arXiv subjects

C. F. Jeff Wu

Publications and source records attributed to C. F. Jeff Wu.

26 records · Page 2Linked to original sources

arXiv2017

Data-Driven Analysis and Common Proper Orthogonal Decomposition (CPOD)-Based Spatio-Temporal Emulator for Design Exploration

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging, which is combined with data-driven basis functions to extract and model the underlying coherent structures. This emulation framework encompasses key design parameter sensitivity analysis, physics-guided classification of design parameter sets, and flow evolution modeling for efficient design survey. To better inform the model of quantifiable physical knowledge, a sensitivity analysis using Sobol' indices and a decision tree are incorporated into the framework. This information improves the surrogate model training process, which employs basis functions as regression functions over the design space for the kriging model. The novelty of the proposed approach is the construction of the model through Common Proper Orthogonal Decomposition, which allows for data-reduction and extraction of common coherent structures. The accuracy of prediction of mean flow features for new swirl injector designs is assessed and the dynamic flowfield is captured in the form of power spectrum densities. This data-driven framework also demonstrates the uncertainty quantification of predictions, providing a metric for model fit. The significantly reduced computation time required for evaluating new design points enables efficient survey of the design space.

cs.CE↗

arXiv2017

A fresh look at effect aliasing and interactions: some new wine in old bottles

Interactions and effect aliasing are among the fundamental concepts in experimental design. In this paper, some new insights and approaches are provided on these subjects. In the literature, the "de-aliasing" of aliased effects is deemed to be impossible. We argue that this "impossibility" can indeed be resolved by employing a new approach which consists of reparametrization of effects and exploitation of effect non-orthogonality. This approach is successfully applied to three classes of designs: regular and nonregular two-level fractional factorial designs, and three-level fractional factorial designs. For reparametrization, the notion of conditional main effects (cme's) is employed for two-level regular designs, while the linear-quadratic system is used for three-level designs. For nonregular two-level designs, reparametrization is not needed because the partial aliasing of their effects already induces non-orthogonality. The approach can be extended to general observational data by using a new bi-level variable selection technique based on the cme's. A historical recollection is given on how these ideas were discovered.

stat.ME↗

arXiv2017

An efficient surrogate model for emulation and physics extraction of large eddy simulations

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics, computer simulations and statistical modeling. In this paper, we propose a new surrogate model that provides efficient prediction and uncertainty quantification of turbulent flows in swirl injectors with varying geometries, devices commonly used in many engineering applications. The novelty of the proposed method lies in the incorporation of known physical properties of the fluid flow as {simplifying assumptions} for the statistical model. In view of the massive simulation data at hand, which is on the order of hundreds of gigabytes, these assumptions allow for accurate flow predictions in around an hour of computation time. To contrast, existing flow emulators which forgo such simplications may require more computation time for training and prediction than is needed for conducting the simulation itself. Moreover, by accounting for coupling mechanisms between flow variables, the proposed model can jointly reduce prediction uncertainty and extract useful flow physics, which can then be used to guide further investigations.

stat.AP↗

arXiv2017

Prediction based on the Kennedy-O'Hagan calibration model: asymptotic consistency and other properties

Kennedy and O'Hagan (2001) propose a model for calibrating some unknown parameters in a computer model and estimating the discrepancy between the computer output and physical response. This model is known to have certain identifiability issues. Tuo and Wu (2016) show that there are examples for which the Kennedy-O'Hagan method renders unreasonable results in calibration. In spite of its unstable performance in calibration, the Kennedy-O'Hagan approach has a more robust behavior in predicting the physical response. In this work, we present some theoretical analysis to show the consistency of predictor based on their calibration model in the context of radial basis functions.

math.ST↗

arXiv2015

A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Kennedy and O'Hagan \cite{kennedy2001bayesian} suggested an approach to estimate them by using data from physical experiments and computer simulations. A theoretical framework is given which allows us to study the issues of parameter identifiability and estimation. We define the $L_2$-consistency for calibration as a justification for calibration methods. It is shown that a simplified version of the original KO method leads to asymptotically $L_2$-inconsistent calibration. This $L_2$-inconsistency can be remedied by modifying the original estimation procedure. A novel calibration method, called the $L_2$ calibration, is proposed and proven to be $L_2$-consistent and enjoys optimal convergence rate. A numerical example and some mathematical analysis are used to illustrate the source of the $L_2$-inconsistency problem.

stat.ME↗

arXiv2015

Efficient Calibration for Imperfect Computer Models

Many computer models contain unknown parameters which need to be estimated using physical observations. Kennedy and O'Hagan (2001) shows that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan (2001) may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the $L_2$ calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Numerical examples show that the proposed method outperforms the existing ones.

stat.ME↗

arXiv2009

Construction of nested space-filling designs

New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we develop several approaches to constructing such designs. The development of these methods also leads to the introduction of several new discrete mathematics concepts, including nested orthogonal arrays and nested difference matrices.

math.ST↗

arXiv2009

$\mathcal{G}$-SELC: Optimization by sequential elimination of level combinations using genetic algorithms and Gaussian processes

Identifying promising compounds from a vast collection of feasible compounds is an important and yet challenging problem in the pharmaceutical industry. An efficient solution to this problem will help reduce the expenditure at the early stages of drug discovery. In an attempt to solve this problem, Mandal, Wu and Johnson [Technometrics 48 (2006) 273--283] proposed the SELC algorithm. Although powerful, it fails to extract substantial information from the data to guide the search efficiently, as this methodology is not based on any statistical modeling. The proposed approach uses Gaussian Process (GP) modeling to improve upon SELC, and hence named $\mathcal{G}$-SELC. The performance of the proposed methodology is illustrated using four and five dimensional test functions. Finally, we implement the new algorithm on a real pharmaceutical data set for finding a group of chemical compounds with optimal properties.

stat.AP↗