Oliver R. A. Dunbar

Oliver R. A. Dunbar, Charles M. Elliott

We propose a double obstacle phase field methodology for binary recovery of the slowness function of an Eikonal equation found in first traveltime tomography. We treat the inverse problem as an optimization problem with quadratic misfit functional added to a phase field relaxation of the perimeter penalization functional. Our approach yields solutions as we account for well posedness of the forward problem by choosing regular priors. We obtain a convergent finite difference and mixed finite element based discretization and a well defined descent scheme by accounting for the non-differentiability of the forward problem. We validate the phase field technique with a $Γ$ - convergence result and numerically by conducting parameter studies for the scheme, and by applying it to a variety of test problems with different geometries, boundary conditions, and source - receiver locations.

Oliver R. A. Dunbar, Kei Fong Lam, Bjorn Stinner

A diffuse interface model for surfactants in multi-phase flow with three or more fluids is derived. A system of Cahn-Hilliard equations is coupled with a Navier-Stokes system and an advection-diffusion equation for the surfactant ensuring thermodynamic consistency. By an asymptotic analysis the model can be related to a moving boundary problem in the sharp interface limit, which is derived from first principles. Results from numerical simulations support the theoretical findings. The main novelties are centred around the conditions in the triple junctions where three fluids meet. Specifically the case of local chemical equilibrium with respect to the surfactant is considered, which allows for interfacial surfactant flow through the triple junctions.

Arne Bouillon, Oliver R. A. Dunbar

Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy data using Bayesian inversion. To reduce the number of simulator evaluations, which can be 10^5 or more, modern approaches employ dimension reduction in conjunction with emulation of the forward map (that contains the simulator). Due to scarcity of model evaluations and data, this dimension reduction becomes very important for posterior sampling performance. Recent work on likelihood-informed subspaces (LIS) truncates to informative directions by optimizing bounds on information loss, and though mathematically well-adapted to sampling, they are often restrictive in practice. In this work, we provably generalize this methodology to facilitate application to $α$-tempered (i.e., annealed, power-posterior) distributions for $α$ in [0,1]. We provide theory to build partially-informed spaces termed $α$-LIS. We show how $α$ < 1 can often produce near-optimal spaces. In addition, we focus on applying $α$-LIS to practical cases, where the available data is severely limited and noisy. We propose and test extensions for utilizing data from the entire sequence of distributions $α$_0 < ... < $α$_k, and use simple approximations of model gradients so that our approach can be used for emulation of forward maps for chaotic or stochastic systems where derivatives are unavailable or uninformative due to noise. In experiments, our accumulated approach is much more robust to these challenging circumstances than the theoretically optimal $α$ = 1.

Mauricio Lima, Katherine Deck, Oliver R. A. Dunbar et al.

Machine learning is playing an increasing role in hydrology, supplementing or replacing physics-based models. One notable example is the use of recurrent neural networks (RNNs) for forecasting streamflow given observed precipitation and geographic characteristics. Training of such a model over the continental United States (CONUS) has demonstrated that a single set of model parameters can be used across independent catchments, and that RNNs can outperform physics-based models. In this work, we take a next step and study the performance of RNNs for river routing in land surface models (LSMs). Instead of observed precipitation, the LSM-RNN uses instantaneous runoff calculated from physics-based models as an input. We train the model with data from river basins spanning the globe and test it using historical streamflow measurements. The model demonstrates skill at generalization across basins (predicting streamflow in catchments not used in training) and across time (predicting streamflow during years not used in training). We compare the predictions from the LSM-RNN to an existing physics-based model calibrated with a similar dataset and find that the LSM-RNN outperforms the physics-based model: a gain in median NSE from 0.56 to 0.64 (time-split experiment) and from 0.30 to 0.34 (basin-split experiment). Our results show that RNNs are effective for global streamflow prediction from runoff inputs and motivate the development of complete routing models that can capture nested sub-basis connections.

Sydney Vernon, Eviatar Bach, Oliver R. A. Dunbar

Ensemble Kalman inversion (EKI) is a derivative-free, particle-based optimization method for solving inverse problems. It can be shown that EKI approximates a gradient flow, which allows the application of methods for accelerating gradient descent. Here, we show that Nesterov acceleration is effective in speeding up the reduction of the EKI cost function on a variety of inverse problems. We also implement Nesterov acceleration for two EKI variants, unscented Kalman inversion and ensemble transform Kalman inversion. Our specific implementation takes the form of a particle-level nudge that is demonstrably simple to couple in a black-box fashion with any existing EKI variant algorithms, comes with no additional computational expense, and with no additional tuning hyperparameters. This work shows a pathway for future research to translate advances in gradient-based optimization into advances in gradient-free Kalman optimization.

Oliver R. A. Dunbar, Nicholas H. Nelsen, Maya Mutic

Randomized algorithms exploit stochasticity to reduce computational complexity. One important example is random feature regression (RFR) that accelerates Gaussian process regression (GPR). RFR approximates an unknown function with a random neural network whose hidden weights and biases are sampled from a probability distribution. Only the final output layer is fit to data. In randomized algorithms like RFR, the hyperparameters that characterize the sampling distribution greatly impact performance, yet are not directly accessible from samples. This makes optimization of hyperparameters via standard (gradient-based) optimization tools inapplicable. Inspired by Bayesian ideas from GPR, this paper introduces a random objective function that is tailored for hyperparameter tuning of vector-valued random features. The objective is minimized with ensemble Kalman inversion (EKI). EKI is a gradient-free particle-based optimizer that is scalable to high-dimensions and robust to randomness in objective functions. A numerical study showcases the new black-box methodology to learn hyperparameter distributions in several problems that are sensitive to the hyperparameter selection: two global sensitivity analyses, integrating a chaotic dynamical system, and solving a Bayesian inverse problem from atmospheric dynamics. The success of the proposed EKI-based algorithm for RFR suggests its potential for automated optimization of hyperparameters arising in other randomized algorithms.

Oliver R. A. Dunbar, Charles M. Elliott, Lisa Maria Kreusser

We propose and unify classes of different models for information propagation over graphs. In a first class, propagation is modelled as a wave which emanates from a set of \emph{known} nodes at an initial time, to all other \emph{unknown} nodes at later times with an ordering determined by the arrival time of the information wave front. A second class of models is based on the notion of a travel time along paths between nodes. The time of information propagation from an initial \emph{known} set of nodes to a node is defined as the minimum of a generalised travel time over subsets of all admissible paths. A final class is given by imposing a local equation of an eikonal form at each \emph{unknown} node, with boundary conditions at the \emph{known} nodes. The solution value of the local equation at a node is coupled to those of neighbouring nodes with lower values. We provide precise formulations of the model classes and prove equivalences between them. Finally we apply the front propagation models on graphs to semi-supervised learning via label propagation and information propagation on trust networks.

Oliver R. A. Dunbar, Andrew B. Duncan, Andrew M. Stuart et al.

The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social sciences. However, model complexity often leads to parameter-to-data maps which are expensive to evaluate and are only available through noisy approximations. This paper is concerned with the use of interacting particle systems for the solution of the resulting inverse problems for parameters. Of particular interest is the case where the available forward model evaluations are subject to rapid fluctuations, in parameter space, superimposed on the smoothly varying large scale parametric structure of interest. {A motivating example from climate science is presented, and ensemble Kalman methods (which do not use the derivative of the parameter-to-data map) are shown, empirically, to perform well. Multiscale analysis is then used to analyze the behaviour of interacting particle system algorithms when rapid fluctuations, which we refer to as noise, pollute the large scale parametric dependence of the parameter-to-data map. Ensemble Kalman methods and Langevin-based methods} (the latter use the derivative of the parameter-to-data map) are compared in this light. The ensemble Kalman methods are shown to behave favourably in the presence of noise in the parameter-to-data map, whereas Langevin methods are adversely affected. On the other hand, Langevin methods have the correct equilibrium distribution in the setting of noise-free forward models, whilst ensemble Kalman methods only provide an uncontrolled approximation, except in the linear case. Therefore a new class of algorithms, ensemble Gaussian process samplers, which combine the benefits of both ensemble Kalman and Langevin methods, are introduced and shown to perform favourably.