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Embedded Nonlocal Operator Regression (ENOR): Quantifying model error in learning nonlocal operators

Yiming Fan, Habib Najm, Yue Yu, Stewart Silling, Marta D'Elia

TL;DR

Owing to its ability to capture model error, the learned ENOR achieves improved estimation of posterior predictive uncertainty, and is applied to predict long-term wave propagation in a heterogeneous one-dimensional bar, and compare its performance with additive noise models.

Abstract

Nonlocal, integral operators have become an efficient surrogate for bottom-up homogenization, due to their ability to represent long-range dependence and multiscale effects. However, the nonlocal homogenized model has unavoidable discrepancy from the microscale model. Such errors accumulate and propagate in long-term simulations, making the resultant prediction unreliable. To develop a robust and reliable bottom-up homogenization framework, we propose a new framework, which we coin Embedded Nonlocal Operator Regression (ENOR), to learn a nonlocal homogenized surrogate model and its structural model error. This framework provides discrepancy-adaptive uncertainty quantification for homogenized material response predictions in long-term simulations. The method is built on Nonlocal Operator Regression (NOR), an optimization-based nonlocal kernel learning approach, together with an embedded model error term in the trainable kernel. Then, Bayesian inference is employed to infer the model error term parameters together with the kernel parameters. To make the problem computationally feasible, we use a multilevel delayed acceptance Markov chain Monte Carlo (MLDA-MCMC) method, enabling efficient Bayesian model calibration and model error estimation. We apply this technique to predict long-term wave propagation in a heterogeneous one-dimensional bar, and compare its performance with additive noise models. Owing to its ability to capture model error, the learned ENOR achieves improved estimation of posterior predictive uncertainty.

Embedded Nonlocal Operator Regression (ENOR): Quantifying model error in learning nonlocal operators

TL;DR

Owing to its ability to capture model error, the learned ENOR achieves improved estimation of posterior predictive uncertainty, and is applied to predict long-term wave propagation in a heterogeneous one-dimensional bar, and compare its performance with additive noise models.

Abstract

Nonlocal, integral operators have become an efficient surrogate for bottom-up homogenization, due to their ability to represent long-range dependence and multiscale effects. However, the nonlocal homogenized model has unavoidable discrepancy from the microscale model. Such errors accumulate and propagate in long-term simulations, making the resultant prediction unreliable. To develop a robust and reliable bottom-up homogenization framework, we propose a new framework, which we coin Embedded Nonlocal Operator Regression (ENOR), to learn a nonlocal homogenized surrogate model and its structural model error. This framework provides discrepancy-adaptive uncertainty quantification for homogenized material response predictions in long-term simulations. The method is built on Nonlocal Operator Regression (NOR), an optimization-based nonlocal kernel learning approach, together with an embedded model error term in the trainable kernel. Then, Bayesian inference is employed to infer the model error term parameters together with the kernel parameters. To make the problem computationally feasible, we use a multilevel delayed acceptance Markov chain Monte Carlo (MLDA-MCMC) method, enabling efficient Bayesian model calibration and model error estimation. We apply this technique to predict long-term wave propagation in a heterogeneous one-dimensional bar, and compare its performance with additive noise models. Owing to its ability to capture model error, the learned ENOR achieves improved estimation of posterior predictive uncertainty.

Paper Structure

This paper contains 22 sections, 42 equations, 18 figures, 1 table, 1 algorithm.

Figures (18)

  • Figure 1: Schematic of generating a proposal $\theta'$ for a two-level MLDA algorithm.
  • Figure 2: One-dimensional bar composite of material 1 and material 2. (Top) periodic microstructure with fixed layer size$=b$. (Bottom) Random microstructure with layer size satisfying random distribution $\sim\mathcal{U}[(1-D)b,(1+D)b]$.
  • Figure 3: Trace plot for the MCMC using single-level DEMetropolisZ sampler.
  • Figure 4: Convergence check: Trace plots and PDFs for the traces. For each trace, we have an acceptance rate $\approx$ 0.42, and an effective sample size $\approx$ 1,000 (out of 4,000 draws).
  • Figure 5: Trace plot and PDF for the combined trace. The acceptance rate $\approx$ 0.42, ESS $\approx$ 6,000 (out of 24,000 draws).
  • ...and 13 more figures