Unscented Kalman Inversion: Efficient Gaussian Approximation to the Posterior Distribution

The unscented Kalman inversion (UKI) method presented in [1] is a general derivative-free approach for the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be differentiable. The regularization strategies, convergence property, and speed-up strategies [1,2] of the UKI are thoroughly studied, and the method is capable of handling noisy observation data and solving chaotic inverse problems. In this paper, we study the uncertainty quantification capability of the UKI. We propose a modified UKI, which allows to well approximate the mean and covariance of the posterior distribution for well-posed inverse problems with large observation data. Theoretical guarantees for both linear and nonlinear inverse problems are presented. Numerical results, including learning of permeability parameters in subsurface flow and of the Navier-Stokes initial condition from solution data at positive times are presented. The results obtained by the UKI require only $O(10)$ iterations, and match well with the expected results obtained by the Markov Chain Monte Carlo method.

Improve Unscented Kalman Inversion With Low-Rank Approximation and Reduced-Order Model

The unscented Kalman inversion (UKI) presented in [1] is a general derivative-free approach to solving the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be differentiable. The regularization strategy and convergence property of the UKI are thoroughly studied, and the method is demonstrated effectively handling noisy observation data and solving chaotic inverse problems. In this paper, we aim to make the UKI more efficient in terms of computational and memory costs for large scale inverse problems. We take advantages of the low-rank covariance structure to reduce the number of forward problem evaluations and the memory cost, related to the need to propagate large covariance matrices. And we leverage reduced-order model techniques to further speed up these forward evaluations. The effectiveness of the enhanced UKI is demonstrated on a barotropic model inverse problem with O($10^5$) unknown parameters and a 3D generalized circulation model (GCM) inverse problem, where each iteration is as efficient as that of gradient-based optimization methods.

Unscented Kalman Inversion

A useful approach to solve inverse problems is to pair the parameter-to-data map with a stochastic dynamical system for the parameter, and then employ techniques from filtering to estimate the parameter given the data. Three classical approaches to filtering of nonlinear systems are the extended, ensemble and unscented Kalman filters. The extended Kalman inversion (ExKI) is impractical when the forward map is not readily differentiable and given as a black box, and also for high dimensional parameter spaces because of the need to propagate large covariance matrices. Ensemble Kalman inversion (EKI) has emerged as a useful tool which overcomes both of these issues: it is derivative free and works with a low-rank covariance approximation formed from the ensemble. In this paper, we demonstrate that unscented Kalman methods also provide an effective tool for derivative-free inversion in the setting of black-box forward models, introducing unscented Kalman inversion (UKI). Theoretical analysis is provided for linear inverse problems, and a smoothing property of the data mis-fit under the unscented transform is explained. We provide numerical experiments, including various applications: learning subsurface flow permeability parameters; learning the structure damage field; learning the Navier-Stokes initial condition; and learning subgrid-scale parameters in a general circulation model. The theory and experiments show that the UKI outperforms the EKI on parameter learning problems with moderate numbers of parameters and outperforms the ExKI on problems where the forward model is not readily differentiable, or where the derivative is very sensitive. In particular, UKI based methods are of particular value for parameter estimation problems in which the number of parameters is moderate but the forward model is expensive and provided as a black box which is impractical to differentiate.

Power Iteration for Tensor PCA

In this paper, we study the power iteration algorithm for the spiked tensor model, as introduced in [44]. We give necessary and sufficient conditions for the convergence of the power iteration algorithm. When the power iteration algorithm converges, for the rank one spiked tensor model, we show the estimators for the spike strength and linear functionals of the signal are asymptotically Gaussian; for the multi-rank spiked tensor model, we show the estimators are asymptotically mixtures of Gaussian. This new phenomenon is different from the spiked matrix model. Using these asymptotic results of our estimators, we construct valid and efficient confidence intervals for spike strengths and linear functionals of the signals.

A Computationally Tractable Framework for Nonlinear Dynamic Multiscale Modeling of Membrane Fabric

A general-purpose computational homogenization framework is proposed for the nonlinear dynamic analysis of membranes exhibiting complex microscale and/or mesoscale heterogeneity characterized by in-plane periodicity that cannot be effectively treated by a conventional method, such as woven fabrics. The framework is a generalization of the finite element squared (or FE2) method in which a localized portion of the periodic subscale structure is modeled using finite elements. The numerical solution of displacement driven problems involving this model can be adapted to the context of membranes by a variant of the Klinkel-Govindjee method[1] originally proposed for using finite strain, three-dimensional material models in beam and shell elements. This approach relies on numerical enforcement of the plane stress constraint and is enabled by the principle of frame invariance. Computational tractability is achieved by introducing a regression-based surrogate model informed by a physics-inspired training regimen in which FE$^2$ is utilized to simulate a variety of numerical experiments including uniaxial, biaxial and shear straining of a material coupon. Several alternative surrogate models are evaluated including an artificial neural network. The framework is demonstrated and validated for a realistic Mars landing application involving supersonic inflation of a parachute canopy made of woven fabric.

Learning Constitutive Relations using Symmetric Positive Definite Neural Networks

We present the Cholesky-factored symmetric positive definite neural network (SPD-NN) for modeling constitutive relations in dynamical equations. Instead of directly predicting the stress, the SPD-NN trains a neural network to predict the Cholesky factor of a tangent stiffness matrix, based on which the stress is calculated in the incremental form. As a result of the special structure, SPD-NN weakly imposes convexity on the strain energy function, satisfies time consistency for path-dependent materials, and therefore improves numerical stability, especially when the SPD-NN is used in finite element simulations. Depending on the types of available data, we propose two training methods, namely direct training for strain and stress pairs and indirect training for loads and displacement pairs. We demonstrate the effectiveness of SPD-NN on hyperelastic, elasto-plastic, and multiscale fiber-reinforced plate problems from solid mechanics. The generality and robustness of the SPD-NN make it a promising tool for a wide range of constitutive modeling applications.

Modeling, simulation and validation of supersonic parachute inflation dynamics during Mars landing

A high fidelity multi-physics Eulerian computational framework is presented for the simulation of supersonic parachute inflation during Mars landing. Unlike previous investigations in this area, the framework takes into account an initial folding pattern of the parachute, the flow compressibility effect on the fabric material porosity, and the interactions between supersonic fluid flows and the suspension lines. Several adaptive mesh refinement (AMR)-enabled, large edge simulation (LES)-based, simulations of a full-size disk-gap-band (DGB) parachute inflating in the low-density, low-pressure, carbon dioxide (CO2) Martian atmosphere are reported. The comparison of the drag histories and the first peak forces between the simulation results and experimental data collected during the NASA Curiosity Rovers Mars atmospheric entry shows reasonable agreements. Furthermore, a rudimentary material failure analysis is performed to provide an estimate of the safety factor for the parachute decelerator system. The proposed framework demonstrates the potential of using Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI)-based simulation tools for future supersonic parachute design.

High-order partitioned spectral deferred correction solvers for multiphysics problems

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1, 2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems including a simple linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1, 2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.

An Embedded Boundary Approach for Resolving the Contribution of Cable Subsystems to Fully Coupled Fluid-Structure Interaction

Cable subsystems characterized by long, slender, and flexible structural elements are featured in numerous engineering systems. In each of them, interaction between an individual cable and the surrounding fluid is inevitable. Such a Fluid-Structure Interaction (FSI) has received little attention in the literature, possibly due to the inherent complexity associated with fluid and structural semi-discretizations of disparate spatial dimensions. This paper proposes an embedded boundary approach for filling this gap, where the dynamics of the cable are captured by a standard finite element representation $mathcal C$ of its centerline, while its geometry is represented by a discrete surface $Sigma_h$ that is embedded in the fluid mesh. The proposed approach is built on master-slave kinematics between $mathcal C$ and $Sigma_h$, a simple algorithm for computing the motion/deformation of $Sigma_h$ based on the dynamic state of $mathcal C$, and an energy-conserving method for transferring to $mathcal C$ the loads computed on $Sigma_h$. Its effectiveness is demonstrated for two highly nonlinear applications featuring large deformations and/or motions of a cable subsystem and turbulent flows: an aerial refueling model problem, and a challenging supersonic parachute inflation problem. The proposed approach is verified using numerical data, and validated using real flight data.

Homogenized Flux-Body Force Treatment of Compressible Viscous Porous Wall Boundary Conditions

A homogenization approach is proposed for the treatment of porous wall boundary conditions in the computation of compressible viscous flows. Like any other homogenization approach, it eliminates the need for pore-resolved fluid meshes and therefore enables practical flow simulations in computational fluid domains with porous wall boundaries. Unlike alternative approaches however, it does not require prescribing a mass flow rate and does not introduce in the computational model a heuristic discharge coefficient. Instead, it models the inviscid flux through a porous wall surrounded by the flow as a weighted average of the inviscid flux at an impermeable surface and that through pores. It also introduces a body force term in the governing equations to account for friction loss along the pore boundaries. The source term depends on the thickness of the porous wall and the concept of an equivalent single pore. The feasibility of the latter concept is demonstrated using low-speed permeability test data for the fabric of the Mars Science Laboratory parachute canopy. The overall homogenization approach is illustrated with a series of supersonic flow computations through the same fabric and verified using supersonic, pore-resolved numerical simulations.