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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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Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps↗

Trajectory Optimization via Unsupervised Probabilistic Learning On Manifolds

This report investigates the use of unsupervised probabilistic learning techniques for the analysis of hypersonic trajectories. The algorithm first extracts the intrinsic structure in the data via a diffusion map approach. Using the diffusion coordinates on the graph of training samples, the probabilistic framework augments the original data with samples that are statistically consistent with the original set. The augmented samples are then used to construct conditional statistics that are ultimately assembled in a path-planing algorithm. In this framework the controls are determined stage by stage during the flight to adapt to changing mission objectives in real-time. A 3DOF model was employed to generate optimal hypersonic trajectories that comprise the training datasets. The diffusion map algorithm identfied that data resides on manifolds of much lower dimensionality compared to the high-dimensional state space that describes each trajectory. In addition to the path-planing worflow we also propose an algorithm that utilizes the diffusion map coordinates along the manifold to label and possibly remove outlier samples from the training data. This algorithm can be used to both identify edge cases for further analysis as well as to remove them from the training set to create a more robust set of samples to be used for the path-planing process.

42 ENGINEERING↗

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗

Enabling probabilistic learning on manifolds through double diffusion maps

Here, we present a generative learning framework for probabilistic sampling that extends Probabilistic Learning on Manifolds (PLoM), which is designed to generate statistically consistent realizations of a random vector in a finite-dimensional Euclidean space, informed by a (representative) set of observations. In its original form, PLoM constructs a reduced-order probabilistic model by combining three main components: (a) kernel density estimation to approximate the underlying probability measure, (b) Diffusion Maps to characterize the manifold of the data, and (c) a reduced-order Itô Stochastic Differential Equation (ISDE) to sample from the learned distribution. However, its sampling dynamics are posed in the ambient space and the retained number of reduced coordinates is chosen by projection-reconstruction error. In practice, this often (i) requires more coordinates than the data’s intrinsic dimension to achieve stable sampling and (ii) lacks a smooth, basis-independent lifting back to the data domain; moreover, standard Diffusion Maps emphasize harmonic eigenfunctions and can miss non-harmonic latent structure. We address these limitations by decoupling geometry learning from sampling: a first Diffusion Maps pass identifies non-harmonic coordinates on which we formulate a full-order ISDE directly in the latent space, while Double Diffusion Maps captures multiscale geometric features and Geometric Harmonics (GH) learns a smooth lifting map to the ambient variables that is independent of the particular diffusion basis. This hybrid design preserves the system’s dynamical richness with a compact geometric representation and enables principled out-of-sample inference. The effectiveness and robustness of the proposed method are illustrated through two numerical studies: one based on data generated from two-dimensional Hermite polynomial functions and another based on high-fidelity simulations of a detonation wave in a reactive flow.

Double diffusion maps↗

Trajectory design via unsupervised probabilistic learning on optimal manifolds

Abstract This article illustrates the use of unsupervised probabilistic learning techniques for the analysis of planetary reentry trajectories. A three-degree-of-freedom model was employed to generate optimal trajectories that comprise the training datasets. The algorithm first extracts the intrinsic structure in the data via a diffusion map approach. We find that data resides on manifolds of much lower dimensionality compared to the high-dimensional state space that describes each trajectory. Using the diffusion coordinates on the graph of training samples, the probabilistic framework subsequently augments the original data with samples that are statistically consistent with the original set. The augmented samples are then used to construct conditional statistics that are ultimately assembled in a path planning algorithm. In this framework, the controls are determined stage by stage during the flight to adapt to changing mission objectives in real-time.

42 ENGINEERING↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

Probabilistic learning and updating of a digital twin for composite material systems

This paper presents an approach for characterizing and estimating statistical dependence between a large number of observables in a composite material system. Conditional regression is carried out using the estimated joint density function, permitting a systematic exploration of interdependence between fine scale and coarse observables that can be used for both prognosis and design of complex material systems. An example demonstrates the integration of experimental data with a computational database. The statistical approach is based on the probabilistic learning on manifolds recently developed by the authors. This approach leverages intrinsic structure detected through diffusion on graphs with projected stochastic differential equations to generate samples constrained to that structure.

42 ENGINEERING↗

Generative learning of densities on manifolds

A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent) spaces in the high-dimensional data (ambient) space. Two approaches for sampling from the latent data density are described. The first is a score-based diffusion model, which is trained to map a standard normal distribution to the latent data distribution using a neural network. The second one involves solving an Itô stochastic differential equation in the latent space. Additional realizations of the data are generated by lifting the samples back to the ambient space using Double Diffusion Maps , a recently introduced technique typically employed in studying dynamical system reduction; here the focus lies in sampling densities rather than system dynamics. The proposed approaches enable sampling high dimensional data densities restricted to low-dimensional, a priori unknown manifolds. The efficacy of the proposed framework is demonstrated through a benchmark problem and a material with multiscale structure.

Double diffusion maps↗

Manifold learning for coarse-graining atomistic simulations: Application to amorphous solids

In this work, we introduce a generalized machine learning framework to probabilistically parameterize upper-scale models in the form of nonlinear PDEs consistent with a continuum theory, based on coarse-grained atomistic simulation data of mechanical deformation and flow processes. The proposed framework utilizes a hypothesized coarse-graining methodology with manifold learning and surrogate-based optimization techniques. Coarse-grained high-dimensional data describing quantities of interest of the multiscale models are projected onto a nonlinear manifold whose geometric and topological structure is exploited for measuring behavioral discrepancies in the form of manifold distances. A surrogate model is constructed using Gaussian process regression to identify a mapping between stochastic parameters and distances. Derivative-free optimization is employed to adaptively identify a unique set of parameters of the upper-scale model capable of rapidly reproducing the system's behavior while maintaining consistency with coarse-grained atomic-level simulations. The proposed method is applied to learn the parameters of the shear transformation zone (STZ) theory of plasticity that describes plastic deformation in amorphous solids as well as coarse-graining parameters needed to translate between atomistic and continuum representations. We show that the methodology is able to successfully link coarse-grained microscale simulations to macroscale observables and achieve a high-level of parity between the models across scales.

36 MATERIALS SCIENCE↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

Probabilistic Machine Learning and Data Assimilation

This white paper responds to Focal Area 1. The associated portfolio of research activities is well-suited to DOE’s asset mix of HPC platforms, climate expertise, climate simulation codes, and AI expertise, which creates an opportunity to use manifold-finding probabilistic AI methods to create more powerful data assimilation techniques that increase the fidelity and forecasting skill of Earth System Prediction.

54 ENVIRONMENTAL SCIENCES↗

AI and extreme scale computing to learn and infer the physics of higher order gravitational wave modes of quasi-circular, spinning, non-precessing black hole mergers

We use artificial intelligence (AI) to learn and infer the physics of higher order gravitational wave modes of quasi-circular, spinning, non precessing binary black hole mergers. We trained AI models using 14 million waveforms, produced with the surrogate model NRHybSur3dq8, that include modes up to $\ell$ ≤ 4 and (5,5), except for (4,0) and (4,1), that describe binaries with mass-ratios $\textit{q}$ ≤ 8, individual spins $s^z_{\{1,2\}} \in$[–0.8,0.8], and inclination angle $θ \in$ [0,π]. Our probabilistic AI surrogates can accurately constrain the mass-ratio, individual spins, effective spin, and inclination angle of numerical relativity waveforms that describe such signal manifold. We compared the predictions of our AI models with Gaussian process regression, random forest, k-nearest neighbors, and linear regression, and with traditional Bayesian inference methods through the PyCBC Inference toolkit, finding that AI outperforms all these approaches in terms of accuracy, and are between three to four orders of magnitude faster than traditional Bayesian inference methods. Our AI surrogates were trained within 3.4 hours using distributed training on 1,536 NVIDIA V100 GPUs in the Summit supercomputer.

79 ASTRONOMY AND ASTROPHYSICS↗

Probabilistic partition of unity networks for high–dimensional regression problems

We explore the probabilistic partition of unity network (PPOU-Net) model in the context of high-dimensional regression problems and propose a general framework focusing on adaptive dimensionality reduction. With the proposed framework, the target function is approximated by a mixture of experts model on a low-dimensional manifold, where each cluster is associated with a fixed-degree polynomial. We present a training strategy that leverages the expectation maximization (EM) algorithm. During the training, we alternate between (i) applying gradient descent to update the DNN coefficients; and (ii) using closed-form formulae derived from the EM algorithm to update the mixture of experts model parameters. Under the probabilistic formulation, step (ii) admits the form of embarrassingly paralleliazable weighted least-squares solves. The PPOU-Nets consistently outperform the baseline fully-connected neural networks of comparable sizes in numerical experiments of various data dimensions. Here, we also explore the proposed model in applications of quantum computing, where the PPOU-Nets act as surrogate models for cost landscapes associated with variational quantum circuits.

97 MATHEMATICS AND COMPUTING↗

Fast Characterization of Inducible Regions of Atrial Fibrillation Models With Multi-Fidelity Gaussian Process Classification

Computational models of atrial fibrillation have successfully been used to predict optimal ablation sites. A critical step to assess the effect of an ablation pattern is to pace the model from different, potentially random, locations to determine whether arrhythmias can be induced in the atria. In this work, we propose to use multi-fidelity Gaussian process classification on Riemannian manifolds to efficiently determine the regions in the atria where arrhythmias are inducible. We build a probabilistic classifier that operates directly on the atrial surface. We take advantage of lower resolution models to explore the atrial surface and combine seamlessly with high-resolution models to identify regions of inducibility. We test our methodology in 9 different cases, with different levels of fibrosis and ablation treatments, totalling 1,800 high resolution and 900 low resolution simulations of atrial fibrillation. When trained with 40 samples, our multi-fidelity classifier that combines low and high resolution models, shows a balanced accuracy that is, on average, 5.7% higher than a nearest neighbor classifier. We hope that this new technique will allow faster and more precise clinical applications of computational models for atrial fibrillation. All data and code accompanying this manuscript will be made publicly available at: https://github.com/fsahli/AtrialMFclass.

59 BASIC BIOLOGICAL SCIENCES↗