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In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive to evaluate the associated density function. For such cases, MCMC has proven to be an invaluable tool. Random-walk Metropolis Methods (also known as Metropolis-Hastings (MH)), in particular, are highly popular for their simplicity, flexibility, and ease of implementation. However, most MH algorithms suffer from significant limitations when attempting to sample from distributions with multiple modes (particularly disconnected ones). In this paper, we present Intrepid MCMC - a novel MH scheme that utilizes a simple coordinate transformation to significantly improve the mode-finding ability and convergence rate to the target distribution of random-walk Markov chains while retaining most of the simplicity of the vanilla MH paradigm. Through multiple examples, we showcase the improvement in the performance of Intrepid MCMC over vanilla MH for a wide variety of target distribution shapes. We also provide an analysis of the mixing behavior of the Intrepid Markov chain, as well as the efficiency of our algorithm for increasing dimensions. A thorough discussion is presented on the practical implementation of the Intrepid MCMC algorithm. Finally, its utility is highlighted through a Bayesian parameter inference problem for a two-degree-of-freedom oscillator under free vibration., Comment: 34 pages, 14 figures

This paper develops a general data-driven approach to stochastic elastoplastic modelling that leverages atomistic simulation data directly rather than by fitting parameters. The approach is developed in the context of metallic glasses, which present inherent complexities due to their disordered structure. By harvesting statistics from simulated metallic glass shear response histories, the material state is mapped onto a two-dimensional state space consisting of the shear stress and the inelastic contribution to the potential energy. The resulting elastoplastic model is intrinsically stochastic and represented as a non-deterministic dynamical map. The state space statistics provide insights into the deformation physics of metallic glasses, revealing that two state variables are sufficient to describe the main features of the elastoplastic response. In this two-dimensional state space, the gradually quenched metallic glass rejuvenates during the initial quasi-elastic shearing, ultimately reaching a steady state that fluctuates about a fixed point in the state space as rejuvenation and aging balance., Comment: 22 pages, 5 figures

Multi-task learning (MTL) is an inductive transfer mechanism designed to leverage useful information from multiple tasks to improve generalization performance compared to single-task learning. It has been extensively explored in traditional machine learning to address issues such as data sparsity and overfitting in neural networks. In this work, we apply MTL to problems in science and engineering governed by partial differential equations (PDEs). However, implementing MTL in this context is complex, as it requires task-specific modifications to accommodate various scenarios representing different physical processes. To this end, we present a multi-task deep operator network (MT-DeepONet) to learn solutions across various functional forms of source terms in a PDE and multiple geometries in a single concurrent training session. We introduce modifications in the branch network of the vanilla DeepONet to account for various functional forms of a parameterized coefficient in a PDE. Additionally, we handle parameterized geometries by introducing a binary mask in the branch network and incorporating it into the loss term to improve convergence and generalization to new geometry tasks. Our approach is demonstrated on three benchmark problems: (1) learning different functional forms of the source term in the Fisher equation; (2) learning multiple geometries in a 2D Darcy Flow problem and showcasing better transfer learning capabilities to new geometries; and (3) learning 3D parameterized geometries for a heat transfer problem and demonstrate the ability to predict on new but similar geometries. Our MT-DeepONet framework offers a novel approach to solving PDE problems in engineering and science under a unified umbrella based on synergistic learning that reduces the overall training cost for neural operators.

The Deep Operator Network (DeepONet) is a powerful neural operator architecture that uses two neural networks to map between infinite-dimensional function spaces. This architecture allows for the evaluation of the solution field at any location within the domain but requires input functions to be discretized at identical locations, limiting practical applications. We introduce a general framework for operator learning from input-output data with arbitrary sensor locations and counts. This begins by introducing a resolution-independent DeepONet (RI-DeepONet), which handles input functions discretized arbitrarily but sufficiently finely. To achieve this, we propose two dictionary learning algorithms that adaptively learn continuous basis functions, parameterized as implicit neural representations (INRs), from correlated signals on arbitrary point clouds. These basis functions project input function data onto a finite-dimensional embedding space, making it compatible with DeepONet without architectural changes. We specifically use sinusoidal representation networks (SIRENs) as trainable INR basis functions. Similarly, the dictionary learning algorithms identify basis functions for output data, defining a new neural operator architecture: the Resolution Independent Neural Operator (RINO). In RINO, the operator learning task reduces to mapping coefficients of input basis functions to output basis functions. We demonstrate RINO's robustness and applicability in handling arbitrarily sampled input and output functions during both training and inference through several numerical examples.

Stress and material deformation field predictions are among the most important tasks in computational mechanics. These predictions are typically made by solving the governing equations of continuum mechanics using finite element analysis, which can become computationally prohibitive considering complex microstructures and material behaviors. Machine learning (ML) methods offer potentially cost effective surrogates for these applications. However, existing ML surrogates are either limited to low-dimensional problems and/or do not provide uncertainty estimates in the predictions. This work proposes an ML surrogate framework for stress field prediction and uncertainty quantification for diverse materials microstructures. A modified Bayesian U-net architecture is employed to provide a data-driven image-to-image mapping from initial microstructure to stress field with prediction (epistemic) uncertainty estimates. The Bayesian posterior distributions for the U-net parameters are estimated using three state-of-the-art inference algorithms: the posterior sampling-based Hamiltonian Monte Carlo method and two variational approaches, the Monte-Carlo Dropout method and the Bayes by Backprop algorithm. A systematic comparison of the predictive accuracy and uncertainty estimates for these methods is performed for a fiber reinforced composite material and polycrystalline microstructure application. It is shown that the proposed methods yield predictions of high accuracy compared to the FEA solution, while uncertainty estimates depend on the inference approach. Generally, the Hamiltonian Monte Carlo and Bayes by Backprop methods provide consistent uncertainty estimates. Uncertainty estimates from Monte Carlo Dropout, on the other hand, are more difficult to interpret and depend strongly on the method's design.

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of Control Variates (CV) and Importance Sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework; a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and side-stepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. The task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples., Comment: 36 pages, 7 figures

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a unique capability: it seamlessly integrates SciML into UQ and vice versa, which allows it to quantify the uncertainties in SciML tasks effectively and leverage SciML for improved uncertainty assessment during UQ-related tasks. The proposed surrogate model can effectively incorporate a variety of physical constraints, such as governing partial differential equations (PDEs) with associated initial and boundary conditions constraints, inequality-type constraints (e.g., monotonicity, convexity, non-negativity, among others), and additional a priori information in the training process to supplement limited data. This ensures physically realistic predictions and significantly reduces the need for expensive computational model evaluations to train the surrogate model. Furthermore, the proposed method has a built-in uncertainty quantification (UQ) feature to efficiently estimate output uncertainties. To demonstrate the effectiveness of the proposed method, we apply it to a diverse set of problems, including linear/non-linear PDEs with deterministic and stochastic parameters, data-driven surrogate modeling of a complex physical system, and UQ of a stochastic system with parameters modeled as random fields., Comment: 34 pages, 15 figures

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemanniann K-means and the minimization of the sample Frechet variance on the Grassmann manifold to identify "local" principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. The method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Benard convection problem, Comment: 50 pages, 17 figures

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with computationally efficient gradient evaluations using Hamiltonian neural networks. This combination is especially advantageous because the neural network architecture conserves the Hamiltonian, which defines the acceptance criteria of the Hamiltonian Monte Carlo sampler. Hence, this strategy achieves high acceptance rates at low computational cost. Our approach estimates small failure probabilities using Subset Simulations. However, in low-probability sample regions, the gradient evaluation is particularly challenging. The remarkable accuracy of the proposed strategy is demonstrated on different reliability problems, and its efficiency is compared to the traditional Hamiltonian Monte Carlo method. We note that this approach can reach its limitations for gradient estimations in low-probability regions of complex and high-dimensional distributions. Thus, we propose techniques to improve gradient prediction in these particular situations and enable accurate estimations of the probability of failure. The highlight of this study is the reliability analysis of a system whose parameter distributions must be inferred with Bayesian inference problems. In such a case, the Hamiltonian Monte Carlo method requires a full model evaluation for each gradient evaluation and, therefore, comes at a very high cost. However, using Hamiltonian neural networks in this framework replaces the expensive model evaluation, resulting in tremendous improvements in computational efficiency.

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the known physics of the model. This paper presents a novel methodology for the construction of physics-informed polynomial chaos expansions (PCE) that combines the conventional experimental design with additional constraints from the physics of the model. Physical constraints investigated in this paper are represented by a set of differential equations and specified boundary conditions. A computationally efficient means for construction of physically constrained PCE is proposed and compared to standard sparse PCE. It is shown that the proposed algorithms lead to superior accuracy of the approximation and does not add significant computational burden. Although the main purpose of the proposed method lies in combining data and physical constraints, we show that physically constrained PCEs can be constructed from differential equations and boundary conditions alone without requiring evaluations of the original model. We further show that the constrained PCEs can be easily applied for uncertainty quantification through analytical post-processing of a reduced PCE filtering out the influence of all deterministic space-time variables. Several deterministic examples of increasing complexity are provided and the proposed method is applied for uncertainty quantification.

This paper explores the application of active learning strategies to adaptively learn Sobol indices for global sensitivity analysis. We demonstrate that active learning for Sobol indices poses unique challenges due to the definition of the Sobol index as a ratio of variances estimated from Gaussian process surrogates. Consequently, learning strategies must either focus on convergence in the numerator or the denominator of this ratio. However, rapid convergence in either one does not guarantee convergence in the Sobol index. We propose a novel strategy for active learning that focuses on resolving the main effects of the Gaussian process (associated with the numerator of the Sobol index) and compare this with existing strategies based on convergence in the total variance (the denominator of the Sobol index). The new strategy, implemented through a new learning function termed the MUSIC (minimize uncertainty in Sobol index convergence), generally converges in Sobol index error more rapidly than the existing strategies based on the Expected Improvement for Global Fit (EIGF) and the Variance Improvement for Global Fit (VIGF). Both strategies are compared with simple sequential random sampling and the MUSIC learning function generally converges most rapidly for low-dimensional problems. However, for high-dimensional problems, the performance is comparable to random sampling. The new learning strategy is demonstrated for a practical case of adaptive experimental design for large-scale Boundary Layer Wind Tunnel experiments., Comment: 31 pages, 16 figures

Numerical simulations of high energy-density experiments require equation of state (EOS) models that relate a material's thermodynamic state variables -- specifically pressure, volume/density, energy, and temperature. EOS models are typically constructed using a semi-empirical parametric methodology, which assumes a physics-informed functional form with many tunable parameters calibrated using experimental/simulation data. Since there are inherent uncertainties in the calibration data (parametric uncertainty) and the assumed functional EOS form (model uncertainty), it is essential to perform uncertainty quantification (UQ) to improve confidence in the EOS predictions. Model uncertainty is challenging for UQ studies since it requires exploring the space of all possible physically consistent functional forms. Thus, it is often neglected in favor of parametric uncertainty, which is easier to quantify without violating thermodynamic laws. This work presents a data-driven machine learning approach to constructing EOS models that naturally captures model uncertainty while satisfying the necessary thermodynamic consistency and stability constraints. We propose a novel framework based on physics-informed Gaussian process regression (GPR) that automatically captures total uncertainty in the EOS and can be jointly trained on both simulation and experimental data sources. A GPR model for the shock Hugoniot is derived and its uncertainties are quantified using the proposed framework. We apply the proposed model to learn the EOS for the diamond solid state of carbon, using both density functional theory data and experimental shock Hugoniot data to train the model and show that the prediction uncertainty reduces by considering the thermodynamic constraints., Comment: 30 pages, 8 figures

Operator regression provides a powerful means of constructing discretization-invariant emulators for partial-differential equations (PDEs) describing physical systems. Neural operators specifically employ deep neural networks to approximate mappings between infinite-dimensional Banach spaces. As data-driven models, neural operators require the generation of labeled observations, which in cases of complex high-fidelity models result in high-dimensional datasets containing redundant and noisy features, which can hinder gradient-based optimization. Mapping these high-dimensional datasets to a low-dimensional latent space of salient features can make it easier to work with the data and also enhance learning. In this work, we investigate the latent deep operator network (L-DeepONet), an extension of standard DeepONet, which leverages latent representations of high-dimensional PDE input and output functions identified with suitable autoencoders. We illustrate that L-DeepONet outperforms the standard approach in terms of both accuracy and computational efficiency across diverse time-dependent PDEs, e.g., modeling the growth of fracture in brittle materials, convective fluid flows, and large-scale atmospheric flows exhibiting multiscale dynamical features., Comment: 22 pages, 12 figures

The paper presents a novel methodology to build surrogate models of complicated functions by an active learning-based sequential decomposition of the input random space and construction of localized polynomial chaos expansions, referred to as domain adaptive localized polynomial chaos expansion (DAL-PCE). The approach utilizes sequential decomposition of the input random space into smaller sub-domains approximated by low-order polynomial expansions. This allows approximation of functions with strong nonlinearties, discontinuities, and/or singularities. Decomposition of the input random space and local approximations alleviates the Gibbs phenomenon for these types of problems and confines error to a very small vicinity near the non-linearity. The global behavior of the surrogate model is therefore significantly better than existing methods as shown in numerical examples. The whole process is driven by an active learning routine that uses the recently proposed $\Theta$ criterion to assess local variance contributions. The proposed approach balances both \emph{exploitation} of the surrogate model and \emph{exploration} of the input random space and thus leads to efficient and accurate approximation of the original mathematical model. The numerical results show the superiority of the DAL-PCE in comparison to (i) a single global polynomial chaos expansion and (ii) the recently proposed stochastic spectral embedding (SSE) method developed as an accurate surrogate model and which is based on a similar domain decomposition process. This method represents general framework upon which further extensions and refinements can be based, and which can be combined with any technique for non-intrusive polynomial chaos expansion construction.

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process more feasible, but merging information from multiple low-fidelity and high-fidelity models poses several challenges. This paper presents a robust multi-fidelity surrogate modeling strategy in which the multi-fidelity surrogate is assembled using an active learning strategy using an on-the-fly model adequacy assessment set within a subset simulation framework for efficient reliability analysis. The multi-fidelity surrogate is assembled by first applying a Gaussian process correction to each low-fidelity model and assigning a model probability based on the model's local predictive accuracy and cost. Three strategies are proposed to fuse these individual surrogates into an overall surrogate model based on model averaging and deterministic/stochastic model selection. The strategies also dictate which model evaluations are necessary. No assumptions are made about the relationships between low-fidelity models, while the high-fidelity model is assumed to be the most accurate and most computationally expensive model. Through two analytical and two numerical case studies, including a case study evaluating the failure probability of Tristructural isotropic-coated (TRISO) nuclear fuels, the algorithm is shown to be highly accurate while drastically reducing the number of high-fidelity model calls (and hence computational cost).

The Tristructural isotropic (TRISO)-coated particle fuel is a robust nuclear fuel proposed to be used for multiple modern nuclear technologies. Therefore, characterizing its safety is vital for the reliable operation of nuclear technologies. However, the TRISO fuel failure probabilities are small and the computational model is time consuming to evaluate them using traditional Monte Carlo-type approaches. In the paper, we present a multifidelity active learning approach to efficiently estimate small failure probabilities given an expensive computational model. Active learning suggests the next best training set for optimal subsequent predictive performance and multifidelity modeling uses cheaper low-fidelity models to approximate the high-fidelity model output. After presenting the multifidelity active learning approach, we apply it to efficiently predict TRISO failure probability and make comparisons to the reference results.

Although the no-u-turn sampler (NUTS) is a widely adopted method for performing Bayesian inference, it requires numerous posterior gradients which can be expensive to compute in practice. Recently, there has been a significant interest in physics-based machine learning of dynamical (or Hamiltonian) systems and Hamiltonian neural networks (HNNs) is a noteworthy architecture. But these types of architectures have not been applied to solve Bayesian inference problems efficiently. We propose the use of HNNs for performing Bayesian inference efficiently without requiring numerous posterior gradients. We introduce latent variable outputs to HNNs (L-HNNs) for improved expressivity and reduced integration errors. We integrate L-HNNs in NUTS and further propose an online error monitoring scheme to prevent sampling degeneracy in regions where L-HNNs may have little training data. We demonstrate L-HNNs in NUTS with online error monitoring considering several complex high-dimensional posterior densities and compare its performance to NUTS.

When sampling for Bayesian inference, one popular approach is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS) which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS can require numerous numerical gradients of the target density, and can prove slow in practice. We propose Hamiltonian neural networks (HNNs) with HMC and NUTS for solving Bayesian inference problems. Once trained, HNNs do not require numerical gradients of the target density during sampling. Moreover, they satisfy important properties such as perfect time reversibility and Hamiltonian conservation, making them well-suited for use within HMC and NUTS because stationarity can be shown. We also propose an HNN extension called latent HNNs (L-HNNs), which are capable of predicting latent variable outputs. Compared to HNNs, L-HNNs offer improved expressivity and reduced integration errors. Finally, we employ L-HNNs in NUTS with an online error monitoring scheme to prevent sample degeneracy in regions of low probability density. We demonstrate L-HNNs in NUTS with online error monitoring on several examples involving complex, heavy-tailed, and high-local-curvature probability densities. Overall, L-HNNs in NUTS with online error monitoring satisfactorily inferred these probability densities. Compared to traditional NUTS, L-HNNs in NUTS with online error monitoring required 1--2 orders of magnitude fewer numerical gradients of the target density and improved the effective sample size (ESS) per gradient by an order of magnitude., Comment: Added code repository (https://github.com/IdahoLabResearch/BIhNNs)

Transfer learning (TL) enables the transfer of knowledge gained in learning to perform one task (source) to a related but different task (target), hence addressing the expense of data acquisition and labeling, potential computational power limitations, and dataset distribution mismatches. We propose a new TL framework for task-specific learning (functional regression in partial differential equations (PDEs)) 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 target data. Inspired by the conditional embedding operator theory, we minimize the statistical distance between labeled target data and the surrogate prediction on unlabeled target data by embedding conditional distributions onto a reproducing kernel Hilbert space. We demonstrate the advantages of our approach for various TL scenarios involving nonlinear PDEs under diverse conditions due to shift in the geometric domain and model dynamics. Our TL framework enables fast and efficient learning of heterogeneous tasks despite significant differences between the source and target domains., Comment: 33 pages, 9 figures

Constructing accurate and generalizable approximators for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. In this work, we propose new developments and perform comparisons for two promising approaches: manifold-based polynomial chaos expansion (m-PCE) and the deep neural operator (DeepONet), and we examine the effect of over-parameterization on generalization. We demonstrate the performance of these methods in terms of generalization accuracy by solving the 2D time-dependent Brusselator reaction-diffusion system with uncertainty sources, modeling an autocatalytic chemical reaction between two species. We first propose an extension of the m-PCE by constructing a mapping between latent spaces formed by two separate embeddings of input functions and output QoIs. To enhance the accuracy of the DeepONet, we introduce weight self-adaptivity in the loss function. We demonstrate that the performance of m-PCE and DeepONet is comparable for cases of relatively smooth input-output mappings. However, when highly non-smooth dynamics is considered, DeepONet shows higher accuracy. We also find that for m-PCE, modest over-parameterization leads to better generalization, both within and outside of distribution, whereas aggressive over-parameterization leads to over-fitting. In contrast, an even highly over-parameterized DeepONet leads to better generalization for both smooth and non-smooth dynamics. Furthermore, we compare the performance of the above models with another operator learning model, the Fourier Neural Operator, and show that its over-parameterization also leads to better generalization. Our studies show that m-PCE can provide very good accuracy at very low training cost, whereas a highly over-parameterized DeepONet can provide better accuracy and robustness to noise but at higher training cost. In both methods, the inference cost is negligible., Comment: 28 pages, 7 figures

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ 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). 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., Comment: 45 pages, 14 figures

Tristructural isotropic (TRISO)-coated particle fuel is a robust nuclear fuel and determining its reliability is critical for the success of advanced nuclear technologies. However, TRISO failure probabilities are small and the associated computational models are expensive. We used coupled active learning, multifidelity modeling, and subset simulation to estimate the failure probabilities of TRISO fuels using several 1D and 2D models. With multifidelity modeling, we replaced expensive high-fidelity (HF) model evaluations with information fusion from two low-fidelity (LF) models. For the 1D TRISO models, we considered three multifidelity modeling strategies: only Kriging, Kriging LF prediction plus Kriging correction, and deep neural network (DNN) LF prediction plus Kriging correction. While the results across these multifidelity modeling strategies compared satisfactorily, strategies employing information fusion from two LF models consistently called the HF model least often. Next, for the 2D TRISO model, we considered two multifidelity modeling strategies: DNN LF prediction plus Kriging correction (data-driven) and 1D TRISO LF prediction plus Kriging correction (physics-based). The physics-based strategy, as expected, consistently required the fewest calls to the HF model. However, the data-driven strategy had a lower overall simulation time since the DNN predictions are instantaneous, and the 1D TRISO model requires a non-negligible simulation time.

Computational models of the human head are promising tools for estimating the impact-induced response of brain, and thus play an important role in the prediction of traumatic brain injury. Modern biofidelic head model simulations are associated with very high computational cost, and high-dimensional inputs and outputs, which limits the applicability of traditional uncertainty quantification (UQ) methods on these systems. In this study, a two-stage, data-driven manifold learning-based framework is proposed for UQ of computational head models. This framework is demonstrated on a 2D subject-specific head model, where the goal is to quantify uncertainty in the simulated strain fields (i.e., output), given variability in the material properties of different brain substructures (i.e., input). In the first stage, a data-driven method based on multi-dimensional Gaussian kernel-density estimation and diffusion maps is used to generate realizations of the input random vector directly from the available data. Computational simulations of a small number of realizations provide input-output pairs for training data-driven surrogate models in the second stage. The surrogate models employ nonlinear dimensionality reduction using Grassmannian diffusion maps, Gaussian process regression to create a low-cost mapping between the input random vector and the reduced solution space, and geometric harmonics models for mapping between the reduced space and the Grassmann manifold. It is demonstrated that the surrogate models provide highly accurate approximations of the computational model while significantly reducing the computational cost. Monte Carlo simulations of the surrogate models are used for uncertainty propagation. UQ of strain fields highlight significant spatial variation in model uncertainty, and reveal key differences in uncertainty among commonly used strain-based brain injury predictor variables.

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to expand the stochastic process from an evolutionary bispectrum and an evolutionary power spectrum, thus matching the process completely up to third-order. A Proper Orthogonal Decomposition (POD) approach is further proposed to enable an efficient FFT-based implementation that reduces computational cost significantly. Two examples are presented, including the simulation of a fully non-stationary seismic ground motion process, highlighting the accuracy and efficacy of the proposed method., Comment: 38 pages, 9 figures, 2 tables

In this paper, a novel surrogate model based on the Grassmannian diffusion maps (GDMaps) and utilizing geometric harmonics is developed for predicting the response of engineering systems and complex physical phenomena. The method utilizes the GDMaps to obtain a low-dimensional representation of the underlying behavior of physical/mathematical systems with respect to uncertainties in the input parameters. Using this representation, geometric harmonics, an out-of-sample function extension technique, is employed to create a global map from the space of input parameters to a Grassmannian diffusion manifold. Geometric harmonics is also employed to locally map points on the diffusion manifold onto the tangent space of a Grassmann manifold. The exponential map is then used to project the points in the tangent space onto the Grassmann manifold, where reconstruction of the full solution is performed. The performance of the proposed surrogate modeling is verified with three examples. The first problem is a toy example used to illustrate the development of the technique. In the second example, errors associated with the various mappings employed in the technique are assessed by studying response predictions of the electric potential of a dielectric cylinder in a homogeneous electric field. The last example applies the method for uncertainty prediction in the strain field evolution in a model amorphous material using the shear transformation zone (STZ) theory of plasticity. In all examples, accurate predictions are obtained, showing that the present technique is a strong candidate for the application of uncertainty quantification in large-scale models.

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data representing quantities of interest of the computational or analytical model. For this purpose, we employ Grassmannian diffusion maps, a two-step nonlinear dimension reduction technique which allows us to reduce the dimensionality of the data and identify meaningful geometric descriptions in a parsimonious and inexpensive manner. Polynomial chaos expansion is then used to construct a mapping between the stochastic input parameters and the diffusion coordinates of the reduced space. An adaptive clustering technique is proposed to identify an optimal number of clusters of points in the latent space. The similarity of points allows us to construct a number of geometric harmonic emulators which are finally utilized as a set of inexpensive pre-trained models to perform an inverse map of realizations of latent features to the ambient space and thus perform accurate out-of-sample predictions. Thus, the proposed method acts as an encoder-decoder system which is able to automatically handle very high-dimensional data while simultaneously operating successfully in the small-data regime. The method is demonstrated on two benchmark problems and on a system of advection-diffusion-reaction equations which model a first-order chemical reaction between two species. In all test cases, the proposed method is able to achieve highly accurate approximations which ultimately lead to the significant acceleration of UQ tasks., Comment: 29 pages, 14 figures

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., Comment: 34 pages, 12 figures, references added, Section 4 added, Section 2.1 updated

Discrete response of structures is often a key probabilistic quantity of interest. For example, one may need to identify the probability of a binary event, such as, whether a structure has buckled or not. In this study, an adaptive domain-based decomposition and classification method, combined with sparse grid sampling, is used to develop an efficient classification surrogate modeling algorithm for such discrete outputs. An assumption of monotonic behaviour of the output with respect to all model parameters, based on the physics of the problem, helps to reduce the number of model evaluations and makes the algorithm more efficient. As an application problem, this paper deals with the development of a computational framework for generation of probabilistic penetration response of S-2 glass/SC-15 epoxy composite plates under ballistic impact. This enables the computationally feasible generation of the probabilistic velocity response (PVR) curve or the $V_0-V_{100}$ curve as a function of the impact velocity, and the ballistic limit velocity prediction as a function of the model parameters. The PVR curve incorporates the variability of the model input parameters and describes the probability of penetration of the plate as a function of impact velocity.

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. The first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity., Comment: 31 pages, 22 Figures

The second in a two-part series, this paper extends the 3rd-order Spectral Representation Method for simulation of ergodic multi-variate stochastic processes according to a prescribed cross power spectral density and cross bispectral density. The 2nd and 3rd order ensemble properties of the simulated stochastic vector processes are shown to satisfy the target cross correlation properties in expectation. A multi-indexed frequency discretization is introduced to ensure ergodicity of the sample functions. This is first shown for uni-variate processes and then the simulation formula for multi-variate processes is provided. Ensemble properties and ergodicity of the sample functions are proven. Additionally, it is shown that the simulations can be implemented efficiently with the Fast Fourier Transform, which greatly reduces computational effort. An example involving the simulation of turbulent wind velocity fluctuations is presented to further highlight the features and applications of the algorithm., Comment: 43 pages, 5 figures

This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulated random fields satisfy a prescribed Power Spectrum and Bispectrum. The general d-dimensional simulation equations are presented and the method is applied to simulate 2D and 3D random fields. The differences between samples generated by the proposed methodology and the existing classical Spectral Representation Method are analysed. An important feature of this methodology is that the formula can be implemented efficiently with the Fast Fourier Transform, details of which are presented. Computational savings are shown to grow exponentially with dimensionality as a testament of the scalability of the simulation methodology., Comment: 62 pages, 10 figures, 6 tables

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be mutually independent or correlated by a multivariate Gaussian distribution. However, this subjective assumption may introduce bias in the response estimate if the real dependence structure deviates from this assumption. In this work, we overcome this limitation by introducing a flexible copula dependence model to capture complex dependencies. A hierarchical Bayesian multimodel approach is proposed to quantify uncertainty in dependence model-form and model parameters that result from small data sets. This approach begins by identifying, through Bayesian multimodel inference, a set of candidate marginal models and their corresponding model probabilities, and then estimating the uncertainty in the copula-based dependence structure, which is conditional on the marginals and their parameters. The overall uncertainties integrating marginals and copulas are probabilistically represented by an ensemble of multivariate candidate densities. A novel importance sampling reweighting approach is proposed to efficiently propagate the overall uncertainties through a computational model. Through an example studying the influence of constituent properties on the out-of-plane properties of transversely isotropic E- glass fiber composites, we show that the composite property with copula-based dependence model converges to the true estimate as data set size increases, while an independence or arbitrary Gaussian correlation assumption leads to a biased estimate., Comment: 41 pages, 16 figures

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is that, as additional data are collected, the probability measure inferred from Bayesian inference may change significantly. That is, the original probability density inferred from Bayesian inference may differ considerably from the updated probability density both in its model form and parameters. In such cases, expensive Monte Carlo simulations may have already been performed using the original distribution and it is infeasible to start again and perform a new Monte Carlo analysis using the updated density due to the large added computational cost. In this work, we discuss four strategies for updating Mote Carlo simulations for such a change in probability measure: 1. Importance sampling reweighting; 2. A sample augmenting strategy; 3. A sample filtering strategy; and 4. A mixed augmenting-filtering strategy. The efficiency of each strategy is compared and the ultimate aim is to achieve the change in distribution with a minimal number of added computational simulations. The comparison results show that when the change in measure is small importance sampling reweighting can be very effective. Otherwise, a proposed novel mixed augmenting-filtering algorithm can robustly and efficiently accommodate a measure change in Monte Carlo simulation that minimizes the impact on the sample set and saves a large amount of additional computational cost. The strategy is then applied for uncertainty quantification in the buckling strength of a simple plate given ongoing data collection to estimate uncertainty in the yield stress., Comment: 30 pages, 19 figures

This paper outlines a methodology for Bayesian multimodel uncertainty quantification (UQ) and propagation and presents an investigation into the effect of prior probabilities on the resulting uncertainties. The UQ methodology is adapted from the information-theoretic method previously presented by the authors (Zhang and Shields, 2018) to a fully Bayesian construction that enables greater flexibility in quantifying uncertainty in probability model form. Being Bayesian in nature and rooted in UQ from small datasets, prior probabilities in both probability model form and model parameters are shown to have a significant impact on quantified uncertainties and, consequently, on the uncertainties propagated through a physics-based model. These effects are specifically investigated for a simplified plate buckling problem with uncertainties in material properties derived from a small number of experiments using noninformative priors and priors derived from past studies of varying appropriateness. It is illustrated that prior probabilities can have a significant impact on multimodel UQ for small datasets and inappropriate (but seemingly reasonable) priors may even have lingering effects that bias probabilities even for large datasets. When applied to uncertainty propagation, this may result in probability bounds on response quantities that do not include the true probabilities., Comment: 36 pages, 12 figures

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic collocation method with adaptive mesh refinement (SCAMR) to deal with high dimensional stochastic systems with discontinuities. Specifically, the proposed approach uses generalized polynomial chaos (gPC) expansion with Legendre polynomial basis and solves for the gPC coefficients using the least squares method. It also implements an adaptive mesh (element) refinement strategy which checks for abrupt variations in the output based on the second order gPC approximation error to track discontinuities or non-smoothness. In addition, the proposed method involves a criterion for checking possible dimensionality reduction and consequently, the decomposition of the full-dimensional problem to a number of lower-dimensional subproblems. Specifically, this criterion checks all the existing interactions between input dimensions of a specific problem based on the high-dimensional model representation (HDMR) method, and therefore automatically provides the subproblems which only involve interacting dimensions. The efficiency of the approach is demonstrated using both smooth and non-smooth function examples with input dimensions up to 300, and the approach is compared against other existing algorithms.