Abstract:The simulation of many complex phenomena in engineering and science requires solving expensive, high-dimensional systems of partial differential equations (PDEs). To circumvent this, reduced-order models (ROMs) have been developed to speed up computations. However, when governing equations are unknown or partially known, typically ROMs lack interpretability and reliability of the predicted solutions. In this work we present a data-driven, non-intrusive framework for building ROMs where the latent variables and dynamics are identified in an interpretable manner and uncertainty is quantified. Starting from a limited amount of high-dimensional, noisy data the proposed framework constructs an efficient ROM by leveraging variational autoencoders for dimensionality reduction along with a newly introduced, variational version of sparse identification of nonlinear dynamics (SINDy), which we refer to as Variational Identification of Nonlinear Dynamics (VINDy). In detail, the method consists of Variational Encoding of Noisy Inputs (VENI) to identify the distribution of reduced coordinates. Simultaneously, we learn the distribution of the coefficients of a pre-determined set of candidate functions by VINDy. Once trained offline, the identified model can be queried for new parameter instances and new initial conditions to compute the corresponding full-time solutions. The probabilistic setup enables uncertainty quantification as the online testing consists of Variational Inference naturally providing Certainty Intervals (VICI). In this work we showcase the effectiveness of the newly proposed VINDy method in identifying interpretable and accurate dynamical system for the R\"ossler system with different noise intensities and sources. Then the performance of the overall method - named VENI, VINDy, VICI - is tested on PDE benchmarks including structural mechanics and fluid dynamics.
Abstract:High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given system. Multi-fidelity surrogate modeling aims to leverage less accurate, lower-fidelity models that are computationally inexpensive in order to enhance predictive accuracy when high-fidelity data are limited or scarce. However, low-fidelity models, while often displaying important qualitative spatio-temporal features, fail to accurately capture the onset of instability and critical transients observed in the high-fidelity models, making them impractical as surrogate models. To address this shortcoming, we present a new data-driven strategy that combines dimensionality reduction with multi-fidelity neural network surrogates. The key idea is to generate a spatial basis by applying the classical proper orthogonal decomposition (POD) to high-fidelity solution snapshots, and approximate the dynamics of the reduced states - time-parameter-dependent expansion coefficients of the POD basis - using a multi-fidelity long-short term memory (LSTM) network. By mapping low-fidelity reduced states to their high-fidelity counterpart, the proposed reduced-order surrogate model enables the efficient recovery of full solution fields over time and parameter variations in a non-intrusive manner. The generality and robustness of this method is demonstrated by a collection of parametrized, time-dependent PDE problems where the low-fidelity model can be defined by coarser meshes and/or time stepping, as well as by misspecified physical features. Importantly, the onset of instabilities and transients are well captured by this surrogate modeling technique.
Abstract:Highly accurate simulations of complex phenomena governed by partial differential equations (PDEs) typically require intrusive methods and entail expensive computational costs, which might become prohibitive when approximating steady-state solutions of PDEs for multiple combinations of control parameters and initial conditions. Therefore, constructing efficient reduced order models (ROMs) that enable accurate but fast predictions, while retaining the dynamical characteristics of the physical phenomenon as parameters vary, is of paramount importance. In this work, a data-driven, non-intrusive framework which combines ROM construction with reduced dynamics identification, is presented. Starting from a limited amount of full order solutions, the proposed approach leverages autoencoder neural networks with parametric sparse identification of nonlinear dynamics (SINDy) to construct a low-dimensional dynamical model which can be queried to efficiently compute full-time solutions at new parameter instances, as well as directly fed to continuation algorithms. These latter aim at tracking the evolution of periodic steady-state responses as functions of system parameters, avoiding the computation of the transient phase, and allowing to detect instabilities and bifurcations. Featuring an explicit and parametrized modeling of the reduced dynamics, the proposed data-driven framework presents remarkable capabilities to generalize both with respect to time and parameters. Applications to structural mechanics and fluid dynamics problems illustrate the effectiveness and accuracy of the method.
Abstract:When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering computations, it is often the case that acceptable computational budgets limit the availability of high-fidelity, accurate simulation data. Multi-fidelity surrogate modeling has emerged as an effective strategy to overcome this difficulty. Its key idea is to leverage many low-fidelity simulation data, less accurate but much faster to compute, to improve the approximations with limited high-fidelity data. In this work, we introduce a novel data-driven framework of multi-fidelity surrogate modeling for parametrized, time-dependent problems using long short-term memory (LSTM) networks, to enhance output predictions both for unseen parameter values and forward in time simultaneously - a task known to be particularly challenging for data-driven models. We demonstrate the wide applicability of the proposed approaches in a variety of engineering problems with high- and low-fidelity data generated through fine versus coarse meshes, small versus large time steps, or finite element full-order versus deep learning reduced-order models. Numerical results show that the proposed multi-fidelity LSTM networks not only improve single-fidelity regression significantly, but also outperform the multi-fidelity models based on feed-forward neural networks.
Abstract:Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide satisfactory model results. Multi-fidelity methods deal with such problems by incorporating information from other sources, which are ideally well-correlated with the high-fidelity data, but can be obtained at a lower cost. By leveraging correlations between different data sets, multi-fidelity methods often yield superior generalization when compared to models based solely on a small amount of high-fidelity data. In this work, we present the use of artificial neural networks applied to multi-fidelity regression problems. By elaborating a few existing approaches, we propose new neural network architectures for multi-fidelity regression. The introduced models are compared against a traditional multi-fidelity scheme, co-kriging. A collection of artificial benchmarks are presented to measure the performance of the analyzed models. The results show that cross-validation in combination with Bayesian optimization consistently leads to neural network models that outperform the co-kriging scheme. Additionally, we show an application of multi-fidelity regression to an engineering problem. The propagation of a pressure wave into an acoustic horn with parametrized shape and frequency is considered, and the index of reflection intensity is approximated using the multi-fidelity models. A finite element model and a reduced basis model are adopted as the high- and low-fidelity, respectively. It is shown that the multi-fidelity neural network returns outputs that achieve a comparable accuracy to those from the expensive, full-order model, using only very few full-order evaluations combined with a larger amount of inaccurate but cheap evaluations of a reduced order model.