Xu-Hui Zhou

Xu-Hui Zhou, Lorenzo Beronilla, Michael K. Sleeman et al.

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We show that the poor performance of the standard EnKF may be attributed to the bimodal forecast distribution that can arise in the vicinity of an uncertain shock location; this violates the assumptions underpinning the EnKF, which assume a forecast which is close to Gaussian. To address this issue we introduce the new neural EnKF. The basic idea is to systematically embed neural function approximations within ensemble DA by mapping the forecast ensemble of shocked flows to the parameter space (weights and biases) of a deep neural network (NN) and to subsequently perform DA in that space. The nonlinear mapping encodes sharp and smooth flow features in an ensemble of NN parameters. Neural EnKF updates are therefore well-behaved only if the NN parameters vary smoothly within the neural representation of the forecast ensemble. We show that such a smooth variation of network parameters can be enforced via physics-informed transfer learning, and demonstrate that in so-doing the neural EnKF avoids the spurious oscillations and nonphysical features that plague the standard EnKF. The applicability of the neural EnKF is demonstrated through a series of systematic numerical experiments with an inviscid Burgers' equation, Sod's shock tube, and a two-dimensional blast wave.

Xu-Hui Zhou, Zhuo-Ran Liu, Heng Xiao

Bayesian inference offers a robust framework for updating prior beliefs based on new data using Bayes' theorem, but exact inference is often computationally infeasible, necessitating approximate methods. Though widely used, these methods struggle to estimate marginal likelihoods accurately, particularly due to the rigid functional structures of deterministic models like Gaussian processes and the limitations of small sample sizes in stochastic models like the ensemble Kalman method. In this work, we introduce BI-EqNO, an equivariant neural operator framework for generalized approximate Bayesian inference, designed to enhance both deterministic and stochastic approaches. BI-EqNO transforms priors into posteriors conditioned on observation data through data-driven training. The framework is flexible, supporting diverse prior and posterior representations with arbitrary discretizations and varying numbers of observations. Crucially, BI-EqNO's architecture ensures (1) permutation equivariance between prior and posterior representations, and (2) permutation invariance with respect to observational data. We demonstrate BI-EqNO's utility through two examples: (1) as a generalized Gaussian process (gGP) for regression, and (2) as an ensemble neural filter (EnNF) for sequential data assimilation. Results show that gGP outperforms traditional Gaussian processes by offering a more flexible representation of covariance functions. Additionally, EnNF not only outperforms the ensemble Kalman filter in small-ensemble settings but also has the potential to function as a "super" ensemble filter, capable of representing and integrating multiple ensemble filters for enhanced assimilation performance. This study highlights BI-EqNO's versatility and effectiveness, improving Bayesian inference through data-driven training while reducing computational costs across various applications.

Muhammad I. Zafar, Jiequn Han, Xu-Hui Zhou et al.

Partial differential equations (PDEs) play a dominant role in the mathematical modeling of many complex dynamical processes. Solving these PDEs often requires prohibitively high computational costs, especially when multiple evaluations must be made for different parameters or conditions. After training, neural operators can provide PDEs solutions significantly faster than traditional PDE solvers. In this work, invariance properties and computational complexity of two neural operators are examined for transport PDE of a scalar quantity. Neural operator based on graph kernel network (GKN) operates on graph-structured data to incorporate nonlocal dependencies. Here we propose a modified formulation of GKN to achieve frame invariance. Vector cloud neural network (VCNN) is an alternate neural operator with embedded frame invariance which operates on point cloud data. GKN-based neural operator demonstrates slightly better predictive performance compared to VCNN. However, GKN requires an excessively high computational cost that increases quadratically with the increasing number of discretized objects as compared to a linear increase for VCNN.

Xu-Hui Zhou, Jiequn Han, Heng Xiao

Constitutive models are widely used for modeling complex systems in science and engineering, where first-principle-based, well-resolved simulations are often prohibitively expensive. For example, in fluid dynamics, constitutive models are required to describe nonlocal, unresolved physics such as turbulence and laminar-turbulent transition. However, traditional constitutive models based on partial differential equations (PDEs) often lack robustness and are too rigid to accommodate diverse calibration datasets. We propose a frame-independent, nonlocal constitutive model based on a vector-cloud neural network that can be learned with data. The model predicts the closure variable at a point based on the flow information in its neighborhood. Such nonlocal information is represented by a group of points, each having a feature vector attached to it, and thus the input is referred to as vector cloud. The cloud is mapped to the closure variable through a frame-independent neural network, invariant both to coordinate translation and rotation and to the ordering of points in the cloud. As such, the network can deal with any number of arbitrarily arranged grid points and thus is suitable for unstructured meshes in fluid simulations. The merits of the proposed network are demonstrated for scalar transport PDEs on a family of parameterized periodic hill geometries. The vector-cloud neural network is a promising tool not only as nonlocal constitutive models and but also as general surrogate models for PDEs on irregular domains.