levels, with an emphasis on multi-fidelity surrogate models. Here this work discusses reproducibility, open-sourcing methodologies and benchmarking procedures to promote transparency. The manuscript also includes educational toy problems to enhance understanding. Additionally, this paper outlines best practices for presenting multi-fidelity-related savings in a standardized, succinct and yet thorough manner. The review concludes by examining current trends in multi-fidelity modeling, including emerging techniques, recent advancements, and promising research directions.

42 ENGINEERING↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗

D–MOPH–25: diverse MOF–molecule pairs for Henry’s constants prediction

Computational methods like grand-canonical Monte Carlo simulations and machine learning (ML) have accelerated metal–organic frameworks (MOF) exploration but are typically limited to a narrow range of adsorbates due to data availability and force field constraints. In this study, we introduce a dataset of diverse MOF–molecule pairs for Henry’s constant prediction, D–MOPH–25, which systematically explores a diverse chemical space by combining 113 molecular adsorbates with over 5000 MOF structures through an active learning process. D–MOPH–25 constitutes the most diverse adsorbate dataset used in any ML study of molecular adsorption in MOFs to date. Our workflow builds a benchmark for predicting Henry’s constants at 300 K, leveraging conformal prediction for uncertainty quantification. Assessment through Shannon entropy and uniform manifold approximation and projection confirms the comprehensiveness of D–MOPH–25 while highlighting the importance of robust classification to filter out unphysical data points in regression tasks. Although future enhancements in model architecture and sampling criteria could improve predictive performance, our dataset already spans the target space using only 2.31% of total possibilities. This comprehensive dataset facilitates assessment of model generalizability across adsorbate species and can establish a foundation for high-throughput MOF screening and ML-driven separation processes.

active learning↗

Weighted greedy-optimal design of computer experiments for kernel-based and Gaussian process model emulation and calibration

This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.

97 MATHEMATICS AND COMPUTING↗

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗

Efficient Bayesian inference with latent Hamiltonian neural networks in No-U-Turn Sampling

When sampling for Bayesian inference, one popular approach in the computational field is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS), which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS can require numerous numerical gradients of the target density and can prove slow in practice when relying on computationally expensive forward models. We propose Latent Hamiltonian neural networks (L-HNNs) with HMC and NUTS for solving Bayesian inference problems. Once trained, L-HNNs do not require numerical gradients of the target density during sampling, and hence numerous evaluations of the forward computational model. Moreover, L-HNNs satisfy important properties such as perfect time reversibility and Hamiltonian conservation, making them well-suited for use within HMC and NUTS because stationarity can be shown. We also propose the integration of L-HNNs in an online error monitoring scheme, in which numerical gradients of the target density are used for a few samples whenever the L-HNNs prediction errors are large. This online error monitor scheme prevents sample degeneracy in regions of low probability density and ensures robust uncertainty quantification. We demonstrate L-HNNs in NUTS with online error monitoring on several analytical examples involving complex, heavy-tailed, and high-local-curvature probability densities. We then demonstrate the applicability of L-HNNs in NUTS to two computational case studies, namely the Allen-Cahn stochastic partial differential equation and an elliptic partial differential equation with 25 and 50 inference parameters, respectively. Overall, the L-HNNs in NUTS with online error monitoring satisfactorily inferred these probability densities. In conclusion, compared to traditional NUTS, L-HNNs in NUTS with online error monitoring required 1–2 orders of magnitude fewer numerical gradients of the target density and improved the effective sample size (ESS) per gradient (which is a measure of both the sampling quality and the computational expense) by an order of magnitude.

97 MATHEMATICS AND COMPUTING↗

PyApprox: Enabling efficient model analysis

PyApprox is a Python-based one-stop-shop for probabilistic analysis of scientific numerical models. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent the most popular methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. Simple interfaces are provided for the most commonly-used algorithms to limit a user’s need to tune the various hyper-parameters of each algorithm. However, more advanced work flows that require customization of hyper-parameters is also supported. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of different algorithms for a wide range of model analyses. This paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in ground water.

97 MATHEMATICS AND COMPUTING↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark—A Bayesian Inverse UQ-Based Approach for Data Assimilation

The Organisation for Economic Co-operation and Development Working Party on Nuclear Criticality Safety has proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian inverse uncertainty quantification (IUQ) employing scientific machine learning surrogate models as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of generalized linear least squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. Here, when comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that the GLLS predictions failed to replicate the computed response distributions for nonlinear applications, while MOCABA showed near agreement, and IUQ used the computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

Bayesian calibration↗

Yet Another Discriminant Analysis (YADA): A Probabilistic Model for Machine Learning Applications

This paper presents a probabilistic model for various machine learning (ML) applications. While deep learning (DL) has produced state-of-the-art results in many domains, DL models are complex and over-parameterized, which leads to high uncertainty about what the model has learned, as well as its decision process. Further, DL models are not probabilistic, making reasoning about their output challenging. In contrast, the proposed model, referred to as Yet Another Discriminate Analysis(YADA), is less complex than other methods, is based on a mathematically rigorous foundation, and can be utilized for a wide variety of ML tasks including classification, explainability, and uncertainty quantification. YADA is thus competitive in most cases with many state-of-the-art DL models. Ideally, a probabilistic model would represent the full joint probability distribution of its features, but doing so is often computationally expensive and intractable. Hence, many probabilistic models assume that the features are either normally distributed, mutually independent, or both, which can severely limit their performance. YADA is an intermediate model that (1) captures the marginal distributions of each variable and the pairwise correlations between variables and (2) explicitly maps features to the space of multivariate Gaussian variables. Numerous mathematical properties of the YADA model can be derived, thereby improving the theoretic underpinnings of ML. Validation of the model can be statistically verified on new or held-out data using native properties of YADA. However, there are some engineering and practical challenges that we enumerate to make YADA more useful.

97 MATHEMATICS AND COMPUTING↗

Estimating posterior quantity of interest expectations in a multilevel scalable framework

Scalable approaches for uncertainty quantification are necessary for characterizing prediction confidence in large-scale subsurface flow simulations with uncertain permeability. To this end we explore a multilevel Monte Carlo approach for estimating posterior moments of a particular quantity of interest, where we employ an element-agglomerated algebraic multigrid (AMG) technique to generate the hierarchy of coarse spaces with guaranteed approximation properties for both the generation of spatially correlated random fields and the forward simulation of Darcy's law to model subsurface flow. In both these components (sampling and forward solves), we exploit solvers that rely on state-of-the-art scalable AMG. To illustrate the applicability of this approach, numerical tests are performed on two 3D examples-a unit cube and an egg-shaped domain with an irregular boundary-where the scalability of each simulation as well as the scalability of the overall algorithm are demonstrated.

97 MATHEMATICS AND COMPUTING↗

Advanced stationary and nonstationary kernel designs for domain-aware Gaussian processes

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathematical methods we discuss in this paper are an extension of the Gaussian-process framework. We are proposing advanced kernel designs that only allow for functions with certain desirable characteristics to be elements of the reproducing kernel Hilbert space (RKHS) that underlies all kernel methods and serves as the sample space for Gaussian process regression. These desirable characteristics reflect the underlying physics; two obvious examples are symmetry and periodicity constraints. In addition, non-stationary kernel designs can be defined in the same framework to yield flexible multi-task Gaussian processes. We will show the impact of advanced kernel designs on Gaussian processes using several synthetic and two scientific data sets. The results of our research show that including domain knowledge, communicated through advanced kernel designs, has a significant impact on the accuracy and relevance of the function approximation.

97 MATHEMATICS AND COMPUTING↗

Nuclear safety Enhanced: A Deep dive into current and future RAVEN applications

As the horizon of nuclear energy expands with the advent of small modular reactors, IV generation reactors, and fusion reactors, there is a growing perspective that the licensing process could benefit from a more comprehensive approach. Moving beyond traditional deterministic and PRA analysis might pave the way for a novel safety analysis paradigm propelled by the increasing computational power at our disposal. This paper explores different methodologies that can improve the outcomes of nuclear safety analysis. These range from uncertainty quantification techniques, aimed at enhancing the precision of safety margins, to deploying dynamic event trees by driving system code simulations, capturing the potential evolutions of severe accidents. These methodologies introduce innovative dimensions to safety analysis, considering the consequences of postulated events and the dynamics of accident sequences. However, they also bring forth challenges, especially in managing the complexity and sheer volume of potential scenarios. The paper touches upon some strategies to counter these challenges, emphasizing the importance of adaptability and continuous evolution in the face of emerging nuclear safety concerns. Additionally, the paper sheds light on the need for advanced tools to apply these methodologies. Among these tools is RAVEN, an open-source software designed for parametric and probabilistic analyses. Its core components, including distribution, sampler, and reduced order model, enable various applications, from risk assessment and mitigation to dynamic learning and plant control logic simulations.

97 - MATHEMATICS AND COMPUTING↗

Bridging Hydrological Ensemble Simulation and Learning Using Deep Neural Operators

Ensemble-based simulation and learning (ESnL) has long been used in hydrology for parameter inference, but computational demands of process-based ESnL can be quite high. To address this issue, we propose a deep neural operator learning approach. Neural operators are generic machine learning algorithms that can learn functional mappings between infinite-dimensional spaces, providing a highly flexible tool for scientific machine learning. Our approach is built upon DeepONet, a specific deep neural operator, and is designed to address several common problems in hydrology, namely, model parameter estimation, prediction at ungaged locations, and uncertainty quantification. Here we demonstrate the effectiveness of our DeepONet-based workflow using an existing large model ensemble created for an eastern U.S. watershed that is instrumented with 10 streamflow gages. Results suggest DeepONet achieves high efficiency in learning an ML surrogate model from the model ensemble, with the modified Kling-Gupta Efficiency exceeding 0.9 on holdout test sets. Parameter inference, carried out using the trained DeepONet surrogate model and genetic algorithm, also yields robust results. Additionally, we formulate and train a separate DeepONet model for physics-informed, seq-to-seq streamflow forecasting, which further reduces biases in the pre-trained DeepONet surrogate model. While this study focuses primarily on a single watershed, our approach is general and may be extended to enable learning from model ensembles across multiple basins or models. Thus, this research represents a significant contribution to the application of hybrid machine learning in hydrology.

54 ENVIRONMENTAL SCIENCES↗

Multi-output multilevel best linear unbiased estimators via semidefinite programming

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While computational efficiency is key in this context, multi-output strategies in multilevel/multifidelity methods are either sub-optimal or non-existent. In this paper we extend multilevel best linear unbiased estimators (MLBLUE) to multi-output forward UQ problems and we present new semidefinite programming formulations for their optimal setup. Not only do these formulations yield the optimal number of samples required, but also the optimal selection of low-fidelity models to use. While existing MLBLUE approaches are single-output only and require a non-trivial nonlinear optimization procedure, the new multi-output formulations can be solved reliably and efficiently. Here, we demonstrate the efficacy of the new methods and formulations in practical UQ problems with model heterogeneity.

97 MATHEMATICS AND COMPUTING↗