Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario

A variety of methods is available to quantify uncertainties arising with\-in the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be described by theoretical statistical distributions since only very limited data is available. Hence, exact information on distribution shapes for all uncertain parameters is very rare in realistic applications. We discuss and compare four different methods tested for data-driven uncertainty quantification based on a benchmark scenario of carbon dioxide storage. In the benchmark, for which we provide data and code, carbon dioxide is injected into a saline aquifer modeled by the nonlinear capillarity-free fractional flow formulation for two incompressible fluid phases, namely carbon dioxide and brine. To cover different aspects of uncertainty quantification, we incorporate various sources of uncertainty such as uncertainty of boundary conditions, of conceptual model definitions and of material properties. We consider recent versions of the following non-intrusive and intrusive uncertainty quantification methods: arbitary polynomial chaos, spatially adaptive sparse grids, kernel-based greedy interpolation and hybrid stochastic Galerkin. The performance of each approach is demonstrated assessing expectation value and standard deviation of the carbon dioxide saturation against a reference statistic based on Monte Carlo sampling. We compare the convergence of all methods reporting on accuracy with respect to the number of model runs and resolution. Finally we offer suggestions about the methods' advantages and disadvantages that can guide the modeler for uncertainty quantification in carbon dioxide storage and beyond

TVL₁ Planarity Regularization for 3D Shape Approximation

The modern emergence of automation in many industries has given impetus to extensive research into mobile robotics. Novel perception technologies now enable cars to drive autonomously, tractors to till a field automatically and underwater robots to construct pipelines. An essential requirement to facilitate both perception and autonomous navigation is the analysis of the 3D environment using sensors like laser scanners or stereo cameras. 3D sensors generate a very large number of 3D data points when sampling object shapes within an environment, but crucially do not provide any intrinsic information about the environment which the robots operate within. This work focuses on the fundamental task of 3D shape reconstruction and modelling from 3D point clouds. The novelty lies in the representation of surfaces by algebraic functions having limited support, which enables the extraction of smooth consistent implicit shapes from noisy samples with a heterogeneous density. The minimization of total variation of second differential degree makes it possible to enforce planar surfaces which often occur in man-made environments. Applying the new technique means that less accurate, low-cost 3D sensors can be employed without sacrificing the 3D shape reconstruction accuracy

Far-Field Compression for Fast Kernel Summation Methods in High Dimensions

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions for each point in the set. Direct summation is equivalent to a (dense) matrix-vector multiplication and scales quadratically with the number of points. Fast kernel summation algorithms reduce this cost to log-linear or linear complexity. Treecodes and Fast Multipole Methods (FMMs) deliver tremendous speedups by constructing approximate representations of interactions of points that are far from each other. In algebraic terms, these representations correspond to low-rank approximations of blocks of the overall interaction matrix. Existing approaches require an excessive number of kernel evaluations with increasing $d$ and number of points in the dataset. To address this issue, we use a randomized algebraic approach in which we first sample the rows of a block and then construct its approximate, low-rank interpolative decomposition. We examine the feasibility of this approach theoretically and experimentally. We provide a new theoretical result showing a tighter bound on the reconstruction error from uniformly sampling rows than the existing state-of-the-art. We demonstrate that our sampling approach is competitive with existing (but prohibitively expensive) methods from the literature. We also construct kernel matrices for the Laplacian, Gaussian, and polynomial kernels -- all commonly used in physics and data analysis. We explore the numerical properties of blocks of these matrices, and show that they are amenable to our approach. Depending on the data set, our randomized algorithm can successfully compute low rank approximations in high dimensions. We report results for data sets with ambient dimensions from four to 1,000.Comment: 43 pages, 21 figure