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Kyle Neal

Publications and source records attributed to Kyle Neal.

3 recordsLinked to original sources

Efficient Closure Learning in Dynamical Systems: A Comparison of Data-Assimilated and Embedded Approaches

Increased computing power has transformed computational science and improved predictive capabilities for complex systems, but many phenomena still exceed current simulation capabilities or require rapid evaluations for fast design iterations. Closure models address this challenge by approximating unresolved effects in reduced or incomplete dynamical systems. Data-driven closures offer a flexible mechanism for improving model accuracy and applicability, but approaches that embed the closure within a computational model for construction and training phases can be computationally expensive and cause numerical instabilities in the computational model during training. To avoid the challenges posed by embedded approaches, staged approaches to closure-model learning have been developed. The first stage uses data assimilation to infer state and closure trajectories from observations. The second stage trains a machine learning closure model offline using the assimilated data, thereby avoiding repeated simulator calls during training. In this work, we investigate the cost and accuracy tradeoffs between embedded and staged data-driven closure modeling approaches for a synthetic epidemiological SIQR model with a nonlinear state-dependent quarantine closure. The results illustrate a practical accuracy-efficiency trade-off: for this exemplar, embedded training provides the strongest average accuracy, while the staged approach yields comparable qualitative behavior with a moderate increase in error, substantially fewer model evaluations, and improved optimization robustness.

cs.LG↗

Data Assimilation: Addressing Spurious Correlations and Scalability Issues

Data assimilation in the form of the ensemble Kalman filter (EnKF) is commonly used to combine large-scale physics-based models and real-world observations of a quantity of interest. However, the EnKF is known to be adversely affected by spurious correlations when applied to Numerical Weather Prediction (NWP) models with high-dimensional state spaces. To mitigate the effect of spurious correlations, various localization methods have been proposed in the NWP literature. Unfortunately, the efficacy of and need for these methods in the setting of general PDE-based forward models with large spatial mesh sizes is not well-understood. We conducted a numerical data assimilation experiment on an example PDE model to demonstrate the presence of spurious correlations and need for localization methods outside of the context of NWP. In addition, we compared the computational efficiency of various EnKF implementations in high-dimensional settings for which theoretical complexity bounds are available but empirical costs are unclear.

stat.OT↗

Closure Term Estimation in Spatiotemporal Models of Dynamical Systems

Closure modeling - the statistical modeling of missing dynamics in the natural sciences and engineering - is a growing and active area of research. Existing methods for closure modeling are often computationally prohibitive, lack uncertainty quantification, or require noise-free observations of the temporal derivatives over the system state. We propose a novel, computationally efficient approach for the modeling and estimation of closure terms over the spatiotemporal domain that provides uncertainty quantification and is effective even when the observations of the system state are sparse or contain moderate levels of noise. The efficacy of our approach is demonstrated in both one and two spatial dimensions through numerical experiments using the Fisher-KPP reaction-diffusion equation and the advection-diffusion equation as exemplars.

stat.ME↗