Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging to calibrate the model by inferring unknown parameters/fields (e.g., boundary conditions, mechanical properties, and operating parameters) from sparse and noisy measurements, which is known as a PDE-constrained inverse problem. In this work, we develop a novel bi-fidelity (BF) ensemble Kalman inversion method to tackle this challenge, leveraging the accuracy of high-fidelity models and the efficiency of low-fidelity models. The core concept is to build a BF model with a limited number of high-fidelity samples for efficient forward propagations in the iterative ensemble Kalman inversion. Compared to existing inversion techniques, salient features of the proposed methods can be summarized as follow: (1) achieving the accuracy of high-fidelity models but at the cost of low-fidelity models, (2) being robust and derivative-free, and (3) being code non-intrusive, enabling ease of deployment for different applications. The proposed method has been assessed by three inverse problems that are relevant to fluid dynamics, including both parameter estimation and field inversion. The numerical results demonstrate the excellent performance of the proposed BF ensemble Kalman inversion approach, which drastically outperforms the standard Kalman inversion in terms of efficiency and accuracy.
Random-Feature Kalman Filtering for Linear PDE Data Assimilation
Ceyear Technologies Co., Ltd（中国电子科技集团公司第五十四研究所）；School of Mathematics and Statistics, Xidian University（西安电子科技大学数学与统计学院）；Department of Mathematics, National University of Singapore（新加坡国立大学数学系）
This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities in the hierarchy of models represent control variates for the uncertainty in finer fidelities. Small ensembles of high fidelity model runs are complemented by larger ensembles of cheaper, lower fidelity runs, to obtain much improved analyses at only small additional computational costs. We investigate the use of reduced order models as coarse fidelity control…
Ensemble Kalman inversion is a parallelizable derivative-free method to solve inverse problems. The method uses an ensemble that follows the Kalman update formula iteratively to solve an optimization problem. The ensemble size is crucial to capture the correct statistical information in estimating the unknown variable of interest. Still, the ensemble is limited to a size smaller than the unknown variable's dimension for computational efficiency. This study proposes a strategy to correct the sampling error due to a small ensemble size, which improves the performance of the ensemble Kalman inver…
Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective function as soft penalties. Here, we show that this specific way of formulating the objective function is the source of severe limitations in the PINN approach when applied to different kinds of PDEs. To address these limitations, we propose a versatile framework based on a constrained optimization problem formulation, where we use the augmented Lagrangian m…
Nantes Université（南特大学）；Ecole Centrale Nantes（南特中央理工学院）；CNRS（法国国家科学研究中心）
We propose a parametric sampling strategy for the reduction of large-scale PDE systems with multidimensional input parametric spaces by leveraging models of different fidelity. The design of this methodology allows a user to adaptively sample points ad hoc from a discrete training set with no prior requirement of error estimators. It is achieved by exploiting low-fidelity models throughout the parametric space to sample points using an efficient sampling strategy, and at the sampled parametric points, high-fidelity models are evaluated to recover the reduced basis functions. The low-fidelity m…
Starter-Iterator Neural Operator: A Unified Architecture for High-Fidelity Forward and Inverse PDE Problems
School of Mathematical Sciences, Beijing Normal University（北京师范大学数学科学学院）；School of Mathematics, Jilin University（吉林大学数学学院）；Key Laboratory of Digital Technology in Medical Diagnostics of Zhejiang（浙江省数字医疗诊断技术重点实验室）；School of Physics, Nankai University（南开大学物理学院）
The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance matrices. In this chapter we present a relatively recent topic which is the application of the EnKF to inverse problems, known as ensemble Kalman Inversion (EKI). EKI is used for parameter estimation, which can be viewed as a black-box optimizer for PDE-constrained inverse problems. We present in this chapter a review of the discussed methodology, while presenting …
In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estima…
In this work, we investigate the performance CutFEM as a high fidelity solver as well as we construct a competent and economical reduced order solver for PDE-constrained optimization problems in parametrized domains that live in a fixed background geometry and mesh. Its effectiveness and reliability will be assessed through its application for the numerical solution of quadratic optimization problems with elliptic equations as constraints, examining an archetypal case. The reduction strategy will be via Proper Orthogonal Decomposition of suitable FE snapshots, using an aggregated state and adj…
Numerical solvers using adaptive meshes can focus computational power on important regions of a model domain capturing important or unresolved physics. The adaptation can be informed by the model state, external information, or made to depend on the model physics. In this latter case, one can think of the mesh configuration {\it as part of the model state}. If observational data is to be assimilated into the model, the question of updating the mesh configuration with the physical values arises. Adaptive meshes present significant challenges when using popular ensemble Data Assimilation (DA) me…
This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter optimization methods. In particular, we present several different adaptive RB approaches that can be used in an error-aware trust-region framework for progressive construction of a surrogate model used during a certified outer optimization loop. In addition, we elaborate on several different enhancements for the trust-region reduced basis (TR-RB) algorithm and…
Columbia University（哥伦比亚大学）；Meta Reality Labs Research（Meta现实实验室）；MIT CSAIL（麻省理工学院计算机科学与人工智能实验室）；University of Toronto（多伦多大学）
The long runtime of high-fidelity partial differential equation (PDE) solvers makes them unsuitable for time-critical applications. We propose to accelerate PDE solvers using reduced-order modeling (ROM). Whereas prior ROM approaches reduce the dimensionality of discretized vector fields, our continuous reduced-order modeling (CROM) approach builds a low-dimensional embedding of the continuous vector fields themselves, not their discretization. We represent this reduced manifold using continuously differentiable neural fields, which may train on any and all available numerical solutions of the…
Learning features from Newton's algorithm: a way to accelerate nonlinear parametrized PDE solvers
Centre Borelli（博雷利中心）；ENS Paris-Saclay（巴黎萨克雷高等师范学校）；Université Paris-Saclay（巴黎萨克雷大学）；CNRS（法国国家科学研究中心）；Michelin（米其林公司）；Centre de Recherche de Ladoux（拉杜研究中心）；BMBI（BMBI中心）；Université de Technologie de Compiègne（贡比涅技术大学）
The context of this paper is the simulation of parameter-dependent partial differential equations (PDEs). When the aim is to solve such PDEs for a large number of parameter values, Reduced Basis Methods (RBM) are often used to reduce computational costs of a classical high fidelity code based on Finite Element Method (FEM), Finite Volume (FVM) or Spectral methods. The efficient implementation of most of these RBM requires to modify this high fidelity code, which cannot be done, for example in an industrial context if the high fidelity code is only accessible as a "black-box" solver. The Non In…
