A machine learning approach for efficient uncertainty quantification using multiscale methods

Several multiscale methods account for sub-grid scale features using coarse scale basis functions. For example, in the Multiscale Finite Volume method the coarse scale basis functions are obtained by solving a set of local problems over dual-grid cells. We introduce a data-driven approach for the estimation of these coarse scale basis functions. Specifically, we employ a neural network predictor fitted using a set of solution samples from which it learns to generate subsequent basis functions at a lower computational cost than solving the local problems. The computational advantage of this approach is realized for uncertainty quantification tasks where a large number of realizations has to be evaluated. We attribute the ability to learn these basis functions to the modularity of the local problems and the redundancy of the permeability patches between samples. The proposed method is evaluated on elliptic problems yielding very promising results.Comment: Journal of Computational Physics (2017

Performance Analysis of Multi-Task Deep Learning Models for Flux Regression in Discrete Fracture Networks

In this work, we investigate the sensitivity of a family of multi-task Deep Neural Networks (DNN) trained to predict fluxes through given Discrete Fracture Networks (DFNs), stochastically varying the fracture transmissivities. In particular, detailed performance and reliability analyses of more than two hundred Neural Networks (NN) are performed, training the models on sets of an increasing number of numerical simulations made on several DFNs with two fixed geometries (158 fractures and 385 fractures) and different transmissibility configurations. A quantitative evaluation of the trained NN predictions is proposed, and rules fitting the observed behavior are provided to predict the number of training simulations that are required for a given accuracy with respect to the variability in the stochastic distribution of the fracture transmissivities. A rule for estimating the cardinality of the training dataset for different configurations is proposed. From the analysis performed, an interesting regularity of the NN behaviors is observed, despite the stochasticity that imbues the whole training process. The proposed approach can be relevant for the use of deep learning models as model reduction methods in the framework of uncertainty quantification analysis for fracture networks and can be extended to similar geological problems (for example, to the more complex discrete fracture matrix models). The results of this study have the potential to grant concrete advantages to real underground flow characterization problems, making computational costs less expensive through the use of NNs

Multiscale uncertainty quantification with arbitrary polynomial chaos

This work presents a framework for upscaling uncertainty in multiscale models. The problem is relevant to aerospace applications where it is necessary to estimate the reliability of a complete part such as an aeroplane wing from experimental data on coupons. A particular aspect relevant to aerospace is the scarcity of data available. The framework needs two main aspects: an upscaling equivalence in a probabilistic sense and an efficient (sparse) Non-Intrusive Polynomial Chaos formulation able to deal with scarce data. The upscaling equivalence is defined by a Probability Density Function (PDF) matching approach. By representing the inputs of a coarse-scale model with a generalised Polynomial Chaos Expansion (gPCE) the stochastic upscaling problem can be recast as an optimisation problem. In order to define a data driven framework able to deal with scarce data a Sparse Approximation for Moment Based Arbitrary Polynomial Chaos is used. Sparsity allows the solution of this optimisation problem to be made less computationally intensive than upscaling methods relying on Monte Carlo sampling. Moreover this makes the PDF matching method more viable for industrial applications where individual simulation runs may be computationally expensive. Arbitrary Polynomial Chaos is used to allow the framework to use directly experimental data. Finally, the difference between the distributions is quantified using the Kolmogorov–Smirnov (KS) distance and the method of moments in the case of a multi-objective optimisation. It is shown that filtering of dynamical information contained in the fine-scale by the coarse model may be avoided through the construction of a low-fidelity, high-order model