Multifidelity Information Fusion Algorithms for High-Dimensional Systems and Massive Data sets

We develop a framework for multifidelity information fusion and predictive inference in high-dimensional input spaces and in the presence of massive data sets. Hence, we tackle simultaneously the “big N" problem for big data and the curse of dimensionality in multivariate parametric problems. The proposed methodology establishes a new paradigm for constructing response surfaces of high-dimensional stochastic dynamical systems, simultaneously accounting for multifidelity in physical models as well as multifidelity in probability space. Scaling to high dimensions is achieved by data-driven dimensionality reduction techniques based on hierarchical functional decompositions and a graph-theoretic approach for encoding custom autocorrelation structure in Gaussian process priors. Multifidelity information fusion is facilitated through stochastic autoregressive schemes and frequency-domain machine learning algorithms that scale linearly with the data. Taking together these new developments leads to linear complexity algorithms as demonstrated in benchmark problems involving deterministic and stochastic fields in up to 10⁵ input dimensions and 10⁵ training points on a standard desktop computer

Multifidelity variance reduction for pick-freeze Sobol index estimation

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of the model). One of the statistical tools used to quantify the influence of each input variable on the output is the Sobol sensitivity index, which can be estimated using a large sample of evaluations of the output. We propose a variance reduction technique, based on the availability of a fast approximation of the output, which can enable significant computational savings when the output is costly to evaluate

Trim Flight Conditions for a Low-Boom Aircraft Design Under Uncertainty

The purpose of this paper is to investigate the noise generation of a low-boom aircraft design in flight trim conditions under uncertainty. The deflection of control surfaces to maintain a trimmed flight state has the potential to change the perceived loudness at the ground. Furthermore, the uncertainties associated with the control surface deflections can complicate the overall uncertainty quantification. Incorporation of the uncertainties in the prediction of perceived sound levels during the design phase can lead to improved robustness. In this paper, a brief review of low-boom flight trim research is presented. Realistic flight trim conditions requiring control surface deflection are integrated into the current research efforts for uncertainty quantification and vehicle design. In addition, a generalized set of procedures for the characterization of uncertainties in flight trim conditions are introduced. In a case study of the application of these procedures, a 5 decibel average difference in the perceived level of loudness was found between clean (no deflections) and trimmed configurations. Also, uncertainties attributable to control surface deflection were found to account for, on average, over 50% of the total near field uncertainty. Uncertainty discretization methods implemented were able to give more insight into the overall global variances

Kontextsensitive Modellhierarchien für Quantifizierung der höherdimensionalen Unsicherheit

We formulate four novel context-aware algorithms based on model hierarchies aimed to enable an efficient quantification of uncertainty in complex, computationally expensive problems, such as fluid-structure interaction and plasma microinstability simulations. Our results show that our algorithms are more efficient than standard approaches and that they are able to cope with the challenges of quantifying uncertainty in higher-dimensional, complex problems.Wir formulieren vier kontextsensitive Algorithmen auf der Grundlage von Modellhierarchien um eine effiziente Quantifizierung der Unsicherheit bei komplexen, rechenintensiven Problemen zu ermöglichen, wie Fluid-Struktur-Wechselwirkungs- und Plasma-Mikroinstabilitätssimulationen. Unsere Ergebnisse zeigen, dass unsere Algorithmen effizienter als Standardansätze sind und die Herausforderungen der Quantifizierung der Unsicherheit in höherdimensionalen, komplexen Problemen bewältigen können

A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS

A multifidelity approach to design and analysis for complex systems seeks to exploit optimally all available models and data. Existing multifidelity approaches generally attempt to calibrate low-fidelity models or replace low-fidelity analysis results using data from higher fidelity analyses. This paper proposes a fundamentally different approach that uses the tools of estimation theory to fuse together information from multifidelity analyses, resulting in a Bayesian-based approach to mitigating risk in complex system design and analysis. This approach is combined with maximum entropy characterizations of model discrepancy to represent epistemic uncertainties due to modeling limitations and model assumptions. Mathematical interrogation of the uncertainty in system output quantities of interest is achieved via a variance-based global sensitivity analysis, which identifies the primary contributors to output uncertainty and thus provides guidance for adaptation of model fidelity. The methodology is applied to multidisciplinary design optimization and demonstrated on a wing-sizing problem for a high altitude, long endurance vehicle.United States. Air Force Office of Scientific Research. Small Business Technology Transfer Program (Contract FA9550-09-C-0128

Multifidelity prediction in wildfire spread simulation: Modeling, uncertainty quantification and sensitivity analysis

Wildfire behavior predictions typically suffer from significant uncertainty. However, wildfire modeling uncertainties remain largely unquantified in the literature, mainly due to computing constraints. New multifidelity techniques provide a promising opportunity to overcome these limitations. Therefore, this paper explores the applicability of multifidelity approaches to wildland fire spread prediction problems. Using a canonical simulation scenario, we assessed the performance of control variates Monte-Carlo (MC) and multilevel MC strategies, achieving speedups of up to 100x in comparison to a standard MC method. This improvement was leveraged to quantify aleatoric uncertainties and analyze the sensitivity of the fire rate of spread (RoS) to weather and fuel parameters using a full-physics fire model, namely the Wildland-Urban Interface Fire Dynamics Simulator (WFDS), at an affordable computation cost. The proposed methodology may also be used to analyze uncertainty in other relevant fire behavior metrics such as heat transfer, fuel consumption and smoke production indicators