arXiv subjects

Bruno Sudret

Publications and source records attributed to Bruno Sudret.

30 records · Page 2Linked to original sources

arXiv2019

Euclid preparation: II. The EuclidEmulator -- A tool to compute the cosmology dependence of the nonlinear matter power spectrum

We present a new power spectrum emulator named EuclidEmulator that estimates the nonlinear correction to the linear dark matter power spectrum. It is based on a spectral decomposition method called polynomial chaos expansion. All steps in the construction of the emulator have been tested and optimized: the large high-resolution N-body simulations carried out with PKDGRAV3 were validated using a simulation from the Euclid Flagship campaign and demonstrated to have converged up to wavenumbers $k\approx 5\,h\,{\rm Mpc}^{-1}$ for redshifts $z\leq 5$. The emulator is constructed using the uncertainty quantification software UQLab and it has been optimized first by creating mock emulators based on Takahashi's HALOFIT. We show that it is possible to successfully predict the performance of the final emulator in this way prior to performing any N-body simulations. We provide a C-code to calculate the nonlinear correction at a relative accuracy of $\sim0.3\%$ with respect to N-body simulations within 50 ms. The absolute accuracy of the final nonlinear power spectrum is comparable to one obtained with N-body simulations, i.e. $\sim 1\%$ for $k\lesssim 1\,h\,{\rm Mpc}^{-1}$ and $z\lesssim 3.5$. This enables efficient forward modeling in the nonlinear regime allowing for maximum likelihood estimation of cosmological parameters. EuclidEmulator has been compared to HALOFIT and CosmicEmu, an alternative emulator based on the Mira-Titan Universe, and shown to be more accurate than these other approaches. This work paves a new way for optimal construction of future emulators that also consider other cosmological observables, use higher resolution input simulations and investigate higher dimensional cosmological parameter spaces.

astro-ph.CO↗

arXiv2018

Surrogate Modeling of Stochastic Functions - Application to computational Electromagnetic Dosimetry

Metamodeling of complex numerical systems has recently attracted the interest of the mathematical programming community. Despite the progress in high performance computing, simulations remain costly, as a matter of fact, the assessment of the exposure to radio frequency electromagnetic fields is computationally prohibitive since one simulation can require hours. Moreover, in many engineering problems, carrying out deterministic numerical operations without considering uncertainties can lead to unreliable designs. In this paper we focus on the surrogate modeling of a particular type of computational models called stochastic simulators. In contrast to deterministic simulators which yield a unique output for each set of input parameters, stochastic simulators inherently contain some sources of randomness and the output at a given point is a probability density function. Characterizing the stochastic simulators is even more time consuming. This paper represents stochastic simulators as a stochastic process and describes a metamodeling approach based on the Karhunen-Loève spectral decomposition.

stat.OT↗

arXiv2017

Surrogate models for oscillatory systems using sparse polynomial chaos expansions and stochastic time warping

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and electromagnetism, etc. For problems involving oscillatory, time-dependent output quantities of interest, it is well-known that reasonable accuracy of PCE-based approaches is difficult to reach in the long term. In this paper, we propose a fully non-intrusive approach based on stochastic time warping to address this issue: each realization (trajectory) of the model response is first rescaled to its own time scale so as to put all sampled trajectories in phase in a common virtual time line. Principal component analysis is introduced to compress the information contained in these transformed trajectories and sparse PCE representations using least angle regression are finally used to approximate the components. The approach shows remarkably small prediction error for particular trajectories as well as for second-order statistics of the latter. It is illustrated on different benchmark problems well known in the literature on time-dependent PCE problems, ranging from rigid body dynamics, chemical reactions to forced oscillations of a non linear system.

stat.CO↗

arXiv2017

Uncertainty propagation of p-boxes using sparse polynomial chaos expansions

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions to surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.

stat.ME↗

arXiv2016

Spectral likelihood expansions for Bayesian inference

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.

stat.CO↗

arXiv2016

Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions

The growing need for uncertainty analysis of complex computational models has led to an expanding use of meta-models across engineering and sciences. The efficiency of meta-modeling techniques relies on their ability to provide statistically-equivalent analytical representations based on relatively few evaluations of the original model. Polynomial chaos expansions (PCE) have proven a powerful tool for developing meta-models in a wide range of applications; the key idea thereof is to expand the model response onto a basis made of multivariate polynomials obtained as tensor products of appropriate univariate polynomials. The classical PCE approach nevertheless faces the "curse of dimensionality", namely the exponential increase of the basis size with increasing input dimension. To address this limitation, the sparse PCE technique has been proposed, in which the expansion is carried out on only a few relevant basis terms that are automatically selected by a suitable algorithm. An alternative for developing meta-models with polynomial functions in high-dimensional problems is offered by the newly emerged low-rank approximations (LRA) approach. By exploiting the tensor-product structure of the multivariate basis, LRA can provide polynomial representations in highly compressed formats. Through extensive numerical investigations, we herein first shed light on issues relating to the construction of canonical LRA with a particular greedy algorithm involving a sequential updating of the polynomial coefficients along separate dimensions. Canonical LRA exhibit smaller errors than sparse PCE in cases when the number of available model evaluations is small with respect to the input dimension. By introducing the conditional generalization error, we further demonstrate that canonical LRA tend to outperform sparse PCE in the prediction of extreme model responses.

math.NA↗

arXiv2015

Hierarchical adaptive polynomial chaos expansions

Polynomial chaos expansions (PCE) are widely used in the framework of uncertainty quantification. However, when dealing with high dimensional complex problems, challenging issues need to be faced. For instance, high-order polynomials may be required, which leads to a large polynomial basis whereas usually only a few of the basis functions are in fact significant. Taking into account the sparse structure of the model, advanced techniques such as sparse PCE (SPCE), have been recently proposed to alleviate the computational issue. In this paper, we propose a novel approach to SPCE, which allows one to exploit the model's hierarchical structure. The proposed approach is based on the adaptive enrichment of the polynomial basis using the so-called principle of heredity. As a result, one can reduce the computational burden related to a large pre-defined candidate set while obtaining higher accuracy with the same computational budget.

stat.ME↗

arXiv2015

Assessment of the lognormality assumption of seismic fragility curves using non-parametric representations

Fragility curves are commonly used in civil engineering to estimate the vulnerability of structures to earthquakes. The probability of failure associated with a failure criterion (e.g. the maximal inter-storey drift ratio being greater than a prescribed threshold) is represented as a function of the intensity of the earthquake ground motion (e.g. peak ground acceleration or spectral acceleration). The classical approach consists in assuming a lognormal shape of the fragility curves. In this paper, we introduce two non-parametric approaches to establish the fragility curves without making any assumption, namely the conditional Monte Carlo simulation and the kernel density estimation. As an illustration, we compute the fragility curves of a 3-storey steel structure, accounting for the nonlinear behavior of the system. The curves obtained by the proposed approaches are compared with each other and with those obtained using the classical lognormal assumption.

stat.AP↗

arXiv2015

Characterization of random stress fields obtained from polycrystalline aggregate calculations using multi-scale stochastic finite elements

The spatial variability of stress fields resulting from polycrystalline aggregate calculations involving random grain geometry and crystal orientations is investigated. A periodogram-based method is proposed to identify the properties of homogeneous Gaussian random fields (power spectral density and related covariance structure). Based on a set of finite element polycrystalline aggregate calculations the properties of the maximal principal stress field are identified. Two cases are considered, using either a fixed or random grain geometry. The stability of the method w.r.t the number of samples and the load level (up to 3.5 % macroscopic deformation) is investigated.

stat.AP↗

arXiv2014

Computing derivative-based global sensitivity measures using polynomial chaos expansions

In the field of computer experiments sensitivity analysis aims at quantifying the relative importance of each input parameter (or combinations thereof) of a computational model with respect to the model output uncertainty. Variance decomposition methods leading to the well-known Sobol' indices are recognized as accurate techniques, at a rather high computational cost though. The use of polynomial chaos expansions (PCE) to compute Sobol' indices has allowed to alleviate the computational burden though. However, when dealing with large dimensional input vectors, it is good practice to first use screening methods in order to discard unimportant variables. The {\em derivative-based global sensitivity measures} (DGSM) have been developed recently in this respect. In this paper we show how polynomial chaos expansions may be used to compute analytically DGSMs as a mere post-processing. This requires the analytical derivation of derivatives of the orthonormal polynomials which enter PC expansions. The efficiency of the approach is illustrated on two well-known benchmark problems in sensitivity analysis.

stat.CO↗

arXiv2012

Reliability-based design optimization of imperfect shells using adaptive kriging meta-models

The optimal and robust design of structures has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst to minimize some cost function while ensuring some minimal performances cast as admissible probabilities of failure for a set of performance functions. In order to address real-world problems in which the performance is assessed through computational models (e.g. large scale finite element models) meta-modelling techniques have been developed in the past decade. This paper introduces adaptive kriging surrogate models to solve the RBDO problem. The latter is cast in an augmented space that "sums up" the range of the design space and the aleatory uncertainty in the design parameters and the environmental conditions. Thus the surrogate model is used (i) for evaluating robust estimates of the probabilities of failure (and for enhancing the computational experimental design by adaptive sampling) in order to achieve the requested accuracy and (ii) for applying the gradient-based optimization algorithm. The approach is applied to the optimal design of imperfect stiffened cylinder shells used in submarine engineering. For this application the performance of the structure is related to buckling which is addressed here by means of the asymptotic numerical method.

stat.AP↗

arXiv2012

Meta-models for structural reliability and uncertainty quantification

A meta-model (or a surrogate model) is the modern name for what was traditionally called a response surface. It is intended to mimic the behaviour of a computational model M (e.g. a finite element model in mechanics) while being inexpensive to evaluate, in contrast to the original model which may take hours or even days of computer processing time. In this paper various types of meta-models that have been used in the last decade in the context of structural reliability are reviewed. More specifically classical polynomial response surfaces, polynomial chaos expansions and kriging are addressed. It is shown how the need for error estimates and adaptivity in their construction has brought this type of approaches to a high level of efficiency. A new technique that solves the problem of the potential biasedness in the estimation of a probability of failure through the use of meta-models is finally presented.

stat.ME↗