arXiv subjects

Jiangjiang Zhang

Publications and source records attributed to Jiangjiang Zhang.

9 recordsLinked to original sources

arXiv2025

Diffusion-Inversion-Net (DIN): An End-to-End Direct Probabilistic Framework for Characterizing Hydraulic Conductivities and Quantifying Uncertainty

We propose the Diffusion-Inversion-Net (DIN) framework for inverse modeling of groundwater flow and solute transport processes. DIN utilizes an offline-trained Denoising Diffusion Probabilistic Model (DDPM) as a powerful prior leaner, which flexibly incorporates sparse, multi-source observational data, including hydraulic head, solute concentration, and hard conductivity data, through conditional injection mechanisms. These conditioning inputs subsequently guide the generative inversion process during sampling. Bypassing iterative forward simulations, DIN leverages stochastic sampling and probabilistic modeling mechanisms to directly generate ensembles of posterior parameter fields by repeatedly executing the reverse denoising process. Two representative posterior scenarios, Gaussian and non-Gaussian, are investigated. The results demonstrate that DIN can produce multiple constraint-satisfying realizations under identical observational conditions, accurately estimate hydraulic-conductivity fields, and achieve reliable uncertainty quantification. The framework exhibits strong generalization capability across diverse data distributions, offering a robust and unified alternative to conventional multi-stage inversion methodologies.

physics.geo-ph↗

arXiv2021

Parallel and real-time post-processing for quantum random number generators

Quantum random number generators (QRNG) based on continuous variable (CV) quantum fluctuations offer great potential for their advantages in measurement bandwidth, stability and integrability. More importantly, it provides an efficient and extensible path for significant promotion of QRNG generation rate. During this process, real-time randomness extraction using information theoretically secure randomness extractors is vital, because it plays critical role in the limit of throughput rate and implementation cost of QRNGs. In this work, we investigate parallel and real-time realization of several Toeplitz-hashing extractors within one field-programmable gate array (FPGA) for parallel QRNG. Elaborate layout of Toeplitz matrixes and efficient utilization of hardware computing resource in the FPGA are emphatically studied. Logic source occupation for different scale and quantity of Toeplitz matrices is analyzed and two-layer parallel pipeline algorithm is delicately designed to fully exploit the parallel algorithm advantage and hardware source of the FPGA. This work finally achieves a real-time post-processing rate of QRNG above 8 Gbps. Matching up with integrated circuit for parallel extraction of multiple quantum sideband modes of vacuum state, our demonstration shows an important step towards chip-based parallel QRNG, which could effectively improve the practicality of CV QRNGs, including device trusted, device-independent, and semi-device-independent schemes.

quant-ph↗

arXiv2020

Using Deep Learning to Improve Ensemble Smoother: Applications to Subsurface Characterization

Ensemble smoother (ES) has been widely used in various research fields to reduce the uncertainty of the system-of-interest. However, the commonly-adopted ES method that employs the Kalman formula, that is, ES$_\text{(K)}$, does not perform well when the probability distributions involved are non-Gaussian. To address this issue, we suggest to use deep learning (DL) to derive an alternative update scheme for ES in complex data assimilation applications. Here we show that the DL-based ES method, that is, ES$_\text{(DL)}$, is more general and flexible. In this new update scheme, a high volume of training data are generated from a relatively small-sized ensemble of model parameters and simulation outputs, and possible non-Gaussian features can be preserved in the training data and captured by an adequate DL model. This new variant of ES is tested in two subsurface characterization problems with or without Gaussian assumptions. Results indicate that ES$_\text{(DL)}$ can produce similar (in the Gaussian case) or even better (in the non-Gaussian case) results compared to those from ES$_\text{(K)}$. The success of ES$_\text{(DL)}$ comes from the power of DL in extracting complex (including non-Gaussian) features and learning nonlinear relationships from massive amounts of training data. Although in this work we only apply the ES$_\text{(DL)}$ method in parameter estimation problems, the proposed idea can be conveniently extended to analysis of model structural uncertainty and state estimation in real-time forecasting studies.

math.OC↗

arXiv2020

Improving Simulation Efficiency of MCMC for Inverse Modeling of Hydrologic Systems with a Kalman-Inspired Proposal Distribution

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of the underlying parameters. A key task is then to summarize the posterior distribution of these parameters. When models become too difficult to analyze analytically, Monte Carlo methods can be used to approximate the target distribution. Of these, Markov chain Monte Carlo (MCMC) methods are particularly powerful. Such methods generate a random walk through the parameter space and, under strict conditions of reversibility and ergodicity, will successively visit solutions with frequency proportional to the underlying target density. This requires a proposal distribution that generates candidate solutions starting from an arbitrary initial state. The speed of the sampled chains converging to the target distribution deteriorates rapidly, however, with increasing parameter dimensionality. In this paper, we introduce a new proposal distribution that enhances significantly the efficiency of MCMC simulation for highly parameterized models. This proposal distribution exploits the cross-covariance of model parameters, measurements and model outputs, and generates candidate states much alike the analysis step in the Kalman filter. We embed the Kalman-inspired proposal distribution in the DREAM algorithm during burn-in, and present several numerical experiments with complex, high-dimensional or multi-modal target distributions. Results demonstrate that this new proposal distribution can greatly improve simulation efficiency of MCMC. Specifically, we observe a speed-up on the order of 10-30 times for groundwater models with more than one-hundred parameters.

math.OC↗

arXiv2020

Surrogate-Based Bayesian Inverse Modeling of the Hydrological System: An Adaptive Approach Considering Surrogate Approximation Error

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can take advantage of surrogate modeling techniques. Nevertheless, when approximation error of the surrogate model is neglected, the inversion result will be biased. In this paper, we develop a surrogate-based Bayesian inversion framework that explicitly quantifies and gradually reduces the approximation error of the surrogate. Specifically, two strategies are proposed to quantify the surrogate error. The first strategy works by quantifying the surrogate prediction uncertainty with a Bayesian method, while the second strategy uses another surrogate to simulate and correct the approximation error of the primary surrogate. By adaptively refining the surrogate over the posterior distribution, we can gradually reduce the surrogate approximation error to a small level. Demonstrated with three case studies involving high dimensionality, multimodality, and a real-world application, it is found that both strategies can reduce the bias introduced by surrogate approximation error, while the second strategy that integrates two methods (i.e., polynomial chaos expansion and Gaussian process in this work) that complement each other shows the best performance.

stat.CO↗

arXiv2018

Inverse modeling of hydrologic systems with adaptive multi-fidelity Markov chain Monte Carlo simulations

Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and high-dimensional, the computational cost of MCMC simulation will be prohibitive. In this situation, a CPU-efficient while less accurate low-fidelity model (e.g., a numerical model with a coarser discretization, or a data-driven surrogate) is usually adopted. Nowadays, multi-fidelity simulation methods that can take advantage of both the efficiency of the low-fidelity model and the accuracy of the high-fidelity model are gaining popularity. In the MCMC simulation, as the posterior distribution of the unknown model parameters is the region of interest, it is wise to distribute most of the computational budget (i.e., the high-fidelity model evaluations) therein. Based on this idea, in this paper we propose an adaptive multi-fidelity MCMC algorithm for efficient inverse modeling of hydrologic systems. In this method, we evaluate the high-fidelity model mainly in the posterior region through iteratively running MCMC based on a Gaussian process (GP) system that is adaptively constructed with multi-fidelity simulation. The error of the GP system is rigorously considered in the MCMC simulation and gradually reduced to a negligible level in the posterior region. Thus, the proposed method can obtain an accurate estimate of the posterior distribution with a small number of the high-fidelity model evaluations. The performance of the proposed method is demonstrated by three numerical case studies in inverse modeling of hydrologic systems.

math.OC↗

arXiv2018

An iterative local updating ensemble smoother for estimation and uncertainty assessment of hydrologic model parameters with multimodal distributions

Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a clustering algorithm to identify each mode and update the clusters with ES separately. However, this strategy may not be very efficient when the dimension of parameter space is high or the number of modes is large. Alternatively, we propose in this paper a very simple and efficient algorithm, i.e., the iterative local updating ensemble smoother (ILUES), to explore multimodal distributions of model parameters in nonlinear hydrologic systems. The ILUES algorithm works by updating local ensembles of each sample with ES to explore possible multimodal distributions. To achieve satisfactory data matches in nonlinear problems, we adopt an iterative form of ES to assimilate the measurements multiple times. Numerical cases involving nonlinearity and multimodality are tested to illustrate the performance of the proposed method. It is shown that overall the ILUES algorithm can well quantify the parametric uncertainties of complex hydrologic models, no matter whether the multimodal distribution exists.

math.OC↗

arXiv2015

An Inverse Gaussian Process Monte Carlo algorithm for estimation and uncertainty assessment of hydrologic model parameters

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable quantities (output), so the forward simulations can be done quickly. Alternatively, if the surrogate is constructed to approximate the inverse mapping from model outputs to parameters, the parameter estimates can be obtained directly by treating measurements as inputs to this inverse surrogate. Moreover, the uncertainties of parameters can be quantified by propagating the measurement uncertainties in a straightforward Monte Carlo manner. Based on this idea, we proposed a novel surrogate-based approach for parameter estimation and uncertainty assessment, i.e., the Inverse Gaussian Process Monte Carlo (IGPMC) algorithm. The Gaussian Process (GP) regression is used to directly approximate the inverse function of the model output-input relationship. For ill-posed problems, i.e., when there exist non-unique sets of input parameters that all produce an identical system output, multiple inverse GP systems are constructed and multiple parameter estimates can be obtained accordingly. The accuracy and efficiency of this IGPMC algorithm were demonstrated through four numerical case studies. Results obtained from the Markov Chain Monte Carlo (MCMC) are used as references to assess our new proposed method. It was shown that, the IGPMC algorithm can generally obtain reliable parameter estimates with an affordable computational cost.

math.OC↗

arXiv2015

Inverse iterative simulation: An efficient approach for contaminant source identification

In groundwater contaminant remediation and risk assessment, it is important to identify parameters of the contaminant source and hydraulic conductivity field by solving an inverse problem. However, if the dimensionality of the inverse problem is high, it is usually computationally expensive to obtain accurate estimation and uncertainty assessment of these parameters. This is particularly the case when Markov Chain Monte Carlo (MCMC) sampling is used. In this paper, an efficient approach entitled inverse iterative simulation (iIS) is proposed to efficiently identify the contaminant source characteristics, together with the hydraulic conductivity field. The iIS algorithm utilizes a simple approach borrowed from Ensemble Smother (ES) to update model parameters and an inverse Gaussian process (iGP) approach to improve the accuracy of parameter updating. Two numerical experiments are tested. For the low dimensional case (with 11 parameters), the iIS algorithm can obtain parameter estimation very close to that of MCMC method. For the high dimensional case (with 108 parameters), the iIS algorithm can obtain accurate parameter estimation with very low computational cost.

math.OC↗