Efficient Optimization of Plasma Radiation Detector Configurations using Imperfect Inference Models

The scope of this paper is to apply a model-correction-based strategy for efficient reliability analysis of uncertain dynamical systems based on a low-fidelity (LF) model whose outcomes are corrected in a probabilistic sense to represent the more realistic outcomes of a high-fidelity (HF) model. In the model-correction approach utilized, the LF model is calibrated to the HF model close to the so-called most probable point in standard normal space, which allows a more realistic assessment of the considered complex dynamical system. Since only few expensive limit state function evaluations of the HF model are required, an efficient reliability analysis is enabled. In an application example, the LF model describes an existing single-span railway bridge modelled as simply supported Euler–Bernoulli beam subjected to moving single forces representing the axle loads of a moving train. The HF modelling approach accounts for the bridge–train interaction by modelling the passing train as mass-spring-damper system, however increasing the computational effort of the limit state function evaluations. Failure probabilities evaluated with the model-correction approach are contrasted and discussed with failure probabilities of the sophisticated bridge–train interaction model evaluated with the first-order reliability method (FORM). It is demonstrated that the efficiency of the method depends on the correlation between the LF and the HF model. A comparison of the results of FORM and the model-correction-based approach shows that the latter provides reliable failure probability prediction of the HF model while leading to a significant reduction in computational effort.

• Differentiable multi-fidelity inference: BMFIA enables gradient-based Bayesian inference for high-dimensional, non-differentiable multi-physics problems using low-fidelity model gradients. • Efficiency with minimal HF data: Accurate posterior estimates are achieved from only 100–300 HF–LF simulations with orders-of-magnitude speed-ups over HF-only inference. • Accuracy despite crude LF models: Robust posterior reconstruction is maintained even with weakly correlated or simplified low-fidelity models. High-dimensional Bayesian inverse analysis ( dim ≫ 100 ) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if the multi-physics models are provided by complex legacy codes. Adjoint-based derivatives are either exceedingly cumbersome to derive or nonexistent for practically relevant large-scale nonlinear and coupled multi-physics problems. Similarly, holistic automated differentiation w. r. t. primary variables of multi-physics codes is usually not yet an option and requires extensive code restructuring if not considered from the outset in the software design. This absence of differentiability further exacerbates the already present computational challenges. To overcome the existing limitations, we propose a novel inference approach called Bayesian multi-fidelity inverse analysis (BMFIA) , which leverages simpler and computationally cheaper lower-fidelity (LF) models that are designed to provide model derivatives. BMFIA learns a simple, probabilistic dependence of the LF and HF models, which is then employed in an altered likelihood formulation to statistically correct the inaccurate LF response. From a Bayesian viewpoint, this dependence represents a multi-fidelity (MF) conditional density (discriminative model). We demonstrate how this MF conditional density can be learned robustly in the small data regime from only a few HF and LF simulations (50 to 300), which would not be sufficient for naive surrogate approaches. The formulation is fully differentiable and allows the flexible design of a wide range of LF models. We demonstrate that BMFIA solves Bayesian inverse problems for scenarios that used to be prohibitive, such as finely-resolved and hence high-dimensional spatial reconstruction problems in two-dimensional Euclidean domains with static posteriors, given nonlinear and transient coupled poro-elastic media physics. We show that the resulting static MF posteriors are in excellent agreement with the (usually inaccessible) HF posteriors or ground-truth data and note that extending the framework to arbitrary three-dimensional domains is a natural and important direction for future work.

What is Transferred and How Much is Retained? A Simulation Study of Complex Surgical Skills

History matching is a critical step within the reservoir management process to synchronize the simulation model with the production data. The history-matched model can be used for planning optimum field development and performing optimization and uncertainty quantifications. We present a novel history matching workflow based on a Bayesian framework that accommodates subsurface uncertainties. Our workflow involves three different model resolutions within the Bayesian framework: 1) a coarse low-fidelity model to update the prior range, 2) a fine low-fidelity model to represent the high-fidelity model, and 3) a high-fidelity model to re-construct the real response. The low-fidelity model is constructed by a multivariate polynomial function, while the high-fidelity model is based on the reservoir simulation model. We firstly develop a coarse low-fidelity model using a two-level Design of Experiment (DoE), which aims to provide a better prior. We secondly use Latin Hypercube Sampling (LHS) to construct the fine low-fidelity model to be deployed in the Bayesian runs, where we use the Metropolis-Hastings algorithm. Finally, the posterior is fed into the high-fidelity model to evaluate the matching quality. This work demonstrates the importance of including uncertainties in history matching. Bayesian provides a robust framework to allow uncertainty quantification within the reservoir history matching. Under uniform prior, the convergence of the Bayesian is very sensitive to the parameter ranges. When the solution is far from the mean of the parameter ranges, the Bayesian introduces bios and deviates from the observed data. Our results show that updating the prior from the coarse low-fidelity model accelerates the Bayesian convergence and improves the matching convergence. Bayesian requires a huge number of runs to produce an accurate posterior. Running the high-fidelity model multiple times is expensive. Our workflow tackles this problem by deploying a fine low-fidelity model to represent the high-fidelity model in the main runs. This fine low-fidelity model is fast to run, while it honors the physics and accuracy of the high-fidelity model. We also use ANOVA sensitivity analysis to measure the importance of each parameter. The ranking gives awareness to the significant ones that may contribute to the matching accuracy. We demonstrate our workflow for a geothermal reservoir with static and operational uncertainties. Our workflow produces accurate matching of thermal recovery factor and produced-enthalpy rate with physically-consistent posteriors. We present a novel workflow to account for uncertainty in reservoir history matching involving multi-resolution interaction. The proposed method is generic and can be readily applied within existing history-matching workflows in reservoir simulation.

The interaction of trailing vortices with lifting surfaces is investigated using two levels of modeling fidelity. An overset mesh-based Reynolds-averaged Navier–Stokes solver is considered as the high-fidelity computational model. A lower-fidelity model is developed by combining a vortex panel method with a propeller aerodynamic model and slipstream theory. The high-fidelity model is first validated against available experimental data obtained from the interaction of a trailing vortex generated by an upstream wing with a downstream wing. The ability of both models to represent the development of the vortex wake and integrated loads is assessed for a number of parametric configurations, including a case in which the vortex core directly impinges on the wing surface. Following this, isolated propeller and wing-mounted propeller configurations are studied. In all of these cases, the high-fidelity model is effective in predicting the details of the flow and integrated airloads. The low-fidelity model, although less accurate, is shown to accurately predict interactional air loads and performance at orders of magnitude less cost than the high-fidelity model, justifying its role as a viable tool in design and trajectory-planning applications.

In this work, a method for the application of multi-fidelity modeling to the reliability analysis of 2D elastostatic structures using the boundary element method (BEM) is proposed. Reliability analyses were carried out on a rectangular plate with a center circular hole subjected to uniaxial tension using Monte Carlo simulations (MCS), the first-order reliability method (FORM), and the second-order reliability method (SORM). Two BEM models were investigated, a low-fidelity model (LFM) of 20 elements and a high-fidelity model (HFM) of 100 elements. The response of these models at several design points was used to create multi-fidelity models (MFMs) utilizing second-order polynomial response surfaces and their reliability, alongside that of the LFM and the HFM, was evaluated. Results show that the MFMs that directly called the LFM were significantly superior in terms of accuracy to the LFM, achieving very similar levels of accuracy to the HFM, while also being of similar computational cost to the LFM. These direct MFMs were found to provide good substitutes for the HFM for MCS, FORM, and SORM.

The objective of this paper is to efficiently perform the reliability assessment of shell and tube heat exchangers. Although inexpensive empirical/analytical heat exchanger models exist and could be used for brute force Monte-Carlo simulations (MCS) based reliability analysis, they typically do not characterize the shell side flow accurately. Hence, higher fidelity models are often needed for predicting the shell and tube heat exchanger performance with a desired level of accuracy. These higher fidelity models are generally associated with higher computational costs, making them impractical for MCS-based reliability analysis. To circumvent this problem, a multi-fidelity technique leveraging the lower and higher fidelity models is proposed to locally construct the failure boundaries using support vector machines (SVM). For this purpose, an adaptive sampling scheme, which explores the regions of inconsistency between failure boundaries from lower and higher fidelity models, is developed.

Multidisciplinary design optimization has great potential to support the turbomachinery development process by improving designs at reduced time and cost. As part of the industrial compressor design process, we seek for a rotor blade geometry that minimizes stresses without impairing the aerodynamic performance. However, the presence of structural mechanics, aerodynamics, and their interdisciplinary coupling poses challenges concerning computational effort and organizational integration. In order to reduce both computation times and the required exchange between disciplinary design teams, we propose an inter- instead of multidisciplinary design optimization approach tailored to the studied optimization problem. This involves a distinction between main and side discipline. The main discipline, structural mechanics, is computed by accurate high-fidelity finite element models. The side discipline, aerodynamics, is represented by efficient low-fidelity models, using Kriging and proper-orthogonal decomposition to approximate constraints and the gas load field as coupling variable. The proposed approach is shown to yield a valid blade design with reasonable computational effort for training the aerodynamic low-fidelity models and significantly reduced optimization times compared to a high-fidelity multidisciplinary design optimization. Especially for expensive side disciplines like aerodynamics, the multi-fidelity interdisciplinary design optimization has the potential to consider the effects of all involved disciplines at little additional cost and organizational complexity, while keeping the focus on the main discipline.

Computational fluid dynamics (CFD) simulations are a fundamental tool in aerodynamic design. Unfortunately, accurate, high-fidelity CFD models may be computationally too expensive to conduct the design using numerical optimization procedures. Recently, variable-fidelity optimization algorithms have attracted attention for their ability to reduce high CPU-cost related to the design process solely based on accurate CFD models. Low-fidelity simulation models are the most critical components of such algorithms. They normally employ the same CFD solver as the high-fidelity model but with reduced discretization density and reduced number of flow solver iterations. Typically, the selection of the appropriate model parameters has only been guided by the designer experience. In this chapter, an automated low-fidelity model selection technique is described. By defining the model setup task as a constrained nonlinear optimization problem, suitable grid and flow solver parameters are obtained. The approach is compared to two conventional methods of generating a family of variable-fidelity models. Comparison of the standard and the proposed approach is carried out in the context of aerodynamic design of transonic airfoils using a multi-level optimization algorithm. The results obtained for several test cases indicate that the automated model generation may lead to significant computational savings of the CFD-based airfoil design process. Illustration of the entire optimization cycle involving automated low-fidelity model preparation and B-spline-parameterized airfoil design using space mapping algorithm is also provided.

A random forest with multi-fidelity Gaussian process leaves for modeling multi-fidelity data with heterogeneity

A novel dynamic wind farm wake model based on deep learning

An efficient coupling reduction model-based evolutionary topology optimization method

In this work we investigate the performance of various lower-fidelity models of seawater intrusion in coastal aquifer management problems. The variable density model is considered as the high-fidelity model and a pumping optimization framework is applied on a hypothetical coastal aquifer system in order to calculate the optimal pumping rates which are used as a benchmark for the lower-fidelity approaches. The examined lower-fidelity models could be classified in two categories: (1) physics-based models, which include several widely used variations of the sharp-interface approximation and (2) machine learning assisted models, which aim to improve the efficiency of the SI approach. The Random Forest method was utilized to create a spatially adaptive correction factor for the original sharp-interface model, which improves its accuracy without compromising its efficiency as a lower-fidelity model. Both the original sharp-interface and Machine Learning assisted model are then tested in a single-fidelity optimization method. The optimal pumping rated which were calculated using the Machine Learning based SI model sufficiently approximate the solution from the variable density model. The Machine Learning assisted approximation seems to be a promising surrogate for the high-fidelity, variable density model and could be utilized in multi-fidelity groundwater management frameworks.

The travel time distribution (TTD) is a lumped representation of groundwater discharge and solute export responding to rainfall. It reflects the mixing process of water parcels and solute particles of different ages and characterizes reactive transport progress in hillslope aquifers. As a result of the mixing process, groundwater leaving the system at a certain time is an integration of multiple water parcels of different ages from different historical rainfall events. Under nonstationary rainfall input condition, the TTD varies with transit groundwater flow, leading to the time-variant TTD. Most methods for estimating time-variant TTD are constrained by requiring either the long-term continuous hydrogeochemical data or the intensive computations. This study introduces a multi-fidelity model to overcome these limitations and evaluate time-variant TTD numerically. In this multi-fidelity model, groundwater age distribution model is taken as the high-fidelity model, and particle tracking model without random walk is taken as the low-fidelity model. Non-parametric regression by non-linear Gaussian process is applied to correlate the two models and then build up the multi-fidelity model. The advantage of the multi-fidelity model is that it combines the accuracy of high-fidelity model and the computational efficiency of low-fidelity model. Moreover, in groundwater and solute transport model with low P\'eclet number, as the spatial scale of the model increases, the number of particles required for multi-fidelity model is reduced significantly compared to random walk particle tracking model. The correlation between high and low-fidelity models is demonstrated in a one dimensional pulse injection case. In a two dimensional hypothetical model, convergence analysis indicates that the multi-fidelity model converges well when increasing the number of high-fidelity models. Error analysis also confirms the good performance of the multi-fidelity model.

Design is a sequential decision process that increases the detail of modeling and analysis while simultaneously decreasing the space of alternatives considered. In a decision theoretic framework, low-fidelity models help decision-makers identify regions of interest in the tradespace and cull others prior to constructing more computationally expensive models of higher fidelity. The method presented herein demonstrates design as a sequence of finite decision epochs through a search space defined by the extent of the set of designs under consideration, and the level of analytic fidelity subjected to each design. Previous work has shown that multi-fidelity modeling can aid in rapid optimization of the design space when high-fidelity models are coupled with low-fidelity models. This paper offers two contributions to the design community: (1) a model of design as a sequential decision process of refinement using progressively more accurate and expensive models, and (2) a connected approach for how conceptual models couple with detailed models. Formal definitions of the process are provided, and a simple one-dimensional example is presented to demonstrate the use of sequential multi-fidelity modeling in determining an optimal modeling selection policy.