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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 145 records · Page 8
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Applying Bayesian inference and deterministic anisotropy to retrieve the molecular structure ∣Ψ(R)∣2 distribution from gas-phase diffraction experiments

Abstract Currently, our general approach to retrieving molecular structures from ultrafast gas-phase diffraction heavily relies on complex ab initio electronic or vibrational excited state simulations to make conclusive interpretations. Without such simulations, inverting this measurement for the structural probability distribution is typically intractable. This creates a so-called inverse problem. Here we address this inverse problem by developing a broadly applicable method that approximates the molecular frame structure ∣Ψ( R , t )∣ 2 distribution independent of these complex simulations. We retrieve the vibronic ground state ∣Ψ( R )∣ 2 for both simulated stretched NO 2 and measured N 2 O. From measured N 2 O, we observe 40 mÅ coordinate-space resolution from 3.75 Å −1 reciprocal space range and poor signal-to-noise, a 50X improvement over traditional Fourier transform methods. In simulated NO 2 diffraction experiments, typical to high signal-to-noise levels predict 100–1000X resolution improvements, down to 0.1 mÅ. By directly measuring the width of ∣Ψ( R )∣ 2 , we open ultrafast gas-phase diffraction capabilities to measurements beyond current analysis approaches. This method has the potential to effectively turn gas-phase ultrafast diffraction into a discovery-oriented technique to probe systems that are prohibitively difficult to simulate.

74 ATOMIC AND MOLECULAR PHYSICS↗
DOE OSTI2025

VAIM-CFF: a variational autoencoder inverse mapper solution to Compton form factor extraction from deeply virtual exclusive reactions

We develop a new methodology for extracting Compton form factors (CFFs) from deeply virtual exclusive reactions such as the unpolarized DVCS cross section using a specialized inverse problem solver, a variational autoencoder inverse mapper (VAIM). The VAIM-CFF framework not only allows us access to a fitted solution set possibly containing multiple solutions in the extraction of all 8 CFFs from a single cross section measurement, but also accesses the lost information contained in the forward mapping from CFFs to cross section. We investigate various assumptions and their effects on the predicted CFFs such as cross section organization, number of extracted CFFs, use of uncertainty quantification technique, and inclusion of prior physics information. We then use dimensionality reduction techniques such as principal component analysis to visualize the missing physics information tracked in the latent space of the VAIM framework. Through re-framing the extraction of CFFs as an inverse problem, we gain access to fundamental properties of the problem not comprehensible in standard fitting methodologies: exploring the limits of the information encoded in deeply virtual exclusive experiments.

Accelerator Physics↗
DOE OSTI2022

Deep inverse photonic design: A tutorial

Deep learning (DL) has been used to design deep neural networks (DNNs) which have recently been applied to solving inverse problems in artificial electromagnetic materials (AEMs). Although inverse problems are often ill-posed, and therefore are difficult to solve, deep inverse models (DIMs) have achieved impressive results often surpassing capabilities possible with other approaches. We overview the process of deep inverse learning applied to AEM problems, including the building of data sets, design of a forward model, and comparison of inverse approaches including limitations. We conclude by detailing some important outstanding issues of deep inverse design of AEMs, and present an outlook of this exciting field.

42 ENGINEERING↗
DOE OSTI2020

NSFnets (Navier-Stokes flow nets): Physics-informed neural networks for the incompressible Navier-Stokes equations

In the last 50 years there has been a tremendous progress in solving numerically the Navier-Stokes equations using finite differences, finite elements, spectral, and even meshless methods. Yet, in many real cases, we still cannot incorporate seamlessly (multi-fidelity) data into existing algorithms, and for industrial-complexity applications the mesh generation is time consuming and still an art. Moreover, solving ill-posed problems (e.g., lacking boundary conditions) or inverse problems is often prohibitively expensive and requires different formulations and new computer codes. Here, we employ physics-informed neural networks (PINNs), encoding the governing equations directly into the deep neural network via automatic differentiation, to overcome some of the aforementioned limitations for simulating incompressible laminar and turbulent flows. We develop the Navier-Stokes flow nets (NSFnets) by considering two different mathematical formulations of the Navier-Stokes equations: the velocity-pressure (VP) formulation and the vorticity-velocity (VV) formulation. Since this is a new approach, we first select some standard benchmark problems to assess the accuracy, convergence rate, computational cost and flexibility of NSFnets; analytical solutions and direct numerical simulation (DNS) databases provide proper initial and boundary conditions for the NSFnet simulations. The spatial and temporal coordinates are the inputs of the NSFnets, while the instantaneous velocity and pressure fields are the outputs for the VP-NSFnet, and the instantaneous velocity and vorticity fields are the outputs for the VV-NSFnet. This is unsupervised learning and, hence, no labeled data are required beyond boundary and initial conditions and the fluid properties. The residuals of the VP or VV governing equations, together with the initial and boundary conditions, are embedded into the loss function of the NSFnets. No data is provided for the pressure to the VP-NSFnet, which is a hidden state and is obtained via the incompressibility constraint without extra computational cost. Unlike the traditional numerical methods, NSFnets inherit the properties of neural networks (NNs), hence the total error is composed of the approximation, the optimization, and the generalization errors. Here, we empirically attempt to quantify these errors by varying the sampling (“residual”) points, the iterative solvers, and the size of the NN architecture. For the laminar flow solutions, we show that both the VP and the VV formulations are comparable in accuracy but their best performance corresponds to different NN architectures. The initial convergence rate is fast but the error eventually saturates to a plateau due to the dominance of the optimization error. For the turbulent channel flow, we show that NSFnets can sustain turbulence at , but due to expensive training we only consider part of the channel domain and enforce velocity boundary conditions on the subdomain boundaries provided by the DNS data base. We also perform a systematic study on the weights used in the loss function for balancing the data and physics components, and investigate a new way of computing the weights dynamically to accelerate training and enhance accuracy. In the last part, we demonstrate how NSFnets should be used in practice, namely for ill-posed problems with incomplete or noisy boundary conditions as well as for inverse problems. We obtain reasonably accurate solutions for such cases as well without the need to change the NSFnets and at the same computational cost as in the forward well-posed problems. As a result, we also present a simple example of transfer learning that will aid in accelerating the training of NSFnets for different parameter settings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple optima in the Bayesian inverse problem. In this work, we propose a multi-variance replica exchange stochastic gradient Langevin dynamics method to tackle the challenge of the multiple local optima in the optimization and the challenge of the multiple modal posterior distribution in the inverse problem. Replica exchange methods are capable of escaping from the local traps and accelerating the convergence; two chains with different temperatures are designed where the low temperature chain aims for the local convergence, and the target of the high temperature chain is to travel globally and explore the whole loss function entropy landscape. However, it may not be efficient to solve mathematical inversion problems by using the vanilla replica method directly since the method doubles the computational cost in evaluating the forward solvers (likelihood functions) in the two chains. To address this issue, we propose to make different assumptions on the energy function estimation and this facilities one to use solvers of different fidelities in the likelihood function evaluation. More precisely, one can use a solver with low fidelity in the high temperature chain while using a solver with high fidelity in the low temperature chain. Our proposed method significantly lowers the computational cost in the high temperature chain, meanwhile preserving the accuracy and converging very fast. Here we give an unbiased estimate of the swapping rate and give an estimation of the discretization error of the scheme. To verify our idea, we design and solve four inverse problems which have multiple modes. The proposed method is also employed to train the Bayesian PINN to solve the forward and inverse problems; faster and more accurate convergence has been observed when compared to the stochastic gradient Langevin dynamics (SGLD) method and vanilla replica exchange methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. Here, we obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Variational encoder geostatistical analysis (VEGAS) with an application to large scale riverine bathymetry

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.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Optimal experimental design for prediction based on push-forward probability measures

Incorporating experimental data is essential for increasing the credibility of simulation-aided decision making and design. This paper presents a method which uses a computational model to guide the optimal acquisition of experimental data to produce data-informed predictions of quantities of interest (QoI). Many strategies for optimal experimental design (OED) select data that maximize some utility that measures the reduction in uncertainty of uncertain model parameters, for example the expected information gain between prior and posterior distributions of these parameters. In this paper, we seek to maximize the expected information gained from the pushforward of an initial (prior) density to the push-forward of the updated (posterior) density through the parameter-to-prediction map. The formulation presented is based upon the solution of a specific class of stochastic inverse problems which seeks a probability density that is consistent with the model and the data in the sense that the push-forward of this density through the parameter-to-observable map matches a target density on the observable data. While this stochastic inverse problem forms the mathematical basis for our approach, we develop a one-step algorithm, focused on push-forward probability measures, that leverages inference-for-prediction to bypass constructing the solution to the stochastic inverse problem. A number of numerical results are presented to demonstrate the utility of this optimal experimental design for prediction and facilitate comparison of our approach with traditional OED.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Rapid 3D nanoscale coherent imaging via physics-aware deep learning

Phase retrieval, the problem of recovering lost phase information from measured intensity alone, is an inverse problem that is widely faced in various imaging modalities ranging from astronomy to nanoscale imaging. The current process of phase recovery is iterative in nature. As a result, the image formation is time consuming and computationally expensive, precluding real-time imaging. Here, we use 3D nanoscale X-ray imaging as a representative example to develop a deep learning model to address this phase retrieval problem. We introduce 3D-CDI-NN, a deep convolutional neural network and differential programing framework trained to predict 3D structure and strain, solely from input 3D X-ray coherent scattering data. Our networks are designed to be “physics-aware” in multiple aspects; in that the physics of the X-ray scattering process is explicitly enforced in the training of the network, and the training data are drawn from atomistic simulations that are representative of the physics of the material. We further refine the neural network prediction through a physics-based optimization procedure to enable maximum accuracy at lowest computational cost. 3D-CDI-NN can invert a 3D coherent diffraction pattern to real-space structure and strain hundreds of times faster than traditional iterative phase retrieval methods. Our integrated machine learning and differential programing solution to the phase retrieval problem is broadly applicable across inverse problems in other application areas.

77 NANOSCIENCE AND NANOTECHNOLOGY↗
DOE OSTI2025

Position Papers for Inverse Methods for Complex Systems under Uncertainty Workshop

The ability to solve inverse problems – inferring unknown parameters, structures, or states of a system from observed data – is essential for advancing scientific discovery and innovation capabilities for the DOE mission. Basic research needs and challenges are particularly acute in emerging areas such as the interactive, data-driven, modeling and simulation of digital twins; decision support for experiments at DOE scientific user facilities; and for other complex systems and workflows. Inverse problems are at the heart of understanding and controlling complex systems due to factors such as observational data with varying modalities and fidelities, inherent uncertainties in physical measurements and numerical models, and the computational demands of rapid and high-fidelity simulations. The convergence of recent scientific computing trends – scientific machine learning, artificial intelligence, and computing advances such as exascale computing – is creating unprecedented opportunities. These advancements offer the potential to revolutionize how we approach inverse problems to extract actionable insights with the required level of accuracy and computational efficiency. This workshop and the Call for Position Papers are vital steps in bringing together experts to collectively explore and identify the new computational and mathematical directions needed in inverse methods for complex systems under uncertainty.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Inversion of Time-Lapse Seismic Reservoir Monitoring Data Using CycleGAN: A Deep Learning-Based Approach for Estimating Dynamic Reservoir Property Changes

Carbon capture and storage is being pursued globally as a geoengineering measure for reducing the emission of anthropogenic CO 2 the atmosphere. Comprehensive monitoring, verification, and accounting programs must be established for demonstrating the safe storage of injected CO 2 . One of the most commonly deployed monitoring techniques is time-lapse seismic reservoir monitoring (also known as 4-D seismic), which involves comparing 3-D seismic survey data taken at the same study site but over different times. Analyses of 4-D seismic data volumes can help improve the quality of storage reservoir characterization, track the movement of injected CO 2 plume, and identify potential CO 2 spillover/leakage from the storage reservoirblue. However, the derivation of high-resolution CO 2 saturation maps from 4-D seismic data is a highly nonlinear and ill-posed inverse problem, often requiring significant computational effort. In this research, we apply a physics-based deep learning method to facilitate the solution of both the forward and inverse problems in seismic inversion while honoring physical constraints. A cycle generative adversarial neural network (CycleGAN) model is trained to learn the bidirectional functional mappings between the reservoir dynamic property changes and seismic attribute changes, such that both forward and inverse solutions can be obtained efficiently from the trained model. We show that our CycleGAN-based approach not only improves the reliability of 4-D seismic inversion but also expedites the quantitative interpretation. Our deep learning-based workflow is generic and can be readily used for reservoir characterization and reservoir model updates involving the use of 4-D seismic data.

58 GEOSCIENCES↗
DOE OSTI2020

On the Solution of ℓ 0 -Constrained Sparse Inverse Covariance Estimation Problems

The sparse inverse covariance matrix is used to model conditional dependencies between variables in a graphical model to fit a multivariate Gaussian distribution. Estimating the matrix from data are well known to be computationally expensive for large-scale problems. Sparsity is employed to handle noise in the data and to promote interpretability of a learning model. Although the use of a convex ℓ 1 regularizer to encourage sparsity is common practice, the combinatorial ℓ 0 penalty often has more favorable statistical properties. In this paper, we directly constrain sparsity by specifying a maximally allowable number of nonzeros, in other words, by imposing an ℓ 0 constraint. Here, we introduce an efficient approximate Newton algorithm using warm starts for solving the nonconvex ℓ 0 -constrained inverse covariance learning problem. Numerical experiments on standard data sets show that the performance of the proposed algorithm is competitive with state-of-the-art methods.

$\ell_0$-Constrained↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Physics-informed machine learning

Despite great progress in simulating multiphysics problems using the numerical discretization of partial differential equations (PDEs), one still cannot seamlessly incorporate noisy data into existing algorithms, mesh generation remains complex, and high-dimensional problems governed by parameterized PDEs cannot be tackled. Moreover, solving inverse problems with hidden physics is often prohibitively expensive and requires different formulations and elaborate computer codes. Machine learning has emerged as a promising alternative, but training deep neural networks requires big data, not always available for scientific problems. Instead, such networks can be trained from additional information obtained by enforcing the physical laws (for example, at random points in the continuous space-time domain). Such physics-informed learning integrates (noisy) data and mathematical models, and implements them through neural networks or other kernel-based regression networks. Moreover, it may be possible to design specialized network architectures that automatically satisfy some of the physical invariants for better accuracy, faster training and improved generalization. Furthermore, we review some of the prevailing trends in embedding physics into machine learning, present some of the current capabilities and limitations and discuss diverse applications of physics-informed learning both for forward and inverse problems, including discovering hidden physics and tackling high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Bayesian Poroelastic Aquifer Characterization From InSAR Surface Deformation Data. 2. Quantifying the Uncertainty

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the parameters. We develop a Bayesian inversion framework that uses Interferometric Synthetic Aperture Radar (InSAR) surface deformation data to infer the laterally heterogeneous permeability of a transient linear poroelastic model of a confined GW aquifer. The Bayesian solution of this inverse problem takes the form of a posterior probability density of the permeability. Exploring this posterior using classical Markov chain Monte Carlo (MCMC) methods is computationally prohibitive due to the large dimension of the discretized permeability field and the expense of solving the poroelastic forward problem. However, in many partial differential equation (PDE)-based Bayesian inversion problems, the data are only informative in a few directions in parameter space. For the poroelasticity problem, we prove this property theoretically for a one-dimensional problem and demonstrate it numerically for a three-dimensional aquifer model. Here we design a generalized preconditioned Crank-Nicolson (gpCN) MCMC method that exploits this intrinsic low dimensionality by using a low-rank-based Laplace approximation of the posterior as a proposal, which we build scalably. The feasibility of our approach is demonstrated through a real GW aquifer test in Nevada. The inherently two-dimensional nature of InSAR surface deformation data informs a sufficient number of modes of the permeability field to allow detection of major structures within the aquifer, significantly reducing the uncertainty in the pressure and the displacement quantities of interest.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Parameter estimation with maximal updated densities

A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e., parameters). The subsequent inferential target is a distribution on parameters. Another type of inverse problem is to quantify uncertainties in estimates of “true” parameter values under the assumption that such uncertainties should be reduced as more data are incorporated into the problem, i.e., the uncertainty is considered epistemic. A major contribution of this work is the formulation and solution of such a parameter identification problem (PIP) within the measure-theoretic framework developed for the SIP. The approach is novel in that it utilizes a solution to a stochastic forward problem (SFP) to update an initial density only in the parameter directions informed by the model output data. In other words, this method performs “selective regularization” only in the parameter directions not informed by data. Further, the solution is defined by a maximal updated density (MUD) point where the updated density defines the measure-theoretic solution to the PIP. Another significant contribution of this work is the full theory of existence and uniqueness of MUD points for linear maps with Gaussian distributions. Data-constructed Quantity of Interest (QoI) maps are also presented and analyzed for solving the PIP within this measure-theoretic framework as a means of reducing uncertainties in the MUD estimate. We conclude with a demonstration of the general applicability of the method on two problems involving either spatial or temporal data for estimating uncertain model parameters. The first problem utilizes spatial data from a stationary partial differential equation to produce a MUD estimate of an uncertain boundary condition. The second problem utilizes temporal data obtained from the state-of-the-art ADvanced CIRCulation (ADCIRC) model to obtain a MUD estimate of uncertain wind drag coefficients for a simulated extreme weather event near the Shinnecock Inlet located in the Outer Barrier of Long Island, NY, USA.

42 ENGINEERING↗
DOE OSTI2023

Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

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.

Ensemble Kalman methods↗