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101 records · Page 6

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

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↗

Performance Bounds on Two Concatenated, Interleaved Codes

A method has been developed of computing bounds on the performance of a code comprised of two linear binary codes generated by two encoders serially concatenated through an interleaver. Originally intended for use in evaluating the performances of some codes proposed for deep-space communication links, the method can also be used in evaluating the performances of short-block-length codes in other applications. The method applies, more specifically, to a communication system in which following processes take place: At the transmitter, the original binary information that one seeks to transmit is first processed by an encoder into an outer code (Co) characterized by, among other things, a pair of numbers (n,k), where n (n > k)is the total number of code bits associated with k information bits and n k bits are used for correcting or at least detecting errors. Next, the outer code is processed through either a block or a convolutional interleaver. In the block interleaver, the words of the outer code are processed in blocks of I words. In the convolutional interleaver, the interleaving operation is performed bit-wise in N rows with delays that are multiples of B bits. The output of the interleaver is processed through a second encoder to obtain an inner code (Ci) characterized by (ni,ki). The output of the inner code is transmitted over an additive-white-Gaussian- noise channel characterized by a symbol signal-to-noise ratio (SNR) Es/No and a bit SNR Eb/No. At the receiver, an inner decoder generates estimates of bits. Depending on whether a block or a convolutional interleaver is used at the transmitter, the sequence of estimated bits is processed through a block or a convolutional de-interleaver, respectively, to obtain estimates of code words. Then the estimates of the code words are processed through an outer decoder, which generates estimates of the original information along with flags indicating which estimates are presumed to be correct and which are found to be erroneous. From the perspective of the present method, the topic of major interest is the performance of the communication system as quantified in the word-error rate and the undetected-error rate as functions of the SNRs and the total latency of the interleaver and inner code. The method is embodied in equations that describe bounds on these functions. Throughout the derivation of the equations that embody the method, it is assumed that the decoder for the outer code corrects any error pattern of t or fewer errors, detects any error pattern of s or fewer errors, may detect some error patterns of more than s errors, and does not correct any patterns of more than t errors. Because a mathematically complete description of the equations that embody the method and of the derivation of the equations would greatly exceed the space available for this article, it must suffice to summarize by reporting that the derivation includes consideration of several complex issues, including relationships between latency and memory requirements for block and convolutional codes, burst error statistics, enumeration of error-event intersections, and effects of different interleaving depths. In a demonstration, the method was used to calculate bounds on the performances of several communication systems, each based on serial concatenation of a (63,56) expurgated Hamming code with a convolutional inner code through a convolutional interleaver. The bounds calculated by use of the method were compared with results of numerical simulations of performances of the systems to show the regions where the bounds are tight (see figure).

Moision, Bruce↗

Inversion of Magnetic Measurements of the Swarm A Satellite of the Bangui Magnetic Anomaly

We wanted to make a satellite altitude magnetic anomaly map of the large magnetic anomaly in the Central African Republic, the Bangui magnetic anomaly, with data from the Swarm satellites. In the first part of our study, we summarize the earlier investigations and their interpretation. In the second we discuss our data processing applied to produce a magnetic anomaly map. We used the IGRF 12th to remove the long-wavelength regional anomalies. We will use an inverse procedure, which always requires a solution of the direct problem, and a horizontal polygonal prism given in the Descartes coordinate system. For this, reason the total magnetic anomaly was transformed into the Descartes coordinate system. The magnetization and its direction were used from our previous paper. The inverse problem is solved by the Simplex procedure. Our selected polygon has 14 geometrical parameters however, the inverse problem that is the numerical determination of the minimum problem is solved in the 14 dimensions. The result of our inverse problem was the 12 horizontal coordinates and the two upper and lower data of the polygon. The origin of the Bangui anomaly has been discussed in several scientific reports, either as a deep crustal tectonic feature or the result of a large external impactor. However, according to our inversion computations we cannot make any unambiguous finding for the origin of this feature. The inaccuracy in our total anomaly map is given by the Gaussian error propagation.

KI Kis↗

Unraveling the impact of initial choices and in-loop interventions on learning dynamics in autonomous scanning probe microscopy

The current focus in Autonomous Experimentation (AE) is on developing robust workflows to conduct the AE effectively. This entails the need for well-defined approaches to guide the AE process, including strategies for hyperparameter tuning and high-level human interventions within the workflow loop. This paper presents a comprehensive analysis of the influence of initial experimental conditions and in-loop interventions on the learning dynamics of Deep Kernel Learning (DKL) within the realm of AE in scanning probe microscopy. We explore the concept of the “seed effect,” where the initial experiment setup has a substantial impact on the subsequent learning trajectory. Additionally, we introduce an approach of the seed point interventions in AE allowing the operator to influence the exploration process. Using a dataset from Piezoresponse Force Microscopy on PbTiO 3 thin films, we illustrate the impact of the “seed effect” and in-loop seed interventions on the effectiveness of DKL in predicting material properties. The study highlights the importance of initial choices and adaptive interventions in optimizing learning rates and enhancing the efficiency of automated material characterization. This work offers valuable insights into designing more robust and effective AE workflows in microscopy with potential applications across various characterization techniques.

47 OTHER INSTRUMENTATION↗

Large Eddy Simulation of Cirrus Clouds

The Regional Atmospheric Modeling System (RAMS) with mesoscale interactive nested-grids and a Large-Eddy Simulation (LES) version of RAMS, coupled to two-moment microphysics and a new two-stream radiative code were used to investigate the dynamic, microphysical, and radiative aspects of the November 26, 1991 cirrus event. Wu (1998) describes the results of that research in full detail and is enclosed as Appendix 1. The mesoscale nested grid simulation successfully reproduced the large scale circulation as compared to the Mesoscale Analysis and Prediction System's (MAPS) analyses and other observations. Three cloud bands which match nicely to the three cloud lines identified in an observational study (Mace et al., 1995) are predicted on Grid #2 of the nested grids, even though the mesoscale simulation predicts a larger west-east cloud width than what was observed. Large-eddy simulations (LES) were performed to study the dynamical, microphysical, and radiative processes in the 26 November 1991 FIRE 11 cirrus event. The LES model is based on the RAMS version 3b developed at Colorado State University. It includes a new radiation scheme developed by Harrington (1997) and a new subgrid scale model developed by Kosovic (1996). The LES model simulated a single cloud layer for Case 1 and a two-layer cloud structure for Case 2. The simulations demonstrated that latent heat release can play a significant role in the formation and development of cirrus clouds. For the thin cirrus in Case 1, the latent heat release was insufficient for the cirrus clouds to become positively buoyant. However, in some special cases such as Case 2, positively buoyant cells can be embedded within the cirrus layers. These cells were so active that the rising updraft induced its own pressure perturbations that affected the cloud evolution. Vertical profiles of the total radiative and latent heating rates indicated that for well developed, deep, and active cirrus clouds, radiative cooling and latent heating could be comparable in magnitude in the cloudy layer. This implies that latent heating cannot be neglected in the construction of a cirrus cloud model. The probability density function (PDF) of w was analyzed to assist in the parameterization of cloud-scale velocities in large-scale models. For the more radiatively-driven, thin cirrus case, the PDFs are approximately Gaussian. However, in the interior of the deep, convectively unstable case, the PDFs of w are multi-modal and very broad, indicating that parameterizing cloud-scale motions for such clouds can be very challenging. The results of this research are described in detail in a paper submitted to the Journal of Atmospheric Science (Wu and Cotton, 1999), which is enclosed as Appendix 2. Using soundings extracted from a mesoscale simulation of the November 26, 1991 cirrus event, the radiative effects on vapor deposition/sublimation of ice crystals was studied using a two-dimensional cloud-resolving model (CRM) version of RAMS, coupled to an explicit bin-resolving microphysics. The CRM simulations of the November 26, 1991 cirrus event demonstrate that the radiative impact on the diffusional growth (or sublimation) of ice crystals is significant. In this case, the ice particles experienced radiative warming. Model results show that radiative feedbacks in the diffusional growth of ice particles can be very complex. Radiative warming of an ice particle will restrict the particle's diffusional growth. In the case of radiative warming, ice particles larger than a certain size will experience so much radiative warming that surface ice saturation vapor pressures become large enough to cause sublimation of the larger crystals, while smaller crystals are growing by vapor deposition. However, ice mass production can be enhanced in the case of radiative cooling of an ice particle. For the November 26, 1991 cirrus event, radiative feedback results in significant reduction in the total ice mass, especially in the production of large ice crystals, and consequently, both radiative and dynamic properties of the cirrus cloud are significantly affected. A complete description of this research has been submitted as a paper to the Journal of Atmospheric Science (Wu et al., 1999), and included as Appendix 3.

Wu, Ting↗

Peri-Net-Pro: the neural processes with quantified uncertainty for crack patterns

Abstract This paper develops a deep learning tool based on neural processes (NPs) called the Peri-Net-Pro, to predict the crack patterns in a moving disk and classifies them according to the classification modes with quantified uncertainties. In particular, image classification and regression studies are conducted by means of convolutional neural networks (CNNs) and NPs. First, the amount and quality of the data are enhanced by using peridynamics to theoretically compensate for the problems of the finite element method (FEM) in generating crack pattern images. Second, case studies are conducted with the prototype microelastic brittle (PMB), linear peridynamic solid (LPS), and viscoelastic solid (VES) models obtained by using the peridynamic theory. The case studies are performed to classify the images by using CNNs and determine the suitability of the PMB, LBS, and VES models. Finally, a regression analysis is performed on the crack pattern images with NPs to predict the crack patterns. The regression analysis results confirm that the variance decreases when the number of epochs increases by using the NPs. The training results gradually improve, and the variance ranges decrease to less than 0.035. The main finding of this study is that the NPs enable accurate predictions, even with missing or insufficient training data. The results demonstrate that if the context points are set to the 10th, 100th, 300th, and 784th, the training information is deliberately omitted for the context points of the 10th, 100th, and 300th, and the predictions are different when the context points are significantly lower. However, the comparison of the results of the 100th and 784th context points shows that the predicted results are similar because of the Gaussian processes in the NPs. Therefore, if the NPs are employed for training, the missing information of the training data can be supplemented to predict the results.

Mathematics↗

Galaxy blending effects in deep imaging cosmic shear probes of cosmology

ABSTRACT Upcoming deep imaging surveys such as the Vera C. Rubin Observatory Legacy Survey of Space and Time will be confronted with challenges that come with increased depth. One of the leading systematic errors in deep surveys is the blending of objects due to higher surface density in the more crowded images; a considerable fraction of the galaxies which we hope to use for cosmology analyses will overlap each other on the observed sky. In order to investigate these challenges, we emulate blending in a mock catalogue consisting of galaxies at a depth equivalent to 1.3 yr of the full 10-yr Rubin Observatory that includes effects due to weak lensing, ground-based seeing, and the uncertainties due to extraction of catalogues from imaging data. The emulated catalogue indicates that approximately 12 per cent of the observed galaxies are ‘unrecognized’ blends that contain two or more objects but are detected as one. Using the positions and shears of half a billion distant galaxies, we compute shear–shear correlation functions after selecting tomographic samples in terms of both spectroscopic and photometric redshift bins. We examine the sensitivity of the cosmological parameter estimation to unrecognized blending employing both jackknife and analytical Gaussian covariance estimators. An ∼0.025 decrease in the derived structure growth parameter S8 = σ8(Ωm/0.3)0.5 is seen due to unrecognized blending in both tomographies with a slight additional bias for the photo-z-based tomography. This bias is greater than the 2σ statistical error in measuring S8.

79 ASTRONOMY AND ASTROPHYSICS↗

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗

A novel conditional generative model for efficient ensemble forecasts of state variables in large-scale geological carbon storage

Integrating monitoring data to efficiently update reservoir pressure and CO 2 plume distribution forecasts presents a significant challenge in geological carbon storage (GCS) applications. Inverse modeling techniques are commonly used to fuse observational data and refine reservoir model parameters, thereby improving state variable forecasts. However, these techniques often rely on linear or Gaussian assumptions, which can limit their effectiveness in accurately predicting state variables. Moreover, simulating large-scale three-dimensional (3D) GCS problems is computationally expensive, making iterative runs in inverse problems prohibitive. To address these challenges, we propose a conditional generative model utilizing the score-based diffusion method for real-time 3D pressure and saturation field distribution predictions. Our approach involves solving the score function with a mini-batch-based Monte Carlo estimator to generate labeled data. This data is subsequently employed to train a fully connected neural network, enabling it to learn the conditional sample generator within a supervised learning framework. This method enables the rapid generation of a large ensemble of predictions, facilitating comprehensive uncertainty quantification of state variables. Here we applied our method to forecast the dynamic 3D distributions of pressure and saturation fields over a 30-year injection period. The statistical assessment with low root mean square error (RMSE) values demonstrates that our method can accurately predict the spatiotemporal distributions of both pressure and saturation fields. Moreover, the developed conditional generative model shows high computational efficiency by generating 100 ensemble forecasts of 3D state variables in less than 10 min. The consistency between ensemble averages and ground truth values further illustrates the model’s capability to capture state variable dynamics during the CO 2 plume injection process. Notably, the ground truth values fall within the ensemble forecasts, indicating that our uncertainty quantification effectively captures variability and potential noise in the observations. Thus, the developed conditional generative model proves to be a more efficient, accurate, and practical tool for GCS applications, facilitating timely risk analysis and informed decision-making.

58 GEOSCIENCES↗

Pulsed Thermal Tomography Nondestructive Examination of Additively Manufactured Reactor Materials and Components (Final Technical Report)

Metal Additive Manufacturing (AM) is a promising method for cost-efficient fabrication of complex shape structures for applications in harsh environment, such as in a nuclear reactor. However, internal defects (pores) occur in high-strength AM alloys, which are manufactured with Laser Powder Bed Fusion (LPBF) AM method. Pulsed Infrared Thermography (PIT) is an efficient nondestructive evaluation (NDE) method to examine actual structures, because this method offers one-sided non-contact measurements, and fast processing of large sample areas. However, imaging of material defects, particularly defects with sizes at microscopic level, is challenging. In this report, we benchmark the performance of several Unsupervised Learning (UL) algorithms designed to enhance imaging of microscopic defects in metals with PIT. UL aims to learn the latent principal patterns (dictionaries) in PIT data to detect defects with minimal human supervision. Performance of Independent Component Analysis (ICA), Sparse Coding (SC), Principal Component Analysis (PCA) and Exploratory Factor Analysis (EFA) was compared using F-score, UL model training time and defects reconstruction time. We obtained the average F-score of 0.75, and a highest F-score of 0.89 for the EFA algorithm. Overall, EFA outperforms other UL algorithms considered in this study. In another approach, we investigate Thermal Tomography (TT), which is a computational method for reconstruction of depth profile of internal material defects from PIT nondestructive evaluation (NDE). TT algorithm obtains depth reconstructions of thermal effusivity, which has been shown to provide visualization of subsurface internals defects in metals. In many applications, one needs to determine the defect shape and orientation from reconstructed effusivity images. Interpretation of TT images is non-trivial because of blurring, which increases with depth due to heat diffusion-based nature of image formation. We have developed a deep learning convolutional neural network (CNN) to classify size and orientation of subsurface material defects in TT images. CNN was trained with TT images produced with computer simulations of 2D metallic structures (thin plates) containing elliptical subsurface voids. Performance of CNN was investigated using test TT images developed with computer simulations of plates containing elliptical defects, and defects with shape imported from scanning electron microscopy (SEM) images. CNN demonstrated the ability to classify radii and angular orientation of elliptical defects in previously unseen test TT images. We have also demonstrated that CNN trained on TT images of elliptical defects is capable of classifying shape and orientation of irregular defects. Training the CNN on irregular defect shapes instead of on elliptical shapes would make the resulting classifications more descriptive of actual defect shapes. However, this requires a much higher volume of SEM images of material defects, which are difficult to obtain because of random occurrence of defects in LPBF. To address this challenge, we developed a generative adversarial network (GAN) to augment the existing dataset of SEM defect images. The GAN model is demonstrated to create novel yet realistic defect shapes that can be used as input for simulated PTT images to train CNN. We also investigate several approaches based on Gaussian Random Circle and Bezier Curves for constructing parametric models of irregular-shape defects.

36 MATERIALS SCIENCE↗