Sebastian Kaltenbach, Paris Perdikaris, Phaedon-Stelios Koutsourelakis
Neural Operators offer a powerful, data-driven tool for solving parametric PDEs as they can represent maps between infinite-dimensional function spaces. In this work, we employ physics-informed Neural Operators in the context of high-dimensional, Bayesian inverse problems. Traditional solution strategies necessitate an enormous, and frequently infeasible, number of forward model solves, as well as the computation of parametric derivatives. In order to enable efficient solutions, we extend Deep Operator Networks (DeepONets) by employing a RealNVP architecture which yields an invertible and differentiable map between the parametric input and the branch-net output. This allows us to construct accurate approximations of the full posterior, irrespective of the number of observations and the magnitude of the observation noise, without any need for additional forward solves nor for cumbersome, iterative sampling procedures. We demonstrate the efficacy and accuracy of the proposed methodology in the context of inverse problems for three benchmarks: an anti-derivative equation, reaction-diffusion dynamics and flow through porous media.
Sebastian Kaltenbach, Phaedon-Stelios Koutsourelakis, Petros Koumoutsakos
Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction crucial. We propose such a data-driven scheme that automates the identification of the time-scales involved and can produce stable predictions forward in time as well as under different initial conditions not included in the training data. To this end, we combine a non-linear autoencoder architecture with a time-continuous model for the latent dynamics in the complex space. It readily allows for the inclusion of sparse and irregularly sampled training data. The learned, latent dynamics are interpretable and reveal the different temporal scales involved. We show that this data-driven scheme can automatically learn the independent processes that decompose a system of linear ODEs along the eigenvectors of the system's matrix. Apart from this, we demonstrate the applicability of the proposed framework in a hidden Markov Model and the (discretized) Kuramoto-Shivashinsky (KS) equation. Additionally, we propose a probabilistic version, which captures predictive uncertainties and further improves upon the results of the deterministic framework.
Atul Agrawal, Kislaya Ravi, Phaedon-Stelios Koutsourelakis et al.
Constrained optimization of the parameters of a simulator plays a crucial role in a design process. These problems become challenging when the simulator is stochastic, computationally expensive, and the parameter space is high-dimensional. One can efficiently perform optimization only by utilizing the gradient with respect to the parameters, but these gradients are unavailable in many legacy, black-box codes. We introduce the algorithm Scout-Nd (Stochastic Constrained Optimization for N dimensions) to tackle the issues mentioned earlier by efficiently estimating the gradient, reducing the noise of the gradient estimator, and applying multi-fidelity schemes to further reduce computational effort. We validate our approach on standard benchmarks, demonstrating its effectiveness in optimizing parameters highlighting better performance compared to existing methods.
We propose a data-driven, closure model for Reynolds-averaged Navier-Stokes (RANS) simulations that incorporates aleatoric, model uncertainty. The proposed closure consists of two parts. A parametric one, which utilizes previously proposed, neural-network-based tensor basis functions dependent on the rate of strain and rotation tensor invariants. This is complemented by latent, random variables which account for aleatoric model errors. A fully Bayesian formulation is proposed, combined with a sparsity-inducing prior in order to identify regions in the problem domain where the parametric closure is insufficient and where stochastic corrections to the Reynolds stress tensor are needed. Training is performed using sparse, indirect data, such as mean velocities and pressures, in contrast to the majority of alternatives that require direct Reynolds stress data. For inference and learning, a Stochastic Variational Inference scheme is employed, which is based on Monte Carlo estimates of the pertinent objective in conjunction with the reparametrization trick. This necessitates derivatives of the output of the RANS solver, for which we developed an adjoint-based formulation. In this manner, the parametric sensitivities from the differentiable solver can be combined with the built-in, automatic differentiation capability of the neural network library in order to enable an end-to-end differentiable framework. We demonstrate the capability of the proposed model to produce accurate, probabilistic, predictive estimates for all flow quantities, even in regions where model errors are present, on a separated flow in the backward-facing step benchmark problem.
Vincent C. Scholz, Yaohua Zang, Phaedon-Stelios Koutsourelakis
In this paper, we introduce a novel, data-driven approach for solving high-dimensional Bayesian inverse problems based on partial differential equations (PDEs), called Weak Neural Variational Inference (WNVI). The method complements real measurements with virtual observations derived from the physical model. In particular, weighted residuals are employed as probes to the governing PDE in order to formulate and solve a Bayesian inverse problem without ever formulating nor solving a forward model. The formulation treats the state variables of the physical model as latent variables, inferred using Stochastic Variational Inference (SVI), along with the usual unknowns. The approximate posterior employed uses neural networks to approximate the inverse mapping from state variables to the unknowns. We illustrate the proposed method in a biomedical setting where we infer spatially varying material properties from noisy tissue deformation data. We demonstrate that WNVI is not only as accurate and more efficient than traditional methods that rely on repeatedly solving the (non)linear forward problem as a black-box, but it can also handle ill-posed forward problems (e.g., with insufficient boundary conditions).
This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of inexpensive, approximate computational models in a rigorous manner. Such models can readily be derived by coarsening the discretization size in the solution of the governing PDEs, increasing the time step when integration of ODEs is performed, using fewer iterations if a non-linear solver is employed or making use of lower order models. It is shown that even in cases where the inexact models provide very poor approximations of the exact response, statistics of the latter can be quantified accurately with significant reductions in the computational effort. Multiple approximate models can be used and rigorous confidence bounds of the estimates produced are provided at all stages.
Solving parametric partial differential equations (PDEs) and associated PDE-based, inverse problems is a central task in engineering and physics, yet existing neural operator methods struggle with high-dimensional, discontinuous inputs and require large amounts of {\em labeled} training data. We propose the Deep Generative Neural Operator (DGenNO), a physics-aware framework that addresses these challenges by leveraging a deep, generative, probabilistic model in combination with a set of lower-dimensional, latent variables that simultaneously encode PDE-inputs and PDE-outputs. This formulation can make use of unlabeled data and significantly improves inverse problem-solving, particularly for discontinuous or discrete-valued input functions. DGenNO enforces physics constraints without labeled data by incorporating as virtual observables, weak-form residuals based on compactly supported radial basis functions (CSRBFs). These relax regularity constraints and eliminate higher-order derivatives from the objective function. We also introduce MultiONet, a novel neural operator architecture, which is a more expressive generalization of the popular DeepONet that significantly enhances the approximating power of the proposed model. These innovations make DGenNO particularly effective for challenging forward and inverse, PDE-based problems, such as those involving multi-phase media. Numerical experiments demonstrate that DGenNO achieves higher accuracy across multiple benchmarks while exhibiting robustness to noise and strong generalization to out-of-distribution cases. Its adaptability, and the ability to handle sparse, noisy data while providing probabilistic estimates, make DGenNO a powerful tool for scientific and engineering applications.
Coarse-grained (CG) models provide an effective route to reducing the complexity of molecular simulations (MD), but conventional approaches depend heavily on long all-atom MD trajectories to adequately sample configurational space. This data dependence limits accuracy and generalizability, as unvisited configurations remain excluded from the resulting CG models. We introduce a fully data-free, generative framework for CG that directly targets the all-atom Boltzmann distribution. The model defines a structured latent space comprising slow collective variables, associated with multimodal marginal densities capturing metastable states, and fast variables, represented through simple, unimodal conditional distributions. A learnable, bijective map from latent space to atomistic coordinates enables the automatic and accurate reconstruction of molecular structures. Training relies solely on the interatomic potential and minimizes the reverse Kullback-Leibler (KL) divergence via an energy-based objective. To stabilize optimization and ensure mode coverage, we employ an adaptive tempering scheme that promotes the exploration of diverse configurations. Once trained, the model can generate independent, one-shot equilibrium samples at full atomic resolution. Validation on two synthetic systems, a double-well potential and a Gaussian mixture model, as well as on the benchmark alanine dipeptide, demonstrates that the method captures all relevant modes of the Boltzmann distribution, reconstructs atomic configurations, and automatically learns physically meaningful CG representations. These results suggest a promising, data-free alternative to traditional CG techniques, offering both a principled approach to addressing the long-standing "chicken-and-egg" challenge in coarse-graining and an effective solution to the back-mapping problem by enabling accurate reconstruction of all-atom configurations.
We present a novel extension of the Weak Neural Variational Inference (WNVI) framework for probabilistic material property estimation that explicitly quantifies model errors in PDE-based inverse problems. Traditional approaches assume the correctness of all governing equations, including potentially unreliable constitutive laws, which can lead to biased estimates and misinterpretations. Our proposed framework addresses this limitation by distinguishing between reliable governing equations, such as conservation laws, and uncertain constitutive relationships. By treating all state variables as latent random variables, we enforce these equations through separate sets of residuals, leveraging a virtual likelihood approach with weighted residuals. This formulation not only identifies regions where constitutive laws break down but also improves robustness against model uncertainties without relying on a fully trustworthy forward model. We demonstrate the effectiveness of our approach in the context of elastography, showing that it provides a structured, interpretable, and computationally efficient alternative to traditional model error correction techniques. Our findings suggest that the proposed framework enhances the accuracy and reliability of material property estimation by offering a principled way to incorporate uncertainty in constitutive modeling.
Jonas Eichelsdörfer, Sebastian Kaltenbach, Phaedon-Stelios Koutsourelakis
Identifying the dynamics of physical systems requires a machine learning model that can assimilate observational data, but also incorporate the laws of physics. Neural Networks based on physical principles such as the Hamiltonian or Lagrangian NNs have recently shown promising results in generating extrapolative predictions and accurately representing the system's dynamics. We show that by additionally considering the actual energy level as a regularization term during training and thus using physical information as inductive bias, the results can be further improved. Especially in the case where only small amounts of data are available, these improvements can significantly enhance the predictive capability. We apply the proposed regularization term to a Hamiltonian Neural Network (HNN) and Constrained Hamiltonian Neural Network (CHHN) for a single and double pendulum, generate predictions under unseen initial conditions and report significant gains in predictive accuracy.
While the forward and backward modeling of the process-structure-property chain has received a lot of attention from the materials community, fewer efforts have taken into consideration uncertainties. Those arise from a multitude of sources and their quantification and integration in the inversion process are essential in meeting the materials design objectives. The first contribution of this paper is a flexible, fully probabilistic formulation of such optimization problems that accounts for the uncertainty in the process-structure and structure-property linkages and enables the identification of optimal, high-dimensional, process parameters. We employ a probabilistic, data-driven surrogate for the structure-property link which expedites computations and enables handling of non-differential objectives. We couple this with a novel active learning strategy, i.e. a self-supervised collection of data, which significantly improves accuracy while requiring small amounts of training data. We demonstrate its efficacy in optimizing the mechanical and thermal properties of two-phase, random media but envision its applicability encompasses a wide variety of microstructure-sensitive design problems.
Sebastian Kaltenbach, Phaedon-Stelios Koutsourelakis
The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a probabilistic perspective that simultaneously identifies predictive, lower-dimensional coarse-grained (CG) variables as well as their dynamics. We make use of the expressive ability of deep neural networks in order to represent the right-hand side of the CG evolution law. Furthermore, we demonstrate how domain knowledge that is very often available in the form of physical constraints (e.g. conservation laws) can be incorporated with the novel concept of virtual observables. Such constraints, apart from leading to physically realistic predictions, can significantly reduce the requisite amount of training data which enables reducing the amount of required, computationally expensive multiscale simulations (Small Data regime). The proposed state-space model is trained using probabilistic inference tools and, in contrast to several other techniques, does not require the prescription of a fine-to-coarse (restriction) projection nor time-derivatives of the state variables. The formulation adopted is capable of quantifying the predictive uncertainty as well as of reconstructing the evolution of the full, fine-scale system which allows to select the quantities of interest a posteriori. We demonstrate the efficacy of the proposed framework in a high-dimensional system of moving particles.
Sebastian Kaltenbach, Phaedon-Stelios Koutsourelakis
Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive of the fine-grained system's long-term evolution but also of its behavior under different initial conditions. We target fine-grained models as they arise in physical applications (e.g. molecular dynamics, agent-based models), the dynamics of which are strongly non-stationary but their transition to equilibrium is governed by unknown slow processes which are largely inaccessible by brute-force simulations. Approaches based on domain knowledge heavily rely on physical insight in identifying temporally slow features and fail to enforce the long-term stability of the learned dynamics. On the other hand, purely statistical frameworks lack interpretability and rely on large amounts of expensive simulation data (long and multiple trajectories) as they cannot infuse domain knowledge. The generative framework proposed achieves the aforementioned desiderata by employing a flexible prior on the complex plane for the latent, slow processes, and an intermediate layer of physics-motivated latent variables that reduces reliance on data and imbues inductive bias. In contrast to existing schemes, it does not require the a priori definition of projection operators from the fine-grained description and addresses simultaneously the tasks of dimensionality reduction and model estimation. We demonstrate its efficacy and accuracy in multiscale physical systems of particle dynamics where probabilistic, long-term predictions of phenomena not contained in the training data are produced.
The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent efforts have taken advantage of the enabling technologies from the field of machine learning (e.g. deep neural networks) in combination with simulation data. While such strategies have shown promise even in higher-dimensional problems, they generally require large amounts of training data even though the construction of surrogates is by definition a Small Data problem. Rather than employing data-based loss functions, it has been proposed to make use of the governing equations (in the simplest case at collocation points) in order to imbue domain knowledge in the training of the otherwise black-box-like interpolators. The present paper provides a flexible, probabilistic framework that accounts for physical structure and information both in the training objectives as well as in the surrogate model itself. We advocate a probabilistic (Bayesian) model in which equalities that are available from the physics (e.g. residuals, conservation laws) can be introduced as virtual observables and can provide additional information through the likelihood. We further advocate a generative model i.e. one that attempts to learn the joint density of inputs and outputs that is capable of making use of unlabeled data (i.e. only inputs) in a semi-supervised fashion in order to promote the discovery of lower-dimensional embeddings which are nevertheless predictive of the fine-grained model's output.
Markus Schöberl, Nicholas Zabaras, Phaedon-Stelios Koutsourelakis
We present a novel learning framework that consistently embeds underlying physics while bypassing a significant drawback of most modern, data-driven coarse-grained approaches in the context of molecular dynamics (MD), i.e., the availability of big data. The generation of a sufficiently large training dataset poses a computationally demanding task, while complete coverage of the atomistic configuration space is not guaranteed. As a result, the explorative capabilities of data-driven coarse-grained models are limited and may yield biased "predictive" tools. We propose a novel objective based on reverse Kullback-Leibler divergence that fully incorporates the available physics in the form of the atomistic force field. Rather than separating model learning from the data-generation procedure - the latter relies on simulating atomistic motions governed by force fields - we query the atomistic force field at sample configurations proposed by the predictive coarse-grained model. Thus, learning relies on the evaluation of the force field but does not require any MD simulation. The resulting generative coarse-grained model serves as an efficient surrogate model for predicting atomistic configurations and estimating relevant observables. Beyond obtaining a predictive coarse-grained model, we demonstrate that in the discovered lower-dimensional representation, the collective variables (CVs) are related to physicochemical properties, which are essential for gaining understanding of unexplored complex systems. We demonstrate the algorithmic advances in terms of predictive ability and the physical meaning of the revealed CVs for a bimodal potential energy function and the alanine dipeptide.
Sebastian Kaltenbach, Phaedon-Stelios Koutsourelakis
Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a data-based, probablistic perspective that enables the quantification of predictive uncertainties. One of the outstanding problems has been the introduction of physical constraints in the probabilistic machine learning objectives. The primary utility of such constraints stems from the undisputed physical laws such as conservation of mass, energy etc. that they represent. Furthermore and apart from leading to physically realistic predictions, they can significantly reduce the requisite amount of training data which for high-dimensional, multiscale systems are expensive to obtain (Small Data regime). We formulate the coarse-graining process by employing a probabilistic state-space model and account for the aforementioned equality constraints as virtual observables in the associated densities. We demonstrate how probabilistic inference tools can be employed to identify the coarse-grained variables in combination with deep neural nets and their evolution model without ever needing to define a fine-to-coarse (restriction) projection and without needing time-derivatives of state variables. Furthermore, it is capable of reconstructing the evolution of the full, fine-scale system and therefore the observables of interest need not be selected a priori. We demonstrate the efficacy of the proposed framework by applying it to systems of interacting particles and an image-series of a nonlinear pendulum.
The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods are severely inhibited by the high-dimension of the parametric input and the limited number of training input/output pairs that can be generated when computationally demanding forward models are considered. Such cases are frequently encountered in the modeling of random heterogeneous media where the scale of the microstructure necessitates the use of high-dimensional random vectors and very fine discretizations of the governing equations. The present paper proposes a probabilistic Machine Learning framework that is capable of operating in the presence of Small Data by exploiting aspects of the physical structure of the problem as well as contextual knowledge. As a result, it can perform comparably well under extrapolative conditions. It unifies the tasks of dimensionality and model-order reduction through an encoder-decoder scheme that simultaneously identifies a sparse set of salient lower-dimensional microstructural features and calibrates an inexpensive, coarse-grained model which is predictive of the output. Information loss is accounted for and quantified in the form of probabilistic predictive estimates. The learning engine is based on Stochastic Variational Inference. We demonstrate how the variational objectives can be used not only to train the coarse-grained model, but also to suggest refinements that lead to improved predictions.
Yinhao Zhu, Nicholas Zabaras, Phaedon-Stelios Koutsourelakis et al.
Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a small data problem which poses challenges to deep learning approaches that have been developed to operate in the big data regime. Even in cases where such models have been shown to have good predictive capability in high dimensions, they fail to address constraints in the data implied by the PDE model. This paper provides a methodology that incorporates the governing equations of the physical model in the loss/likelihood functions. The resulting physics-constrained, deep learning models are trained without any labeled data (e.g. employing only input data) and provide comparable predictive responses with data-driven models while obeying the constraints of the problem at hand. This work employs a convolutional encoder-decoder neural network approach as well as a conditional flow-based generative model for the solution of PDEs, surrogate model construction, and uncertainty quantification tasks. The methodology is posed as a minimization problem of the reverse Kullback-Leibler (KL) divergence between the model predictive density and the reference conditional density, where the later is defined as the Boltzmann-Gibbs distribution at a given inverse temperature with the underlying potential relating to the PDE system of interest. The generalization capability of these models to out-of-distribution input is considered. Quantification and interpretation of the predictive uncertainty is provided for a number of problems.
Markus Schöberl, Nicholas Zabaras, Phaedon-Stelios Koutsourelakis
Extending spatio-temporal scale limitations of models for complex atomistic systems considered in biochemistry and materials science necessitates the development of enhanced sampling methods. The potential acceleration in exploring the configurational space by enhanced sampling methods depends on the choice of collective variables (CVs). In this work, we formulate the discovery of CVs as a Bayesian inference problem and consider the CVs as hidden generators of the full-atomistic trajectory. The ability to generate samples of the fine-scale atomistic configurations using limited training data allows us to compute estimates of observables as well as our probabilistic confidence on them. The methodology is based on emerging methodological advances in machine learning and variational inference. The discovered CVs are related to physicochemical properties which are essential for understanding mechanisms especially in unexplored complex systems. We provide a quantitative assessment of the CVs in terms of their predictive ability for alanine dipeptide (ALA-2) and ALA-15 peptide.
Direct numerical simulation of Stokes flow through an impermeable, rigid body matrix by finite elements requires meshes fine enough to resolve the pore-size scale and is thus a computationally expensive task. The cost is significantly amplified when randomness in the pore microstructure is present and therefore multiple simulations need to be carried out. It is well known that in the limit of scale-separation, Stokes flow can be accurately approximated by Darcy's law with an effective diffusivity field depending on viscosity and the pore-matrix topology. We propose a fully probabilistic, Darcy-type, reduced-order model which, based on only a few tens of full-order Stokes model runs, is capable of learning a map from the fine-scale topology to the effective diffusivity and is maximally predictive of the fine-scale response. The reduced-order model learned can significantly accelerate uncertainty quantification tasks as well as provide quantitative confidence metrics of the predictive estimates produced.
The present paper is motivated by one of the most fundamental challenges in inverse problems, that of quantifying model discrepancies and errors. While significant strides have been made in calibrating model parameters, the overwhelming majority of pertinent methods is based on the assumption of a perfect model. Motivated by problems in solid mechanics which, as all problems in continuum thermodynamics, are described by conservation laws and phenomenological constitutive closures, we argue that in order to quantify model uncertainty in a physically meaningful manner, one should break open the black-box forward model. In particular we propose formulating an undirected probabilistic model that explicitly accounts for the governing equations and their validity. This recasts the solution of both forward and inverse problems as probabilistic inference tasks where the problem's state variables should not only be compatible with the data but also with the governing equations as well. Even though the probability densities involved do not contain any black-box terms, they live in much higher-dimensional spaces. In combination with the intractability of the normalization constant of the undirected model employed, this poses significant challenges which we propose to address with a linearly-scaling, double-layer of Stochastic Variational Inference. We demonstrate the capabilities and efficacy of the proposed model in synthetic forward and inverse problems (with and without model error) in elastography.
The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation data. In particular, we cast the coarse-graining process under a probabilistic state-space model where the transition law dic- tates the evolution of the CG state variables and the emission law the coarse-to-fine map. The directed probabilistic graphical model implied, suggests that given values for the fine- grained (FG) variables, probabilistic inference tools must be employed to identify the cor- responding values for the CG states and to that end, we employ Stochastic Variational In- ference. We advocate a sparse Bayesian learning perspective which avoids overfitting and reveals the most salient features in the CG evolution law. The formulation adopted enables the quantification of a crucial, and often neglected, component in the CG process, i.e. the pre- dictive uncertainty due to information loss. Furthermore, it is capable of reconstructing the evolution of the full, fine-scale system. We demonstrate the efficacy of the proposed frame- work in high-dimensional systems of random walkers.
Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even a few tens of full-order model runs are impracticable. While dimensionality reduction can alleviate some of these issues, it is not known which and how many features of the (high-dimensional) input are actually predictive of the (high-dimensional) output. In this paper, we advocate a Bayesian formulation that is capable of performing simultaneous dimension and model-order reduction. It consists of a component that encodes the high-dimensional input into a low-dimensional set of feature functions by employing sparsity-enforcing priors and a decoding component that makes use of the solution of a coarse-grained model in order to reconstruct that of the full-order model. Both components are represented with latent variables in a probabilistic graphical model and are simultaneously trained using Stochastic Variational Inference methods. The model is capable of quantifying the predictive uncertainty due to the information loss that unavoidably takes place in any model-order/dimension reduction as well as the uncertainty arising from finite-sized training datasets. We demonstrate its capabilities in the context of random media where fine-scale fluctuations can give rise to random inputs with tens of thousands of variables. With a few tens of full-order model simulations, the proposed model is capable of identifying salient physical features and produce sharp predictions under different boundary conditions of the full output which itself consists of thousands of components.
We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve this fine scale variability which unavoidably requires the repeated solution of very large systems of algebraic equations. We establish a physically inspired, data-driven coarse-grained model which learns a low- dimensional set of microstructural features that are predictive of the fine-grained model (FG) response. Once learned, those features provide a sharp distribution over the coarse scale effec- tive coefficients of the PDE that are most suitable for prediction of the fine scale model output. This ultimately allows to replace the computationally expensive FG by a generative proba- bilistic model based on evaluating the much cheaper CG several times. Sparsity enforcing pri- ors further increase predictive efficiency and reveal microstructural features that are important in predicting the FG response. Moreover, the model yields probabilistic rather than single-point predictions, which enables the quantification of the unavoidable epistemic uncertainty that is present due to the information loss that occurs during the coarse-graining process.
Markus Schöberl, Nicholas Zabaras, Phaedon-Stelios Koutsourelakis
We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model where the coarse variables play the role of latent generators of the fine scale (all-atom) data. From an information-theoretic perspective, the framework proposed provides an improvement upon the relative entropy method and is capable of quantifying the uncertainty due to the information loss that unavoidably takes place during the CG process. Furthermore, it can be readily extended to a fully Bayesian model where various sources of uncertainties are reflected in the posterior of the model parameters. The latter can be used to produce not only point estimates of fine-scale reconstructions or macroscopic observables, but more importantly, predictive posterior distributions on these quantities. Predictive posterior distributions reflect the confidence of the model as a function of the amount of data and the level of coarse-graining. The issues of model complexity and model selection are seamlessly addressed by employing a hierarchical prior that favors the discovery of sparse solutions, revealing the most prominent features in the coarse-grained model. A flexible and parallelizable Monte Carlo - Expectation-Maximization (MC-EM) scheme is proposed for carrying out inference and learning tasks. A comparative assessment of the proposed methodology is presented for a lattice spin system and the SPC/E water model.
This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un- known (latent) variables is high. This is the setting in many problems in com- putational physics where forward models with nonlinear PDEs are used and the parameters to be calibrated involve spatio-temporarily varying coefficients, which upon discretization give rise to a high-dimensional vector of unknowns. One of the consequences of the well-documented ill-posedness of inverse prob- lems is the possibility of multiple solutions. While such information is contained in the posterior density in Bayesian formulations, the discovery of a single mode, let alone multiple, is a formidable task. The goal of the present paper is two- fold. On one hand, we propose approximate, adaptive inference strategies using mixture densities to capture multi-modal posteriors, and on the other, to ex- tend our work in [1] with regards to effective dimensionality reduction techniques that reveal low-dimensional subspaces where the posterior variance is mostly concentrated. We validate the model proposed by employing Importance Sam- pling which confirms that the bias introduced is small and can be efficiently corrected if the analyst wishes to do so. We demonstrate the performance of the proposed strategy in nonlinear elastography where the identification of the mechanical properties of biological materials can inform non-invasive, medical di- agnosis. The discovery of multiple modes (solutions) in such problems is critical in achieving the diagnostic objectives.
This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an optimization problem over an appropriately selected family of distributions. The goal is two-fold. Firstly, to find lower-dimensional representations of the unknown parameter vector that capture as much as possible of the associated posterior density, and secondly to enable the computation of the approximate posterior density with as few forward calls as possible. We discuss how these objectives can be achieved by using a fully Bayesian argumentation and employing the marginal likelihood or evidence as the ultimate model validation metric for any proposed dimensionality reduction. We demonstrate the performance of the proposed methodology for problems in nonlinear elastography where the identification of the mechanical properties of biological materials can inform non-invasive, medical diagnosis. An Importance Sampling scheme is finally employed in order to validate the results and assess the efficacy of the approximations provided.