In this paper we study the efficacy of combining machine-learning methods with projection-based model reduction techniques for creating data-driven surrogate models of computationally expensive, high-fidelity physics models. Such surrogate models are essential for many-query applications e.g., engineering design optimization and parameter estimation, where it is necessary to invoke the high-fidelity model sequentially, many times. Surrogate models are usually constructed for individual scalar quantities. However there are scenarios where a spatially varying field needs to be modeled as a function of the model’s input parameters. Here we develop a method to do so, using projections to represent spatial variability while a machine-learned model captures the dependence of the model’s response on the inputs. The method is demonstrated on modeling the heat flux and pressure on the surface of the HIFiRE-1 geometry in a Mach 7.16 turbulent flow. The surrogate model is then used to perform Bayesian estimation of freestream conditions and parameters of the SST (Shear Stress Transport) turbulence model embedded in the high-fidelity (Reynolds-Averaged Navier–Stokes) flow simulator, using shock-tunnel data. The paper provides the first-ever Bayesian calibration of a turbulence model for complex hypersonic turbulent flows. We find that the primary issues in estimating the SST model parameters are the limited information content of the heat flux and pressure measurements and the large model-form error encountered in a certain part of the flow.
The capability to identify emergent technologies based upon easily accessed open-source indicators, such as publications, is important for decision-makers in industry and government. The scientific contribution of this work is the proposition of a machine learning approach to the detection of the maturity of emerging technologies based on publication counts. Time-series of publication counts have universal features that distinguish emerging and growing technologies. We train an artificial neural network classifier, a supervised machine learning algorithm, upon these features to predict the maturity (emergent vs. growth) of an arbitrary technology. With a training set comprised of 22 technologies we obtain a classification accuracy ranging from 58.3% to 100% with an average accuracy of 84.6% for six test technologies. To enhance classifier performance, we augmented the training corpus with synthetic time-series technology life cycle curves, formed by calculating weighted averages of curves in the original training set. Training the classifier on the synthetic data set resulted in improved accuracy, ranging from 83.3% to 100% with an average accuracy of 90.4% for the test technologies. The performance of our classifier exceeds that of competing machine learning approaches in the literature, which report an average classification accuracy of only 85.7% at maximum. Moreover, in contrast to current methods our approach does not require subject matter expertise to generate training labels, and it can be automated and scaled.
Previous efforts determined a set of calibrated, optimal model parameter values for Reynolds-averaged Navier–Stokes (RANS) simulations of a compressible jet in crossflow (JIC) using a $k–ε$ turbulence model. These parameters were derived by comparing simulation results to particle image velocimetry (PIV) data of a complementary JIC experiment under a limited set of flow conditions. Here, a $k–ε$ model using both nominal and calibrated parameters is validated against PIV data acquired from a much wider variety of JIC cases, including a realistic flight vehicle. The results from the simulations using the calibrated model parameters showed considerable improvements over those using the nominal values, even for cases that were not used in the calibration procedure that defined the optimal parameters. This improvement is demonstrated using a number of quality metrics that test the spatial alignment of the jet core, the magnitudes of multiple flow variables, and the location and strengths of vortices in the counter-rotating vortex cores on the PIV planes. These results suggest that the calibrated parameters have applicability well outside the specific flow case used in defining them and that with the right model parameters, RANS solutions for the JIC can be improved significantly over those obtained from the nominal model.
We present a simple, near-real-time Bayesian method to infer and forecast a multiwave outbreak, and demonstrate it on the COVID-19 pandemic. The approach uses timely epidemiological data that has been widely available for COVID-19. It provides short-term forecasts of the outbreak’s evolution, which can then be used for medical resource planning. The method postulates one- and multiwave infection models, which are convolved with the incubation-period distribution to yield competing disease models. The disease models’ parameters are estimated via Markov chain Monte Carlo sampling and information-theoretic criteria are used to select between them for use in forecasting. The method is demonstrated on two- and three-wave COVID-19 outbreaks in California, New Mexico and Florida, as observed during Summer-Winter 2020. We find that the method is robust to noise, provides useful forecasts (along with uncertainty bounds) and that it reliably detected when the initial single-wave COVID-19 outbreaks transformed into successive surges as containment efforts in these states failed by the end of Spring 2020.
Machine-learned models, specifically neural networks, are increasingly used as “closures” or “constitutive models” in engineering simulators to represent fine-scale physical phenomena that are too computationally expensive to resolve explicitly. However, these neural net models of unresolved physical phenomena tend to fail unpredictably and are therefore not used in mission-critical simulations. In this report, we describe new methods to authenticate them, i.e., to determine the (physical) information content of their training datasets, qualify the scenarios where they may be used and to verify that the neural net, as trained, adhere to physics theory. We demonstrate these methods with neural net closure of turbulent phenomena used in Reynolds Averaged Navier-Stokes equations. We show the types of turbulent physics extant in our training datasets, and, using a test flow of an impinging jet, identify the exact locations where the neural network would be extrapolating i.e., where it would be used outside the feature-space where it was trained. Using Generalized Linear Mixed Models, we also generate explanations of the neural net (à la Local Interpretable Model agnostic Explanations) at prototypes placed in the training data and compare them with approximate analytical models from turbulence theory. Finally, we verify our findings by reproducing them using two different methods.
In this paper we investigate the utility of one-dimensional convolutional neural network (CNN) models in epidemiological forecasting. Deep learning models, in particular variants of recurrent neural networks (RNNs) have been studied for ILI (Influenza-Like Illness) forecasting, and have achieved a higher forecasting skill compared to conventional models such as ARIMA. In this study, we adapt two neural networks that employ one-dimensional temporal convolutional layers as a primary building block—temporal convolutional networks and simple neural attentive meta-learners—for epidemiological forecasting. We then test them with influenza data from the US collected over 2010-2019. We find that epidemiological forecasting with CNNs is feasible, and their forecasting skill is comparable to, and at times, superior to, plain RNNs. Thus CNNs and RNNs bring the power of nonlinear transformations to purely data-driven epidemiological models, a capability that heretofore has been limited to more elaborate mechanistic/compartmental disease models.
For digital twins (DTs) to become a central fixture in mission critical systems, a better understanding is required of potential modes of failure, quantification of uncertainty, and the ability to explain a model’s behavior. These aspects are particularly important as the performance of a digital twin will evolve during model development and deployment for real-world operations.
We demonstrate a Bayesian method for the “real-time” characterization and forecasting of partially observed COVID-19 epidemic. Characterization is the estimation of infection spread parameters using daily counts of symptomatic patients. The method is designed to help guide medical resource allocation in the early epoch of the outbreak. The estimation problem is posed as one of Bayesian inference and solved using a Markov chain Monte Carlo technique. The data used in this study was sourced before the arrival of the second wave of infection in July 2020. The proposed modeling approach, when applied at the country level, generally provides accurate forecasts at the regional, state and country level. The epidemiological model detected the flattening of the curve in California, after public health measures were instituted. The method also detected different disease dynamics when applied to specific regions of New Mexico.
This manuscript comprises the final report for the 1-year, FY19 LDRD project "Rigorous Data Fusion for Computationally Expensive Simulations," wherein an alternative approach to Bayesian calibration was developed based a new sampling technique called VoroSpokes. Vorospokes is a novel quadrature and sampling framework defined with respect to Voronoi tessellations of bounded domains in R d developed within this project. In this work, we first establish local quadrature and sampling results on convex polytopes using randomly directed rays, or spokes, to approximate the quantities of interest for a specified target function. A theoretical justification for both procedures is provided along with empirical results demonstrating the unbiased convergence in the resulting estimates/samples. The local quadrature and sampling procedures are then extended to global procedures defined on more general domains by applying the local results to the cells of a Voronoi tessellation covering the domain in consideration. We then demonstrate how the proposed global sampling procedure can be used to define a natural framework for adaptively constructing Voronoi Piecewise Surrogate (VPS) approximations based on local error estimates. Finally, we show that the adaptive VPS procedure can be used to form a surrogate model approximation to a specified, potentially unnormalized, density function, and that the global sampling procedure can be used to efficiently draw independent samples from the surrogate density in parallel. The performance of the resulting VoroSpokes sampling framework is assessed on a collection of Bayesian inference problems and is shown to provide highly accurate posterior predictions which align with the results obtained using traditional methods such as Gibbs sampling and random-walk Markov Chain Monte Carlo (MCMC). Importantly, the proposed framework provides a foundation for performing Bayesian inference tasks which is entirely independent from the theory of Markov chains.
We propose herein a probabilistic framework for assessing the consistency of an experimental dataset, i.e., whether the stated experimental conditions are consistent with the measurements provided. In case the dataset is inconsistent, our framework allows one to hypothesize and test sources of inconsistencies. This is crucial in model validation efforts. The framework relies on Bayesian inference to estimate experimental settings deemed uncertain, from measurements deemed accurate. The quality of the inferred variables is gauged by its ability to reproduce held-out experimental measurements. We test the correctness of the framework on three double-cone experiments conducted in the CUBRC Inc.'s LENS-I shock tunnel, which have also been numerically simulated successfully. Thereafter, we use the framework to investigate two double-cone experiments (executed in the LENS-XX shock tunnel) which have encountered difficulties when used in model validation exercises. We detect an inconsistency with one of the LENS-XX experiments. In addition, we hypothesize two causes for our inability to simulate LEXS-XX experiments accurately and test them using our framework. We find that there is no single cause that explains all the discrepancies between model predictions and experimental data, but different causes explain different discrepancies, to larger or smaller extent. We end by proposing that uncertainty quantification methods be used more widely to understand experiments and characterize facilities, and we cite three different methods to do so, the third of which we present in this paper.
In this study we investigate how an ensemble of disease models can be conditioned to observational data, in a bid to improve its predictive skill. We use the ensemble of influenza forecasting models gathered by the US Centers for Disease Control and Prevention (CDC) as the exemplar. This ensemble is used every year to forecast the annual influenza outbreak in the United States. The models constituting this ensemble draw on very different modeling assumptions and approximations and are a diverse collection of methods to approximate epidemiological dynamics. Currently, each models' predictions are accorded the same importance, or weight, when compiling the ensemble's forecast. We consider this equally-weighted ensemble as the baseline case which has to be improved upon. In this study, we explore whether an ensemble forecast can be improved by "conditionine the ensemble to whatever observational data is available from the ongoing outbreak. "Conditionine can imply according the ensemble's members different weights which evolve over time, or simply perform the forecast using the top k (equally-weighted) models. In the latter case, the composition of the "top-k-see of models evolves over time. This is called "model averagine in statistics. We explore four methods to perform model-averaging, three of which are new.. We find that the CDC ensemble responds best to the "top-k-models" approach to model-averaging. All the new MA methods perform better than the baseline equally-weighted ensemble. The four model-averaging methods treat the models as black-boxes and simply use their forecasts as inputs i.e., one does not need access to the models at all, but rather only their forecasts. The model-averaging approaches reviewed in this report thus form a general framework for model-averaging any model ensemble.
Compressible jet-in-crossflow interactions are difficult to simulate accurately using Reynolds-averaged Navier-Stokes (RANS) models. This could be due to simplifications inherent in RANS or the use of inappropriate RANS constants estimated by fitting to experiments of simple or canonical flows. Our previous work on Bayesian calibration of a k - ϵ model to experimental data had led to a weak hypothesis that inaccurate simulations could be due to inappropriate constants more than model-form inadequacies of RANS. In this work, Bayesian calibration of k - ϵ constants to a set of experiments that span a range of Mach numbers and jet strengths has been performed. The variation of the calibrated constants has been checked to assess the degree to which parametric estimates compensate for RANS's model-form errors. An analytical model of jet-in-crossflow interactions has also been developed, and estimates of k - ϵ constants that are free of any conflation of parametric and RANS's model-form uncertainties have been obtained. It has been found that the analytical k - ϵ constants provide mean-flow predictions that are similar to those provided by the calibrated constants. Further, both of them provide predictions that are far closer to experimental measurements than those computed using "nominal" values of these constants simply obtained from the literature. It can be concluded that the lack of predictive skill of RANS jet-in-crossflow simulations is mostly due to parametric inadequacies, and our analytical estimates may provide a simple way of obtaining predictive compressible jet-in-crossflow simulations.
This study developed and tested biologically inspired computational methods to detect anomalous signals in data streams that could indicate a pending outbreak or bio-weapon attack. Current large- scale biosurveillance systems are plagued by two principal deficiencies: (1) timely detection of disease-indicating signals in noisy data and (2) anomaly detection across multiple channels. Anomaly detectors and data fusion components modeled after human immune system processes were tested against a variety of natural and synthetic surveillance datasets. A pilot scale immune-system-based biosurveillance system performed at least as well as traditional statistical anomaly detection data fusion approaches. Machine learning approaches leveraging Deep Learning recurrent neural networks were developed and applied to challenging unstructured and multimodal health surveillance data. Within the limits imposed of data availability, both immune systems and deep learning methods were found to improve anomaly detection and data fusion performance for particularly challenging data subsets. ACKNOWLEDGEMENTS The authors acknowledge the close collaboration of Scott Lee, Jason Thomas, and Chad Heilig from the US Centers for Disease Control (CDC) in this effort. De-identified biosurveillance data provided by Ken Jeter of the New Mexico Department of Health proved to be an important contribution to our work. Discussions with members of the International Society of Disease Surveillance helped the researchers focus on questions relevant to practicing public health professionals. Funding for this work was provided by Sandia National Laboratories' Laboratory Directed Research and Development program.
This report pulls together the documentation produced for the IMPACT tool, a software-based decision support tool that provides situational awareness, incident characterization, and guidance on public health and environmental response strategies for an unfolding bio-terrorism incident.
We demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynoldsaveraged Navier-Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscosity model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models ("curve-fits"). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. We find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.
In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.