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Interpretable and flexible non-intrusive reduced-order models using reproducing kernel Hilbert spaces

This paper develops an interpretable, non-intrusive reduced-order modeling technique using regularized kernel interpolation. Existing non-intrusive approaches approximate the dynamics of a reduced-order model (ROM) by solving a data-driven least-squares regression problem for low-dimensional matrix operators. Our approach instead leverages regularized kernel interpolation, which yields an optimal approximation of the ROM dynamics from a user-defined reproducing kernel Hilbert space. We show that our kernel-based approach can produce interpretable ROMs whose structure mirrors full-order model structure by embedding judiciously chosen feature maps into the kernel. The approach is flexible and allows a combination of informed structure through feature maps and closure terms via more general nonlinear terms in the kernel. We also derive a computable a posteriori error bound that combines standard error estimates for intrusive projection-based ROMs and kernel interpolants. In conclusion, the approach is demonstrated in several numerical experiments that include comparisons to operator inference using both proper orthogonal decomposition and quadratic manifold dimension reduction.

Data-driven model reduction↗

Kernel Manifolds: Nonlinear‐Augmentation Dimensionality Reduction Using Reproducing Kernel Hilbert Spaces

This paper generalizes recent advances on quadratic manifold (QM) dimensionality reduction by developing kernel methods-based nonlinear-augmentation dimensionality reduction. QMs, and more generally feature map-based nonlinear corrections, augment linear dimensionality reduction with a nonlinear correction term in the reconstruction map to overcome approximation accuracy limitations of purely linear approaches. While feature map-based approaches typically learn a least squares optimal polynomial correction term, we generalize this approach by learning an optimal nonlinear correction from a user-defined reproducing kernel Hilbert space. Our approach allows one to impose arbitrary nonlinear structure on the correction term, including polynomial structure, and includes feature map and radial basis function-based corrections as special cases. Furthermore, our method has relatively low training cost and has monotonically decreasing error as the latent space dimension increases. In conclusion, we compare our approach to proper orthogonal decomposition and several recent QM approaches on data from several example problems.

kernel methods↗

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗

Deep transfer operator learning for partial differential equations under conditional shift

Transfer learning enables the transfer of knowledge gained while learning to perform one task (source) to a related but different task (target), hence addressing the expense of data acquisition and labelling, potential computational power limitations and dataset distribution mismatches. Here, we propose a new transfer learning framework for task-specific learning (functional regression in partial differential equations) under conditional shift based on the deep operator network (DeepONet). Task-specific operator learning is accomplished by fine-tuning task-specific layers of the target DeepONet using a hybrid loss function that allows for the matching of individual target samples while also preserving the global properties of the conditional distribution of the target data. Inspired by conditional embedding operator theory, we minimize the statistical distance between labelled target data and the surrogate prediction on unlabelled target data by embedding conditional distributions onto a reproducing kernel Hilbert space. We demonstrate the advantages of our approach for various transfer learning scenarios involving nonlinear partial differential equations under diverse conditions due to shifts in the geometric domain and model dynamics. Our transfer learning framework enables fast and efficient learning of heterogeneous tasks despite considerable differences between the source and target domains.

42 ENGINEERING↗

Kernelized approaches to streaming compression of scientific data

In this paper three algorithms are developed for the streaming compression of scientific data. The algorithms presented are reliant on the theory of vector-valued reproducing kernel Hilbert spaces and operator valued kernel. Further, the scientific data is modeled as a snapshot of time dependent vector field F(x, t) over a manifold M and the recovery of the data is framed as a learning problem. These processes are then appropriately modified and ana lyzed for the streaming scenario in which data is generated without the ability to revisit past entries.

97 MATHEMATICS AND COMPUTING↗

On finite-dimensional smoothed-particle Hamiltonian reductions of the Vlasov equation

The inclusion of spatial smoothing in finite-dimensional particle-based Hamiltonian reductions of the Vlasov equation and related models is considered. Here, this work investigates the underlying Hamiltonian structure of such smoothed particle-based methods for Hamiltonian systems and the small-scale regularization such methods implicitly make in approximating the continuum theory. In the context of the Vlasov–Poisson equation and other mean-field Lie–Poisson systems, of which Vlasov–Poisson is a special case, smoothing amounts to a convolutive regularization of the Hamiltonian. This regularization may be interpreted as a change of the inner product structure used to identify the dual space in the Lie–Poisson Hamiltonian formulation. In particular, the shape function used for spatial smoothing may be identified as the kernel function of a reproducing kernel Hilbert space whose inner product is used to define the Lie–Poisson Hamiltonian structure. It is likewise possible to introduce smoothing in the Vlasov–Maxwell system, but in this case the Poisson bracket must be modified rather than the Hamiltonian. The smoothing applied to the Vlasov–Maxwell system is incorporated by inserting smoothing in the map from canonical to kinematic coordinates. In the filtered system, the Lorentz force law and the current, the two terms coupling the Vlasov equation with Maxwell’s equations, are spatially smoothed.

Hamiltonian mechanics↗

RKH space approximations for the feedback operator in a linear hereditary control system

Computational implementation of feedback control laws for linear hereditary systems requires the approximation of infinite dimensional feedback operators with finite dimensional operators. The dense subspaces of K-polygonal functions in reproducing kernel Hilbert spaces, RKH spaces, suggest finite dimensional approximations of the matrix representations of the control operators. A convergence theorem is developed for the approximations and the numerical implementation of the approximations is discussed.

Reneke, J. A.↗

Quantum computing for fusion energy science applications

This is a review of recent research exploring and extending present-day quantum computing capabilities for fusion energy science applications. We begin with a brief tutorial on both ideal and open quantum dynamics, universal quantum computation, and quantum algorithms. Then, we explore the topic of using quantum computers to simulate both linear and nonlinear dynamics in greater detail. Because quantum computers can only efficiently perform linear operations on the quantum state, it is challenging to perform nonlinear operations that are generically required to describe the nonlinear differential equations of interest. In this work, we extend previous results on embedding nonlinear systems within linear systems by explicitly deriving the connection between the Koopman evolution operator, the Perron–Frobenius evolution operator, and the Koopman–von Neumann evolution (KvN) operator. We also explicitly derive the connection between the Koopman and Carleman approaches to embedding. Extension of the KvN framework to the complex-analytic setting relevant to Carleman embedding, and the proof that different choices of complex analytic reproducing kernel Hilbert spaces depend on the choice of Hilbert space metric are covered in the appendixes. Finally, we conclude with a review of recent quantum hardware implementations of algorithms on present-day quantum hardware platforms that may one day be accelerated through Hamiltonian simulation. We discuss the simulation of toy models of wave–particle interactions through the simulation of quantum maps and of wave–wave interactions important in nonlinear plasma dynamics.

Joseph, I. (ORCID:0000000255400840)↗

Investigating genomic prediction strategies for grain carotenoid traits in a tropical/subtropical maize panel

Abstract Vitamin A deficiency remains prevalent on a global scale, including in regions where maize constitutes a high percentage of human diets. One solution for alleviating this deficiency has been to increase grain concentrations of provitamin A carotenoids in maize (Zea mays ssp. mays L.)—an example of biofortification. The International Maize and Wheat Improvement Center (CIMMYT) developed a Carotenoid Association Mapping panel of 380 inbred lines adapted to tropical and subtropical environments that have varying grain concentrations of provitamin A and other health-beneficial carotenoids. Several major genes have been identified for these traits, 2 of which have particularly been leveraged in marker-assisted selection. This project assesses the predictive ability of several genomic prediction strategies for maize grain carotenoid traits within and between 4 environments in Mexico. Ridge Regression-Best Linear Unbiased Prediction, Elastic Net, and Reproducing Kernel Hilbert Spaces had high predictive abilities for all tested traits (β-carotene, β-cryptoxanthin, provitamin A, lutein, and zeaxanthin) and outperformed Least Absolute Shrinkage and Selection Operator. Furthermore, predictive abilities were higher when using genome-wide markers rather than only the markers proximal to 2 or 13 genes. These findings suggest that genomic prediction models using genome-wide markers (and assuming equal variance of marker effects) are worthwhile for these traits even though key genes have already been identified, especially if breeding for additional grain carotenoid traits alongside β-carotene. Predictive ability was maintained for all traits except lutein in between-environment prediction. The TASSEL (Trait Analysis by aSSociation, Evolution, and Linkage) Genomic Selection plugin performed as well as other more computationally intensive methods for within-environment prediction. The findings observed herein indicate the utility of genomic prediction methods for these traits and could inform their resource-efficient implementation in biofortification breeding programs.

59 BASIC BIOLOGICAL SCIENCES↗

Distributionally Robust Decision Making Leveraging Conditional Distributions

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making with some auxiliary information, and DRO in the context of conditional distributions is not straightforward. We propose a conditional kernel distributionally robust optimization (CKDRO) method that enables robust decision making under conditional distributions through kernel DRO and the conditional mean operator in the reproducing kernel Hilbert space (RKHS). In particular, we consider problems where there is a correlation between the unknown variable y and an auxiliary observable variable x. Given past data of the two variables and a queried auxiliary variable, CKDRO represents the conditional distribution P(y|x) as the conditional mean operator in the RKHS space and quantifies the ambiguity set in the RKHS as well, which depends on the size of the dataset as well as the query point. To justify the use of RKHS, we demonstrate that the ambiguity set defined in RKHS can be viewed as a ball under a metric that is similar to the Wasserstein metric. The DRO is then dualized and solved via a finite dimensional convex program. The proposed CKDRO approach is applied to a generation scheduling problem and shows that the result of CKDRO is superior to common benchmarks in terms of quality and robustness.

Chen, Yuxiao↗

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗

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↗

The computation of generalized cross-validation functions through householder tridiagonalization with applications to the fitting of interaction spline models

An efficient algorithm for computing the generalized cross-validation function for the general cross-validated regularization/smoothing problem is provided. This algorithm is appropriate for problems where no natural structure is available, and the regularization/smoothing problem is solved (exactly) in a reproducing kernel Hilbert space. It is particularly appropriate for certain multivariate smoothing problems with irregularly spaced data, and certain remote sensing problems, such as those that occur in meteorology, where the sensors are arranged irregularly. The algorithm is applied to the fitting of interaction spline models with irregularly spaced data and two smoothing parameters; favorable timing results are presented. The algorithm may be extended to the computation of certain generalized maximum likelihood (GML) functions. Application of the GML algorithm to a problem in numerical weather forecasting, and to a broad class of hypothesis testing problems, is noted.

Gu, Chong↗

Kernel Partial Least Squares for Nonlinear Regression and Discrimination

This paper summarizes recent results on applying the method of partial least squares (PLS) in a reproducing kernel Hilbert space (RKHS). A previously proposed kernel PLS regression model was proven to be competitive with other regularized regression methods in RKHS. The family of nonlinear kernel-based PLS models is extended by considering the kernel PLS method for discrimination. Theoretical and experimental results on a two-class discrimination problem indicate usefulness of the method.

Rosipal, Roman↗

Locally-Based Kernal PLS Smoothing to Non-Parametric Regression Curve Fitting

We present a novel smoothing approach to non-parametric regression curve fitting. This is based on kernel partial least squares (PLS) regression in reproducing kernel Hilbert space. It is our concern to apply the methodology for smoothing experimental data where some level of knowledge about the approximate shape, local inhomogeneities or points where the desired function changes its curvature is known a priori or can be derived based on the observed noisy data. We propose locally-based kernel PLS regression that extends the previous kernel PLS methodology by incorporating this knowledge. We compare our approach with existing smoothing splines, hybrid adaptive splines and wavelet shrinkage techniques on two generated data sets.

Rosipal, Roman↗

StOKeDMD: Streaming Occupation kernel dynamic mode decomposition

Dynamic mode decomposition (DMD) has become a common technique for constructing surrogate models for dynamical systems from observed system states. The Occupation Kernel DMD (OKDMD) method proposed in (Rosenfeld et al., 2022) and (Rosenfeld et al., 2024) is a Liouville operator based method that builds surrogate models from system state trajectories. Here, this paper proposes an extension of OKDMD to the case when the system states are observed in a streaming fashion, i.e., only a small fraction of the state trajectory is available at a given time. The developed method, Streaming Occupation Kernel DMD (StOKeDMD), accommodates the streaming data input by leveraging properties of specific choices of kernel functions and occupation kernels. We apply the StoKeDMD method as a compression method for streaming data, analyze the memory complexity, and demonstrate the performance of StoKeDMD in the compression of streaming data generated from a Lorenz system and a fluid flow simulation.

97 MATHEMATICS AND COMPUTING↗