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This paper proposes two algorithms to impose seepage boundary conditions in the context of Richards' equation for groundwater flows in unsaturated media. Seepage conditions are non-linear boundary conditions, that can be formulated as a set of unilateral constraints on both the pressure head and the water flux at the ground surface, together with a complementarity condition: these conditions in practice require switching between Neumann and Dirichlet boundary conditions on unknown portions on the boundary. Upon realizing the similarities of these conditions with unilateral contact problems in mechanics, we take inspiration from that literature to propose two approaches: the first method relies on a strongly consistent penalization term, whereas the second one is obtained by an hybridization approach, in which the value of the pressure on the surface is treated as a separate set of unknowns. The flow problem is discretized in mixed form with div-conforming elements so that the water mass is preserved. Numerical experiments show the validity of the proposed strategy in handling the seepage boundary conditions on geometries with increasing complexity.

Uncertainty Quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support., Comment: Add Benjamin Kent as co-author in accordance with the paper's published version

We present an efficient approach to quantify the uncertainties associated with the numerical simulations of the laser-based powder bed fusion of metals processes. Our study focuses on a thermomechanical model of an Inconel 625 cantilever beam, based on the AMBench2018-01 benchmark proposed by the National Institute of Standards and Technology (NIST). The proposed approach consists of a forward uncertainty quantification analysis of the residual strains of the cantilever beam given the uncertainty in some of the parameters of the numerical simulation, namely the powder convection coefficient and the activation temperature. The uncertainty on such parameters is modelled by a data-informed probability density function obtained by a Bayesian inversion procedure, based on the displacement experimental data provided by NIST. To overcome the computational challenges of both the Bayesian inversion and the forward uncertainty quantification analysis we employ a multi-fidelity surrogate modelling technique, specifically the multi-index stochastic collocation method. The proposed approach allows us to achieve a 33\% reduction in the uncertainties on the prediction of residual strains compared with what we would get basing the forward UQ analysis on a-priori ranges for the uncertain parameters, and in particular the mode of the probability density function of such quantities (i.e., its ``most likely value'', roughly speaking) results to be in good agreement with the experimental data provided by NIST, even though only displacement data were used for the Bayesian inversion procedure., Comment: 28 pages, 14 figures

Treating uncertainties in models is essential in many fields of science and engineering. Uncertainty quantification (UQ) on complex and computationally costly numerical models necessitates a combination of efficient model solvers, advanced UQ methods and HPC-scale resources. The resulting technical complexities as well as lack of separation of concerns between UQ and model experts is holding back many interesting UQ applications. The aim of this paper is to close the gap between advanced UQ methods and advanced models by removing the hurdle of complex software stack integration, which in turn will offer a straightforward way to scale even prototype-grade UQ applications to high-performance resources. We achieve this goal by introducing a parallel software architecture based on UM-Bridge, a universal interface for linking UQ and models. We present three realistic applications from different areas of science and engineering, scaling from single machines to large clusters on the Google Cloud Platform.

When dealing with timber structures, the characteristic strength and stiffness of the material are made highly variable and uncertain by the unavoidable, yet hardly predictable, presence of knots and other defects. In this work we apply the sparse grids stochastic collocation method to perform uncertainty quantification for structural engineering in the scenario described above. Sparse grids have been developed by the mathematical community in the last decades and their theoretical background has been rigorously and extensively studied. The document proposes a brief practice-oriented introduction with minimal theoretical background, provides detailed instructions for the use of the already implemented Sparse Grid Matlab kit (freely available on-line) and discusses two numerical examples inspired from timber engineering problems that highlight how sparse grids exhibit superior performances compared to the plain Monte Carlo method. The Sparse Grid Matlab kit requires only a few lines of code to be interfaced with any numerical solver for mechanical problems (in this work we used an isogeometric collocation method) and provides outputs that can be easily interpreted and used in the engineering practice.

Groundwater flow modeling is commonly used to calculate groundwater heads, estimate groundwater flow paths and travel times, and provide insights into solute transport processes within an aquifer. However, the values of input parameters that drive groundwater flow models are often highly uncertain due to subsurface heterogeneity and geologic complexity in combination with lack of measurements/unreliable measurements. This uncertainty affects the accuracy and reliability of model outputs. Therefore, parameters' uncertainty must be quantified before adopting the model as an engineering tool. In this study, we model the uncertain parameters as random variables and use a Bayesian inversion approach to obtain a posterior,data-informed, probability density function (pdf) for them: in particular, the likelihood function we consider takes into account both well measurements and our prior knowledge about the extent of the springs in the domain under study. To keep the modelistic and computational complexities under control, we assume Gaussianity of the posterior pdf of the parameters. To corroborate this assumption, we run an identifiability analysis of the model: we apply the inversion procedure to several sets of synthetic data polluted by increasing levels of noise, and we determine at which levels of noise we can effectively recover the "true value" of the parameters. We then move to real well data (coming from the Ticino River basin, in northern Italy, and spanning a month in summer 2014), and use the posterior pdf of the parameters as a starting point to perform an Uncertainty Quantification analysis on groundwater travel-time distributions., Comment: First submission

The present paper aims at applying uncertainty quantification methodologies to process simulations of powder bed fusion of metal. In particular, for a part-scale thermomechanical model of an Inconel 625 super-alloy beam, we study the uncertainties of three process parameters, namely the activation temperature, the powder convection coefficient and the gas convection coefficient. First, we perform a variance-based global sensitivity analysis to study how each uncertain parameter contributes to the variability of the beam displacements. The results allow us to conclude that the gas convection coefficient has little impact and can therefore be fixed to a constant value for subsequent studies. Then, we conduct an inverse uncertainty quantification analysis, based on a Bayesian approach on synthetic displacements data, to quantify the uncertainties of the two remaining parameters, namely the activation temperature and the powder convection coefficient. Finally, we use the results of the inverse uncertainty quantification analysis to perform a data-informed forward uncertainty quantification analysis of the residual strains. Crucially, we make use of surrogate models based on sparse grids to keep to a minimum the computational burden of every step of the uncertainty quantification analysis. The proposed uncertainty quantification workflow allows us to substantially ease the typical trial-and-error approach used to calibrate power bed fusion part-scale models, and to greatly reduce uncertainties on the numerical prediction of the residual strains. In particular, we demonstrate the possibility of using displacement measurements to obtain a data-informed probability density function of the residual strains, a quantity much more complex to measure than displacements.

Groundwater flow model accuracy is often limited by the uncertainty in model parameters that characterize aquifer properties and aquifer recharge. Aquifer properties such as hydraulic conductivity can have an uncertainty spanning orders of magnitude. Meanwhile, parameters used to configure model boundary conditions can introduce additional uncertainty. In this study, the Morris Method sensitivity analysis is performed on multiple quantities of interest to assess the sensitivity of a steady-state groundwater flow model to uncertain input parameters. The Morris Method determines which of these parameters are less influential on model outputs. Uninfluential parameters can be set constant during subsequent parameter optimization to reduce computational expense. Combining multiple quantities of interest (e.g., RMSE, groundwater fluxes) when performing both the Morris Method and parameter optimization offers a more complete assessment of groundwater models, providing a more reliable and physically consistent estimate of uncertain parameters. The parameter optimization procedure also provides us an estimate of the residual uncertainty in the parameter values, resulting in a more complete estimate of the remaining uncertainty. By employing such techniques, the current study was able to estimate the aquifer hydraulic conductivity and recharge rate due to rice field irrigation in a groundwater basin in Northern Italy, revealing that a significant proportion of surficial aquifer recharge (approximately 81-94%) during the later summer is due to the flood irrigation practices applied to these fields., Comment: second submission after minor revisions

The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.

This paper presents a comparison of two multi-fidelity methods for the forward uncertainty quantification of a naval engineering problem. Specifically, we consider the problem of quantifying the uncertainty of the hydrodynamic resistance of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties (ship speed and payload). The first four statistical moments (mean, variance, skewness, kurtosis), and the probability density function for such quantity of interest (QoI) are computed with two multi-fidelity methods, i.e., the Multi-Index Stochastic Collocation (MISC) method and an adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) algorithm. The QoI is evaluated via computational fluid dynamics simulations, which are performed with the in-house unsteady Reynolds-Averaged Navier-Stokes (RANS) multi-grid solver $\chi$navis. The different fidelities employed by both methods are obtained by stopping the RANS solver at different grid levels of the multi-grid cycle. The performance of both methods are presented and discussed: in a nutshell, the findings suggest that, at least for the current implementations of both algorithms, MISC could be preferred whenever a limited computational budget is available, whereas for a larger computational budget SRBFs seem to be preferable, thanks to its robustness to the numerical noise in the evaluations of the QoI., Comment: This article supersedes arXiv:2005.07405

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper "Dimension-adaptive tensor-product quadratuture" Computing (2003) by T. Gerstner and M. Griebel) is explored., Comment: 24 pages, 1 figure

We provide an overview of the methods that can be used for prediction under uncertainty and data fitting of dynamical systems, and of the fundamental challenges that arise in this context. The focus is on SIR-like models, that are being commonly used when attempting to predict the trend of the COVID-19 pandemic. In particular, we raise a warning flag about identifiability of the parameters of SIR-like models; often, it might be hard to infer the correct values of the parameters from data, even for very simple models, making it non-trivial to use these models for meaningful predictions. Most of the points that we touch upon are actually generally valid for inverse problems in more general setups.

This paper presents a comparison of two methods for the forward uncertainty quantification (UQ) of complex industrial problems. Specifically, the performance of Multi-Index Stochastic Collocation (MISC) and adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) surrogates is assessed for the UQ of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties, namely the ship speed and draught. The estimation of expected value, standard deviation, and probability density function of the (model-scale) resistance is presented and discussed; the required simulations are obtained by the in-house unsteady multi-grid Reynolds Averaged Navier-Stokes (RANS) solver $\chi$navis. Both MISC and SRBF use as multi-fidelity levels the evaluations on the different grid levels intrinsically employed by the RANS solver for multi-grid acceleration; four grid levels are used here, obtained as isotropic coarsening of the initial finest mesh. The results suggest that MISC could be preferred when only limited data sets are available. For larger data sets both MISC and SRBF represent a valid option, with a slight preference for SRBF, due to its robustness to noise.

This work is motivated by the difficulty in assembling the Galerkin matrix when solving Partial Differential Equations (PDEs) with Isogeometric Analysis (IGA) using B-splines of moderate-to-high polynomial degree. To mitigate this problem, we propose a novel methodology named CossIGA (COmpreSSive IsoGeometric Analysis), which combines the IGA principle with CORSING, a recently introduced sparse recovery approach for PDEs based on compressive sensing. CossIGA assembles only a small portion of a suitable IGA Petrov-Galerkin discretization and is effective whenever the PDE solution is sufficiently sparse or compressible, i.e., when most of its coefficients are zero or negligible. The sparsity of the solution is promoted by employing a multilevel dictionary of B-splines as opposed to a basis. Thanks to sparsity and the fact that only a fraction of the full discretization matrix is assembled, the proposed technique has the potential to lead to significant computational savings. We show the effectiveness of CossIGA for the solution of the 2D and 3D Poisson equation over nontrivial geometries by means of an extensive numerical investigation.

In the industrial practice, additive manufacturing processes are often followed by post-processing operations such as subtractive machining, milling, etc. to achieve the desired surface quality and dimensional accuracy. Hence, a given part must be 3D printed with extra material to enable such finishing phase. This combined additive/subtractive technique can be optimized to reduce manufacturing costs by saving printing time and reducing material and energy usage. In this work, a numerical methodology based on parametric shape optimization is proposed for optimizing the thickness of the extra material, allowing for minimal machining operations while ensuring the finishing requirements. Moreover, the proposed approach is complemented by a novel algorithm for generating inner structures leading to reduced distortion and improved weight reduction. The computational effort induced by classical constrained optimization methods is alleviated by replacing both the objective and constraint functions by their sparse-grid surrogates. Numerical results showcase the effectiveness of the proposed approach., Comment: second version: fixed a problem with pdf conversion that would make Table 1 overlap with text. Added header with page number

This work is a follow-up to our previous contribution ("Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs)", SIAM J. Numer. Anal., 2018), and contains further insights on some aspects of the solution of elliptic PDEs with lognormal diffusion coefficients using sparse grids. Specifically, we first focus on the choice of univariate interpolation rules, advocating the use of Gaussian Leja points as introduced by Narayan and Jakeman ("Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation", SIAM J. Sci. Comput., 2014) and then discuss the possible computational advantages of replacing the standard Karhunen-Lo\`eve expansion of the diffusion coefficient with the L\'evy-Ciesielski expansion, motivated by theoretical work of Bachmayr, Cohen, DeVore, and Migliorati ("Sparse polynomial approximation of parametric elliptic PDEs. part II: lognormal coefficients", ESAIM: M2AN, 2016). Our numerical results indicate that, for the problem under consideration, Gaussian Leja collocation points outperform Gauss-Hermite and Genz-Keister nodes for the sparse grid approximation and that the Karhunen-Lo\`eve expansion of the log diffusion coefficient is more appropriate than its L\'evy-Ciesielski expansion for purpose of sparse grid collocation., Comment: 29 pages, 10 Figures

This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC algorithm is very natural since they are tensor-based PDE solvers, which are precisely what is required by the MISC machinery. Moreover, the combination-technique formulation of MISC allows the straight-forward reuse of existing implementations of IGA solvers. We present numerical results to showcase the effectiveness of the proposed approach., Comment: version 3, version after revision

Isogeometric Analysis (IGA) typically adopts tensor-product splines and NURBS as a basis for the approximation of the solution of PDEs. In this work, we investigate to which extent IGA solvers can benefit from the so-called sparse-grids construction in its combination technique form, which was first introduced in the early 90s in the context of the approximation of high-dimensional PDEs. The tests that we report show that, in accordance to the literature, a sparse-grid construction can indeed be useful if the solution of the PDE at hand is sufficiently smooth. Sparse grids can also be useful in the case of non-smooth solutions when some a-priori knowledge on the location of the singularities of the solution can be exploited to devise suitable non-equispaced meshes. Finally, we remark that sparse grids can be seen as a simple way to parallelize pre-existing serial IGA solvers in a straightforward fashion, which can be beneficial in many practical situations., Comment: updated version after review

In this work we propose an Uncertainty Quantification methodology for sedimentary basins evolution under mechanical and geochemical compaction processes, which we model as a coupled, time-dependent, non-linear, monodimensional (depth-only) system of PDEs with uncertain parameters. While in previous works (Formaggia et al. 2013, Porta et al., 2014) we assumed a simplified depositional history with only one material, in this work we consider multi-layered basins, in which each layer is characterized by a different material, and hence by different properties. This setting requires several improvements with respect to our earlier works, both concerning the deterministic solver and the stochastic discretization. On the deterministic side, we replace the previous fixed-point iterative solver with a more efficient Newton solver at each step of the time-discretization. On the stochastic side, the multi-layered structure gives rise to discontinuities in the dependence of the state variables on the uncertain parameters, that need an appropriate treatment for surrogate modeling techniques, such as sparse grids, to be effective. We propose an innovative methodology to this end which relies on a change of coordinate system to align the discontinuities of the target function within the random parameter space. The reference coordinate system is built upon exploiting physical features of the problem at hand. We employ the locations of material interfaces, which display a smooth dependence on the random parameters and are therefore amenable to sparse grid polynomial approximations. We showcase the capabilities of our numerical methodologies through two synthetic test cases. In particular, we show that our methodology reproduces with high accuracy multi-modal probability density functions displayed by target state variables (e.g., porosity)., Comment: 25 pages, 30 figures

We give a convergence proof for the approximation by sparse collocation of Hilbert-space-valued functions depending on countably many Gaussian random variables. Such functions appear as solutions of elliptic PDEs with lognormal diffusion coefficients. We outline a general $L^2$-convergence theory based on previous work by Bachmayr et al. (2016) and Chen (2016) and establish an algebraic convergence rate for sufficiently smooth functions assuming a mild growth bound for the univariate hierarchical surpluses of the interpolation scheme applied to Hermite polynomials. We verify specifically for Gauss-Hermite nodes that this assumption holds and also show algebraic convergence w.r.t. the resulting number of sparse grid points for this case. Numerical experiments illustrate the dimension-independent convergence rate., Comment: 30 pages, 5 Figures

In this paper we investigate numerically the order of convergence of an isogeometric collocation method that builds upon the least-squares collocation method presented in [1] and the variational collocation method presented in [2]. The focus is on smoothest B-splines/NURBS approximations, i.e, having global $C^{p-1}$ continuity for polynomial degree $p$. Within the framework of [2], we select as collocation points a subset of those considered in [1], which are related to the Galerkin superconvergence theory. With our choice, that features local symmetry of the collocation stencil, we improve the convergence behaviour with respect to [2], achieving optimal $L^2$-convergence for odd degree B-splines/NURBS approximations. The same optimal order of convergence is seen in [1], where, however a least-squares formulation is adopted. Further careful study is needed, since the robustness of the method and its mathematical foundation are still unclear., Comment: 21 pages, 20 figures (35 pdf images)

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data and, naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods. We use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDEs in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Mat\'ern model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite-dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis.

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.