arXiv subjects

Paul Constantine

Publications and source records attributed to Paul Constantine.

5 recordsLinked to original sources

arXiv2019

Gradient-based dimension reduction of multivariate vector-valued functions

Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these directions and using them to construct ridge approximations of such functions, in the case where the functions are vector-valued (e.g., taking values in $\mathbb{R}^n$). The methodology consists of minimizing an upper bound on the approximation error, obtained by subspace Poincaré inequalities. We provide a thorough mathematical analysis in the case where the parameter space is equipped with a Gaussian probability measure. The resulting method generalizes the notion of active subspaces associated with scalar-valued functions. A numerical illustration shows that using gradients of the function yields effective dimension reduction. We also show how the choice of norm on the codomain of the function has an impact on the function's low-dimensional approximation.

math.AP↗

arXiv2016

A Modified SEIR Model for the Spread of Ebola in Western Africa and Metrics for Resource Allocation

A modified, deterministic SEIR model is developed for the 2014 Ebola epidemic occurring in the West African nations of Guinea, Liberia, and Sierra Leone. The model describes the dynamical interaction of susceptible and infected populations, while accounting for the effects of hospitalization and the spread of disease through interactions with deceased, but infectious, individuals. Using data from the World Health Organization (WHO), parameters within the model are fit to recent estimates of infected and deceased cases from each nation. The model is then analyzed using these parameter values. Finally, several metrics are proposed to determine which of these nations is in greatest need of additional resources to combat the spread of infection. These include local and global sensitivity metrics of both the infected population and the basic reproduction number with respect to rates of hospitalization and proper burial.

q-bio.PE↗

arXiv2015

A density-matching approach for optimization under uncertainty

Modern computers enable methods for design optimization that account for uncertainty in the system---so-called optimization under uncertainty. We propose a metric for OUU that measures the distance between a designer-specified probability density function of the system response the target and system response's density function at a given design. We study an OUU formulation that minimizes this distance metric over all designs. We discretize the objective function with numerical quadrature and approximate the response density function with a Gaussian kernel density estimate. We offer heuristics for addressing issues that arise in this formulation, and we apply the approach to a CFD-based airfoil shape optimization problem. We qualitatively compare the density-matching approach to a multi-objective robust design optimization to gain insight into the method.

math.OC↗

arXiv2014

Exploiting Active Subspaces to Quantify Uncertainty in the Numerical Simulation of the HyShot II Scramjet

We present a computational analysis of the reactive flow in a hypersonic scramjet engine with focus on effects of uncertainties in the operating conditions. We employ a novel methodology based on active subspaces to characterize the effects of the input uncertainty on the scramjet performance. The active subspace identifies one-dimensional structure in the map from simulation inputs to quantity of interest that allows us to reparameterize the operating conditions; instead of seven physical parameters, we can use a single derived active variable. This dimension reduction enables otherwise infeasible uncertainty quantification, considering the simulation cost of roughly 9500 CPU-hours per run. For two values of the fuel injection rate, we use a total of 68 simulations to (i) identify the parameters that contribute the most to the variation in the output quantity of interest, (ii) estimate upper and lower bounds on the quantity of interest, (iii) classify sets of operating conditions as safe or unsafe corresponding to a threshold on the output quantity of interest, and (iv) estimate a cumulative distribution function for the quantity of interest.

math.NA↗

arXiv2014

Computing active subspaces with Monte Carlo

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a symmetric, positive semidefinite matrix whose elements are the average products of partial derivatives of the simulation's input/output map. We study a Monte Carlo method for approximating the eigenpairs of this matrix. We offer both theoretical results based on recent non-asymptotic random matrix theory and a practical approach based on the bootstrap. We extend the analysis to the case when the gradients are approximated, for example, with finite differences. Our goal is to provide guidance for two questions that arise in active subspaces: (i) How many gradient samples does one need to accurately approximate the eigenvalues and subspaces? (ii) What can be said about the accuracy of the estimated subspace, both theoretically and practically? We test the approach on both simple quadratic functions where the active subspace is known and a parameterized PDE with 100 variables characterizing the coefficients of the differential operator.

math.NA↗