Parametrization of stochastic inputs using generative adversarial networks with application in geology

We investigate artificial neural networks as a parametrization tool for stochastic inputs in numerical simulations. We address parametrization from the point of view of emulating the data generating process, instead of explicitly constructing a parametric form to preserve predefined statistics of the data. This is done by training a neural network to generate samples from the data distribution using a recent deep learning technique called generative adversarial networks. By emulating the data generating process, the relevant statistics of the data are replicated. The method is assessed in subsurface flow problems, where effective parametrization of underground properties such as permeability is important due to the high dimensionality and presence of high spatial correlations. We experiment with realizations of binary channelized subsurface permeability and perform uncertainty quantification and parameter estimation. Results show that the parametrization using generative adversarial networks is very effective in preserving visual realism as well as high order statistics of the flow responses, while achieving a dimensionality reduction of two orders of magnitude

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