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Marco Tezzele

Publications and source records attributed to Marco Tezzele.

At least 19 recordsLinked to original sources

Adaptive digital twins for predictive decision-making: Online Bayesian learning of transition dynamics

This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional interaction between the physical and virtual domains is modeled using dynamic Bayesian networks. By treating state transition probabilities as random variables endowed with conjugate priors, we enable hierarchical online learning of transition dynamics from a state to another through effortless Bayesian updates. We provide the mathematical framework to account for a larger class of distributions with respect to the current literature on digital twins. To compute dynamic policies with precision updates we solve parametric Markov decision processes through reinforcement learning. The proposed adaptive digital twin framework enjoys enhanced personalization, increased robustness, and improved cost-effectiveness. We assess our approach on a case study involving structural health monitoring and maintenance planning of a railway bridge.

cs.LG

Digital Twins in Coronary Artery Disease: A Mathematical Roadmap

The combination of data and models, enhanced by AI methodologies, leads to the paradigm called Digital Twins. This concept is expected to bring unprecedented support to personalized medicine. The combination of mathematical and numerical models with diagnostic devices that provide patient-specific knowledge in a bidirectional framework can be a formidable decision support for clinicians. In this paper, we consider some mathematical aspects of constructing a Digital Twin to prevent and treat Coronary Artery Disease. The keywords for the bidirectional communication between twins in our system are (i) Data Assimilation and (ii) Probabilistic Graphic Models. In particular, a quantity of paramount interest in the evaluation and prognosis of Coronary Artery Disease is the Wall Shear Stress, i.e., the tangential component of normal stress on the arterial wall. By considering steps for the personalization and the synthesis of Wall Shear Stress estimation, we propose a mathematical roadmap for constructing a Digital Twin system that could help prevent infarcts, one of the most lethal diseases in the world.

math.NA

Non-intrusive reduced-order modeling for dynamical systems with spatially localized features

This work presents a non-intrusive reduced-order modeling framework for dynamical systems with spatially localized features characterized by slow singular value decay. The proposed approach builds upon two existing methodologies for reduced and full-order non-intrusive modeling, namely Operator Inference (OpInf) and sparse Full-Order Model (sFOM) inference. We decompose the domain into two complementary subdomains that exhibit fast and slow singular value decay. The dynamics of the subdomain exhibiting slow singular value decay are learned with sFOM while the dynamics with intrinsically low dimensionality on the complementary subdomain are learned with OpInf. The resulting, coupled OpInf-sFOM formulation leverages the computational efficiency of OpInf and the high resolution of sFOM, and thus enables fast non-intrusive predictions for conditions beyond those sampled in the training data set. A novel regularization technique with a closed-form solution based on the Gershgorin disk theorem is introduced to promote stable sFOM and OpInf models. We also provide a data-driven indicator for subdomain selection and ensure solution smoothness over the interface via a post-processing interpolation step. We evaluate the efficiency of the approach in terms of offline and online speedup through a quantitative, parametric computational cost analysis. We demonstrate the coupled OpInf-sFOM formulation for two test cases: a one-dimensional Burgers' model for which accurate predictions beyond the span of the training snapshots are presented, and a two-dimensional parametric model for the Pine Island Glacier ice thickness dynamics, for which the OpInf-sFOM model achieves an average prediction error on the order of $1 \%$ with an online speedup factor of approximately $8\times$ compared to the numerical simulation.

math.DS

Data-driven parameterization refinement for the structural optimization of cruise ship hulls

In this work, we focus on the early design phase of cruise ship hulls, where the designers are tasked with ensuring the structural resilience of the ship against extreme waves while reducing steel usage and respecting safety and manufacturing constraints. At this stage the geometry of the ship is already finalized and the designer choose the thickness of the primary structural elements, such as decks, bulkheads, and the shell. Reduced order modeling and black-box optimization techniques reduce the use of expensive finite element analysis to only validate the most promising configurations, thanks to the efficient exploration of the domain of decision variables. However, the quality of the final results heavily relies on the problem formulation, and on how the structural elements are assigned to the decision variables. With the increased request for alternative fuels and engine technologies, the designers are often faced with novel configurations and risk producing ill-suited parameterizations. To address this issue, we enhanced a structural optimization pipeline for cruise ships developed in collaboration with Fincantieri S.p.A. with a novel data-driven hierarchical reparameterization procedure, based on the optimization of a series of sub-problems. Moreover, we implemented a multi-objective optimization module to provide the designers with insights into the efficient trade-offs between competing quantities of interest and enhanced the single-objective Bayesian optimization module. The new pipeline is tested on a simplified midship section and a full ship hull, comparing the automated reparameterization to a baseline model provided by the designers. The tests show that the iterative refinement outperforms the baseline, thus streamlining the initial design phase and helping tackle more innovative projects.

math.NA

Data-driven Discovery of Delay Differential Equations with Discrete Delays

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to identify delay differential equations by using an augmented library that includes delayed samples and Bayesian optimization. To identify a possibly unknown delay we minimize the reconstruction error over a set of candidates. The resulting methodology improves the overall performance by remarkably reducing the number of calls to SINDy with respect to a brute force approach. We also address a multivariate setting to identify multiple unknown delays and (non-multiplicative) parameters. Several numerical tests on delay differential equations with different long-term behavior, number of variables, delays, and parameters support the use of Bayesian optimization highlighting both the efficacy of the proposed methodology and its computational advantages. As a consequence, the class of discoverable models is significantly expanded.

math.NA

Adaptive planning for risk-aware predictive digital twins

This work proposes a mathematical framework to increase the robustness to rare events of digital twins modelled with graphical models. We incorporate probabilistic model-checking and linear programming into a dynamic Bayesian network to enable the construction of risk-averse digital twins. By modeling with a random variable the probability of the asset to transition from one state to another, we define a parametric Markov decision process. By solving this Markov decision process, we compute a policy that defines state-dependent optimal actions to take. To account for rare events connected to failures we leverage risk measures associated with the distribution of the random variables describing the transition probabilities. We refine the optimal policy at every time step resulting in a better trade off between operational costs and performances. We showcase the capabilities of the proposed framework with a structural digital twin of an unmanned aerial vehicle and its adaptive mission replanning.

math.NA

A local approach to parameter space reduction for regression and classification tasks

Parameter space reduction has been proved to be a crucial tool to speed-up the execution of many numerical tasks such as optimization, inverse problems, sensitivity analysis, and surrogate models' design, especially when in presence of high-dimensional parametrized systems. In this work we propose a new method called local active subspaces (LAS), which explores the synergies of active subspaces with supervised clustering techniques in order to carry out a more efficient dimension reduction in the parameter space. The clustering is performed without losing the input-output relations by introducing a distance metric induced by the global active subspace. We present two possible clustering algorithms: K-medoids and a hierarchical top-down approach, which is able to impose a variety of subdivision criteria specifically tailored for parameter space reduction tasks. This method is particularly useful for the community working on surrogate modelling. Frequently, the parameter space presents subdomains where the objective function of interest varies less on average along different directions. So, it could be approximated more accurately if restricted to those subdomains and studied separately. We tested the new method over several numerical experiments of increasing complexity, we show how to deal with vectorial outputs, and how to classify the different regions with respect to the local active subspace dimension. Employing this classification technique as a preprocessing step in the parameter space, or output space in case of vectorial outputs, brings remarkable results for the purpose of surrogate modelling.

stat.ML

PyDMD: A Python package for robust dynamic mode decomposition

The dynamic mode decomposition (DMD) is a simple and powerful data-driven modeling technique that is capable of revealing coherent spatiotemporal patterns from data. The method's linear algebra-based formulation additionally allows for a variety of optimizations and extensions that make the algorithm practical and viable for real-world data analysis. As a result, DMD has grown to become a leading method for dynamical system analysis across multiple scientific disciplines. PyDMD is a Python package that implements DMD and several of its major variants. In this work, we expand the PyDMD package to include a number of cutting-edge DMD methods and tools specifically designed to handle dynamics that are noisy, multiscale, parameterized, prohibitively high-dimensional, or even strongly nonlinear. We provide a complete overview of the features available in PyDMD as of version 1.0, along with a brief overview of the theory behind the DMD algorithm, information for developers, tips regarding practical DMD usage, and introductory coding examples. All code is available at https://github.com/PyDMD/PyDMD .

stat.CO

A multi-fidelity approach coupling parameter space reduction and non-intrusive POD with application to structural optimization of passenger ship hulls

Nowadays, the shipbuilding industry is facing a radical change towards solutions with a smaller environmental impact. This can be achieved with low emissions engines, optimized shape designs with lower wave resistance and noise generation, and by reducing the metal raw materials used during the manufacturing. This work focuses on the last aspect by presenting a complete structural optimization pipeline for modern passenger ship hulls which exploits advanced model order reduction techniques to reduce the dimensionality of both input parameters and outputs of interest. We introduce a novel approach which incorporates parameter space reduction through active subspaces into the proper orthogonal decomposition with interpolation method. This is done in a multi-fidelity setting. We test the whole framework on a simplified model of a midship section and on the full model of a passenger ship, controlled by 20 and 16 parameters, respectively. We present a comprehensive error analysis and show the capabilities and usefulness of the methods especially during the preliminary design phase, finding new unconsidered designs while handling high dimensional parameterizations.

math.NA

A DeepONet multi-fidelity approach for residual learning in reduced order modeling

In the present work, we introduce a novel approach to enhance the precision of reduced order models by exploiting a multi-fidelity perspective and DeepONets. Reduced models provide a real-time numerical approximation by simplifying the original model. The error introduced by the such operation is usually neglected and sacrificed in order to reach a fast computation. We propose to couple the model reduction to a machine learning residual learning, such that the above-mentioned error can be learned by a neural network and inferred for new predictions. We emphasize that the framework maximizes the exploitation of high-fidelity information, using it for building the reduced order model and for learning the residual. In this work, we explore the integration of proper orthogonal decomposition (POD), and gappy POD for sensors data, with the recent DeepONet architecture. Numerical investigations for a parametric benchmark function and a nonlinear parametric Navier-Stokes problem are presented.

math.NA

A digital twin framework for civil engineering structures

The digital twin concept represents an appealing opportunity to advance condition-based and predictive maintenance paradigms for civil engineering systems, thus allowing reduced lifecycle costs, increased system safety, and increased system availability. This work proposes a predictive digital twin approach to the health monitoring, maintenance, and management planning of civil engineering structures. The asset-twin coupled dynamical system is encoded employing a probabilistic graphical model, which allows all relevant sources of uncertainty to be taken into account. In particular, the time-repeating observations-to-decisions flow is modeled using a dynamic Bayesian network. Real-time structural health diagnostics are provided by assimilating sensed data with deep learning models. The digital twin state is continually updated in a sequential Bayesian inference fashion. This is then exploited to inform the optimal planning of maintenance and management actions within a dynamic decision-making framework. A preliminary offline phase involves the population of training datasets through a reduced-order numerical model and the computation of a health-dependent control policy. The strategy is assessed on two synthetic case studies, involving a cantilever beam and a railway bridge, demonstrating the dynamic decision-making capabilities of health-aware digital twins.

math.NA

Kernel-based active subspaces with application to computational fluid dynamics parametric problems using the discontinuous Galerkin method

Nonlinear extensions to the active subspaces method have brought remarkable results for dimension reduction in the parameter space and response surface design. We further develop a kernel-based nonlinear method. In particular we introduce it in a broader mathematical framework that contemplates also the reduction in parameter space of multivariate objective functions. The implementation is thoroughly discussed and tested on more challenging benchmarks than the ones already present in the literature, for which dimension reduction with active subspaces produces already good results. Finally, we show a whole pipeline for the design of response surfaces with the new methodology in the context of a parametric CFD application solved with the Discontinuous Galerkin method.

math.NA

Multi-fidelity data fusion through parameter space reduction with applications to automotive engineering

Multi-fidelity models are of great importance due to their capability of fusing information coming from different numerical simulations, surrogates, and sensors. We focus on the approximation of high-dimensional scalar functions with low intrinsic dimensionality. By introducing a low dimensional bias we can fight the curse of dimensionality affecting these quantities of interest, especially for many-query applications. We seek a gradient-based reduction of the parameter space through linear active subspaces or a nonlinear transformation of the input space. Then we build a low-fidelity response surface based on such reduction, thus enabling nonlinear autoregressive multi-fidelity Gaussian process regression without the need of running new simulations with simplified physical models. This has a great potential in the data scarcity regime affecting many engineering applications. In this work we present a new multi-fidelity approach that involves active subspaces and the nonlinear level-set learning method, starting from the preliminary analysis previously conducted in Romor et al. 2020. The proposed framework is tested on two high-dimensional benchmark functions, and on a more complex car aerodynamics problem. We show how a low intrinsic dimensionality bias can increase the accuracy of Gaussian process response surfaces.

math.NA

A data-driven partitioned approach for the resolution of time-dependent optimal control problems with dynamic mode decomposition

This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of computational effort, we rely on this specific data-driven technique, using both solution and desired state measurements to extract the underlying system dynamics. Thus, after the Dynamic Mode Decomposition operators construction, we reconstruct and perform future predictions for all the variables of interest at a lower computational cost with respect to the standard space-time discretized models. We test the methodology in terms of relative reconstruction and prediction errors on a boundary control for a Graetz flow and on a distributed control with Stokes constraints.

math.OC

ATHENA: Advanced Techniques for High Dimensional Parameter Spaces to Enhance Numerical Analysis

ATHENA is an open source Python package for reduction in parameter space. It implements several advanced numerical analysis techniques such as Active Subspaces (AS), Kernel-based Active Subspaces (KAS), and Nonlinear Level-set Learning (NLL) method. It is intended as a tool for regression, sensitivity analysis, and in general to enhance existing numerical simulations' pipelines tackling the curse of dimensionality. Source code, documentation, and several tutorials are available on GitHub at https://github.com/mathLab/ATHENA under the MIT license.

math.NA

Hull shape design optimization with parameter space and model reductions, and self-learning mesh morphing

In the field of parametric partial differential equations, shape optimization represents a challenging problem due to the required computational resources. In this contribution, a data-driven framework involving multiple reduction techniques is proposed to reduce such computational burden. Proper orthogonal decomposition (POD) and active subspace genetic algorithm (ASGA) are applied for a dimensional reduction of the original (high fidelity) model and for an efficient genetic optimization based on active subspace property. The parameterization of the shape is applied directly to the computational mesh, propagating the generic deformation map applied to the surface (of the object to optimize) to the mesh nodes using a radial basis function (RBF) interpolation. Thus, topology and quality of the original mesh are preserved, enabling application of POD-based reduced order modeling techniques, and avoiding the necessity of additional meshing steps. Model order reduction is performed coupling POD and Gaussian process regression (GPR) in a data-driven fashion. The framework is validated on a benchmark ship.

math.NA

A supervised learning approach involving active subspaces for an efficient genetic algorithm in high-dimensional optimization problems

In this work, we present an extension of the genetic algorithm (GA) which exploits the supervised learning technique called active subspaces (AS) to evolve the individuals on a lower dimensional space. In many cases, GA requires in fact more function evaluations than others optimization method to converge to the global optimum. Thus, complex and high-dimensional functions may result extremely demanding (from computational viewpoint) to optimize with the standard algorithm. To address this issue, we propose to linearly map the input parameter space of the original function onto its AS before the evolution, performing the mutation and mate processes in a lower dimensional space. In this contribution, we describe the novel method called ASGA, presenting differences and similarities with the standard GA method. We test the proposed method over n-dimensional benchmark functions -- Rosenbrock, Ackley, Bohachevsky, Rastrigin, Schaffer N. 7, and Zakharov -- and finally we apply it to an aeronautical shape optimization problem.

math.NA

On the comparison of LES data-driven reduced order approaches for hydroacoustic analysis

In this work, Dynamic Mode Decomposition (DMD) and Proper Orthogonal Decomposition (POD) methodologies are applied to hydroacoustic dataset computed using Large Eddy Simulation (LES) coupled with Ffowcs Williams and Hawkings (FWH) analogy. First, a low-dimensional description of the flow fields is presented with modal decomposition analysis. Sensitivity towards the DMD and POD bases truncation rank is discussed, and extensive dataset is provided to demonstrate the ability of both algorithms to reconstruct the flow fields with all the spatial and temporal frequencies necessary to support accurate noise evaluation. Results show that while DMD is capable to capture finer coherent structures in the wake region for the same amount of employed modes, reconstructed flow fields using POD exhibit smaller magnitudes of global spatiotemporal errors compared with DMD counterparts. Second, a separate set of DMD and POD modes generated using half the snapshots is employed into two data-driven reduced models respectively, based on DMD mid cast and POD with Interpolation (PODI). In that regard, results confirm that the predictive character of both reduced approaches on the flow fields is sufficiently accurate, with a relative superiority of PODI results over DMD ones. This infers that, discrepancies induced due to interpolation errors in PODI is relatively low compared with errors induced by integration and linear regression operations in DMD, for the present setup. Finally, a post processing analysis on the evaluation of FWH acoustic signals utilizing reduced fluid dynamic fields as input demonstrates that both DMD and PODI data-driven reduced models are efficient and sufficiently accurate in predicting acoustic noises.

math.NA