Paris Perdikaris

Multi-fidelity modelling via recursive co-kriging and Gaussian-Markov random fields.

We propose a new framework for design under uncertainty based on stochastic computer simulations and multi-level recursive co-kriging. The proposed methodology simultaneously takes into account multi-fidelity in models, such as direct numerical simulations versus empirical formulae, as well as multi-fidelity in the probability space (e.g. sparse grids versus tensor product multi-element probabilistic collocation). We are able to construct response surfaces of complex dynamical systems by blending multiple information sources via auto-regressive stochastic modelling. A computationally efficient machine learning framework is developed based on multi-level recursive co-kriging with sparse precision matrices of Gaussian–Markov random fields. The effectiveness of the new algorithms is demonstrated in numerical examples involving a prototype problem in risk-averse design, regression of random functions, as well as uncertainty quantification in fluid mechanics involving the evolution of a Burgers equation from a random initial state, and random laminar wakes behind circular cylinders.

Chaos in a cylinder wake due to forcing at the Strouhal frequency

In this letter we show that a cylinder oscillating harmonically in line with an incoming flow at a frequency equal to the natural frequency of vortex shedding induces for certain amplitudes of oscillation a chaotic state in the flow, characterized by an aperiodic lift force. The result is obtained through numerical simulation of the Navier–Stokes equations for two-dimensional flow. The chaos is attributed to the competition between two modes: the natural mode of the wake and the mode forced by the moving cylinder, which have entirely different spatial structures.

Inferring solutions of differential equations using noisy multi-fidelity data

For more than two centuries, solutions of differential equations have been obtained either analytically or numerically based on typically well-behaved forcing and boundary conditions for well-posed problems. We are changing this paradigm in a fundamental way by establishing an interface between probabilistic machine learning and differential equations. We develop data-driven algorithms for general linear equations using Gaussian process priors tailored to the corresponding integro-differential operators. The only observables are scarce noisy multi-fidelity data for the forcing and solution that are not required to reside on the domain boundary. The resulting predictive posterior distributions quantify uncertainty and naturally lead to adaptive solution refinement via active learning. This general framework circumvents the tyranny of numerical discretization as well as the consistency and stability issues of time-integration, and is scalable to high-dimensions.

Fractional modeling of viscoelasticity in 3D cerebral arteries and aneurysms

We develop efficient numerical methods for fractional order PDEs, and employ them to investigate viscoelastic constitutive laws for arterial wall mechanics. Recent simulations using one-dimensional models [1] have indicated that fractional order models may offer a more powerful alternative for modeling the arterial wall response, exhibiting reduced sensitivity to parametric uncertainties compared with the integer-calculus-based models. Here, we study three-dimensional (3D) fractional PDEs that naturally model the continuous relaxation properties of soft tissue, and for the first time employ them to simulate flow structure interactions for patient-specific brain aneurysms. To deal with the high memory requirements and in order to accelerate the numerical evaluation of hereditary integrals, we employ a fast convolution method [2] that reduces the memory cost to O(log(N)) and the computational complexity to O(N log(N)). Furthermore, we combine the fast convolution with high-order backward differentiation to achieve third-order time integration accuracy. We confirm that in 3D viscoelastic simulations, the integer order models strongly depends on the relaxation parameters, while the fractional order models are less sensitive. As an application to long-time simulations in complex geometries, we also apply the method to modeling fluid-structure interaction of a 3D patient-specific compliant cerebral artery with an aneurysm. Taken together, our findings demonstrate that fractional calculus can be employed effectively in modeling complex behavior of materials in realistic 3D time-dependent problems if properly designed efficient algorithms are employed to overcome the extra memory requirements and computational complexity associated with the non-local character of fractional derivatives.

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation.

Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes, by construction, are designed to deal with cases where (a) all we observe are noisy data on black-box initial conditions, and (b) we are interested in quantifying the uncertainty associated with such noisy data in our solutions to time-dependent partial differential equations. Our method circumvents the need for spatial discretization of the differential operators by proper placement of Gaussian process priors. This is an attempt to construct structured and data-efficient learning machines, which are explicitly informed by the underlying physics that possibly generated the observed data. The effectiveness of the proposed approach is demonstrated through several benchmark problems involving linear and nonlinear time-dependent operators. In all examples, we are able to r...

Multi-fidelity Gaussian process regression for prediction of random fields

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgers equation and the stochastic OberbeckBoussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.

Machine learning of linear differential equations using Gaussian processes

This work leverages recent advances in probabilistic machine learning to discover governing equations expressed by parametric linear operators. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modified according to the particular form of such operators and are employed to infer parameters of the linear equations from scarce and possibly noisy observations. Such observations may come from experiments or black-box computer simulations, as demonstrated in several synthetic examples and a realistic application in functional genomics. Employ probabilistic machine learning to discover governing equations expressed by parametric linear operators.Proper placement of Gaussian process priors allows one to efficiently infer model parameters via maximum likelihood estimation.A general treatment of inverse problems governed by linear operators, leading to model discovery from just a handful of noisy measurements.

Nonlinear information fusion algorithms for data-efficient multi-fidelity modelling

Multi-fidelity modelling enables accurate inference of quantities of interest by synergistically combining realizations of low-cost/low-fidelity models with a small set of high-fidelity observations. This is particularly effective when the low- and high-fidelity models exhibit strong correlations, and can lead to significant computational gains over approaches that solely rely on high-fidelity models. However, in many cases of practical interest, low-fidelity models can only be well correlated to their high-fidelity counterparts for a specific range of input parameters, and potentially return wrong trends and erroneous predictions if probed outside of their validity regime. Here we put forth a probabilistic framework based on Gaussian process regression and nonlinear autoregressive schemes that is capable of learning complex nonlinear and space-dependent cross-correlations between models of variable fidelity, and can effectively safeguard against low-fidelity models that provide wrong trends. This introduces a new class of multi-fidelity information fusion algorithms that provide a fundamental extension to the existing linear autoregressive methodologies, while still maintaining the same algorithmic complexity and overall computational cost. The performance of the proposed methods is tested in several benchmark problems involving both synthetic and real multi-fidelity datasets from computational fluid dynamics simulations.

Multiscale modeling and simulation of brain blood flow

The aim of this work is to present an overview of recent advances in multi-scale modeling of brain blood flow. In particular, we present some approaches that enable the in silico study of multi-scale and multi-physics phenomena in the cerebral vasculature. We discuss the formulation of continuum and atomistic modeling approaches, present a consistent framework for their concurrent coupling, and list some of the challenges that one needs to overcome in achieving a seamless and scalable integration of heterogeneous numerical solvers. The effectiveness of the proposed framework is demonstrated in a realistic case involving modeling the thrombus formation process taking place on the wall of a patient-specific cerebral aneurysm. This highlights the ability of multi-scale algorithms to resolve important biophysical processes that span several spatial and temporal scales, potentially yielding new insight into the key aspects of brain blood flow in health and disease. Finally, we discuss open questions in multi-scale modeling and emerging topics of future research.