arXiv subjects

S. Ashwin Renganathan

Publications and source records attributed to S. Ashwin Renganathan.

13 recordsLinked to original sources

arXiv2025

Two-stage Design for Failure Probability Estimation with Gaussian Process Surrogates

We tackle the problem of quantifying failure probabilities for expensive deterministic computer experiments with stochastic inputs under a fixed budget. The computational cost of the computer simulation prohibits direct Monte Carlo (MC) and necessitates a surrogate model, which may facilitate either a "surrogate MC" estimator or a surrogate-informed importance sampling estimator. We embrace the former, finding importance sampling too variable when budgets are limited, and propose a novel design strategy to effectively train a surrogate for the purpose of failure probability estimation. Existing works exhaust the entire evaluation budget on active learning through sequential contour location (CL), attempting to balance exploration with exploitation of the failure contour throughout the design, but we find exhaustive CL to be suboptimal. Instead we propose a novel two-stage surrogate design. In Stage 1, we conduct sequential CL to locate the failure contour. In Stage 2, once surrogate learning has saturated, we use a solely exploitative strategy -- allocating the remaining evaluation budget to MC samples with the highest classification entropy to ensure they are classified correctly. We propose a stopping criterion to determine the transition between stages without any tuning. Our two-stage design outperforms alternatives, including exhaustive CL and surrogate-informed importance sampling, on a variety of benchmark exercises. With these tools, we are able to effectively estimate small failure probabilities with only hundreds of simulator evaluations, showcasing functionality with both shallow and deep Gaussian process surrogates, and deploying our method on a simulation of fluid flow around an airfoil.

stat.ME↗

arXiv2024

Contour Location for Reliability in Airfoil Simulation Experiments using Deep Gaussian Processes

Bayesian deep Gaussian processes (DGPs) outperform ordinary GPs as surrogate models of complex computer experiments when response surface dynamics are non-stationary, which is especially prevalent in aerospace simulations. Yet DGP surrogates have not been deployed for the canonical downstream task in that setting: reliability analysis through contour location (CL). In that context, we are motivated by a simulation of an RAE-2822 transonic airfoil which demarcates efficient and inefficient flight conditions. Level sets separating passable versus failable operating conditions are best learned through strategic sequential designs. There are two limitations to modern CL methodology which hinder DGP integration in this setting. First, derivative-based optimization underlying acquisition functions is thwarted by sampling-based Bayesian (i.e., MCMC) inference, which is essential for DGP posterior integration. Second, canonical acquisition criteria, such as entropy, are famously myopic to the extent that optimization may even be undesirable. Here we tackle both of these limitations at once, proposing a hybrid criterion that explores along the Pareto front of entropy and (predictive) uncertainty, requiring evaluation only at strategically located "triangulation" candidates. We showcase DGP CL performance in several synthetic benchmark exercises and on the RAE-2822 airfoil.

stat.ME↗

arXiv2024

Multifidelity Cross-validation

Emulating the mapping between quantities of interest and their control parameters using surrogate models finds widespread application in engineering design, including in numerical optimization and uncertainty quantification. Gaussian process models can serve as a probabilistic surrogate model of unknown functions, thereby making them highly suitable for engineering design and decision-making in the presence of uncertainty. In this work, we are interested in emulating quantities of interest observed from models of a system at multiple fidelities, which trade accuracy for computational efficiency. Using multifidelity Gaussian process models, to efficiently fuse models at multiple fidelities, we propose a novel method to actively learn the surrogate model via leave-one-out cross-validation (LOO-CV). Our proposed multifidelity cross-validation (\texttt{MFCV}) approach develops an adaptive approach to reduce the LOO-CV error at the target (highest) fidelity, by learning the correlations between the LOO-CV at all fidelities. \texttt{MFCV} develops a two-step lookahead policy to select optimal input-fidelity pairs, both in sequence and in batches, both for continuous and discrete fidelity spaces. We demonstrate the utility of our method on several synthetic test problems as well as on the thermal stress analysis of a gas turbine blade.

stat.CO↗

arXiv2022

CAMERA: A Method for Cost-aware, Adaptive, Multifidelity, Efficient Reliability Analysis

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling methods are intractable when expensive high-fidelity simulations have to be queried. We propose a method to use models of multiple fidelities that trade accuracy for computational efficiency. Specifically, we propose the use of multifidelity Gaussian process models to efficiently fuse models at multiple fidelity, thereby offering a cheap surrogate model that emulates the original model at all fidelities. Furthermore, we propose a novel sequential \emph{acquisition function}-based experiment design framework that can automatically select samples from appropriate fidelity models to make predictions about quantities of interest in the highest fidelity. We use our proposed approach in an importance sampling setting and demonstrate our method on the failure level set estimation and probability estimation on synthetic test functions as well as two real-world applications, namely, the reliability analysis of a gas turbine engine blade using a finite element method and a transonic aerodynamic wing test case using Reynolds-averaged Navier--Stokes equations. We demonstrate that our method predicts the failure boundary and probability more accurately and computationally efficiently while using varying fidelity models compared with using just a single expensive high-fidelity model.

math.NA↗

arXiv2021

Data-Driven Wind Turbine Wake Modeling via Probabilistic Machine Learning

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions, and the interaction between wakes. Physics-based models that capture the wake flow-field with high-fidelity are computationally very expensive to perform layout optimization of wind farms, and, thus, data-driven reduced order models can represent an efficient alternative for simulating wind farms. In this work, we use real-world light detection and ranging (LiDAR) measurements of wind-turbine wakes to construct predictive surrogate models using machine learning. Specifically, we first demonstrate the use of deep autoencoders to find a low-dimensional \emph{latent} space that gives a computationally tractable approximation of the wake LiDAR measurements. Then, we learn the mapping between the parameter space and the (latent space) wake flow-fields using a deep neural network. Additionally, we also demonstrate the use of a probabilistic machine learning technique, namely, Gaussian process modeling, to learn the parameter-space-latent-space mapping in addition to the epistemic and aleatoric uncertainty in the data. Finally, to cope with training large datasets, we demonstrate the use of variational Gaussian process models that provide a tractable alternative to the conventional Gaussian process models for large datasets. Furthermore, we introduce the use of active learning to adaptively build and improve a conventional Gaussian process model predictive capability. Overall, we find that our approach provides accurate approximations of the wind-turbine wake flow field that can be queried at an orders-of-magnitude cheaper cost than those generated with high-fidelity physics-based simulations.

cs.LG↗

arXiv2021

Machine-learning identification of the variability of mean velocity and turbulence intensity for wakes generated by onshore wind turbines: Cluster analysis of wind LiDAR measurements

Wind turbine wakes are the result of the extraction of kinetic energy from the incoming atmospheric wind exerted from a wind turbine rotor. Therefore, the reduced mean velocity and enhanced turbulence intensity within the wake are affected by the characteristics of the incoming wind, turbine blade aerodynamics, and the turbine control settings. In this work, LiDAR measurements of isolated wakes generated by wind turbines installed at an onshore wind farm are leveraged to characterize the variability of the wake mean velocity and turbulence intensity during typical operations encompassing a breadth of atmospheric stability regimes, levels of power capture, and, in turn, rotor thrust coefficients. For the statistical analysis of the wake velocity fields, the LiDAR measurements are clustered through a k-means algorithm, which enables to identify of the most representative realizations of the wind turbine wakes while avoiding the imposition of thresholds for the various wind and turbine parameters, which can be biased by preconceived, and potentially incorrect, notions. Considering the large number of LiDAR samples collected to probe the wake velocity field over the horizontal plane at hub height, the dimensionality of the experimental dataset is reduced by projecting the LiDAR data on an intelligently-truncated basis obtained with the proper orthogonal decomposition (POD). The coefficients of only five physics-informed POD modes, which are considered sufficient to reproduce the observed wake variability, are then injected in the k-means algorithm for clustering the LiDAR dataset. The analysis of the clustered LiDAR data, and the associated SCADA and meteorological data, enables the study of the variability of the wake velocity deficit, wake extent, and wake-added turbulence intensity for different thrust coefficients of the turbine rotor and regimes of atmospheric stability.

physics.flu-dyn↗

arXiv2021

Lookahead Acquisition Functions for Finite-Horizon Time-Dependent Bayesian Optimization and Application to Quantum Optimal Control

We propose a novel Bayesian method to solve the maximization of a time-dependent expensive-to-evaluate stochastic oracle. We are interested in the decision that maximizes the oracle at a finite time horizon, given a limited budget of noisy evaluations of the oracle that can be performed before the horizon. Our recursive two-step lookahead acquisition function for Bayesian optimization makes nonmyopic decisions at every stage by maximizing the expected utility at the specified time horizon. Specifically, we propose a generalized two-step lookahead framework with a customizable \emph{value} function that allows users to define the utility. We illustrate how lookahead versions of classic acquisition functions such as the expected improvement, probability of improvement, and upper confidence bound can be obtained with this framework. We demonstrate the utility of our proposed approach on several carefully constructed synthetic cases and a real-world quantum optimal control problem.

stat.CO↗

arXiv2020

Recursive Two-Step Lookahead Expected Payoff for Time-Dependent Bayesian Optimization

We propose a novel Bayesian method to solve the maximization of a time-dependent expensive-to-evaluate oracle. We are interested in the decision that maximizes the oracle at a finite time horizon, when relatively few noisy evaluations can be performed before the horizon. Our recursive, two-step lookahead expected payoff ($\texttt{r2LEY}$) acquisition function makes nonmyopic decisions at every stage by maximizing the estimated expected value of the oracle at the horizon. $\texttt{r2LEY}$ circumvents the evaluation of the expensive multistep (more than two steps) lookahead acquisition function by recursively optimizing a two-step lookahead acquisition function at every stage; unbiased estimators of this latter function and its gradient are utilized for efficient optimization. $\texttt{r2LEY}$ is shown to exhibit natural exploration properties far from the time horizon, enabling accurate emulation of the oracle, which is exploited in the final decision made at the horizon. To demonstrate the utility of $\texttt{r2LEY}$, we compare it with time-dependent extensions of popular myopic acquisition functions via both synthetic and real-world datasets.

math.OC↗

arXiv2020

Enhanced data efficiency using deep neural networks and Gaussian processes for aerodynamic design optimization

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that can then be used in a gradient-based optimizer. This makes them very well suited for high-fidelity simulation based aerodynamic shape optimization of highly parametrized geometries such as aircraft wings. However, the development of adjoint-based solvers involve careful mathematical treatment and their implementation require detailed software development. Furthermore, they can become prohibitively expensive when multiple optimization problems are being solved, each requiring multiple restarts to circumvent local optima. In this work, we propose a machine learning enabled, surrogate-based framework that replaces the expensive adjoint solver, without compromising on predicting predictive accuracy. Specifically, we first train a deep neural network (DNN) from training data generated from evaluating the high-fidelity simulation model on a model-agnostic, design of experiments on the geometry shape parameters. The optimum shape may then be computed by using a gradient-based optimizer coupled with the trained DNN. Subsequently, we also perform a gradient-free Bayesian optimization, where the trained DNN is used as the prior mean. We observe that the latter framework (DNN-BO) improves upon the DNN-only based optimization strategy for the same computational cost. Overall, this framework predicts the true optimum with very high accuracy, while requiring far fewer high-fidelity function calls compared to the adjoint-based method. Furthermore, we show that multiple optimization problems can be solved with the same machine learning model with high accuracy, to amortize the offline costs associated with constructing our models.

physics.comp-ph↗

arXiv2020

Machine-Learning for Nonintrusive Model Order Reduction of the Parametric Inviscid Transonic Flow past an airfoil

Fluid flow in the transonic regime finds relevance in aerospace engineering, particularly in the design of commercial air transportation vehicles. Computational fluid dynamics models of transonic flow for aerospace applications are computationally expensive to solve because of the high degrees of freedom as well as the coupled nature of the conservation laws. While these issues pose a bottleneck for the use of such models in aerospace design, computational costs can be significantly minimized by constructing special, structure-preserving surrogate models called reduced-order models. Such models are known to incur huge off-line costs, however, which can sometimes outweigh their potential benefits. Furthermore, their prediction accuracy is known to be poor under transonic flow conditions. In this work, we propose a machine learning method to construct reduced-order models via deep neural networks, and we demonstrate its ability to preserve accuracy with significantly lower offline and online costs. In addition, our machine learning methodology is physics-informed and constrained through the utilization of an interpretable encoding by way of proper orthogonal decomposition. Application to the inviscid transonic flow past the RAE2822 airfoil under varying freestream Mach numbers and angles of attack, as well as airfoil shape parameters with a deforming mesh, shows that the proposed approach adapts to high-dimensional parameter variation well. Notably, the proposed framework precludes knowledge of numerical operators utilized in the data generation phase, thereby demonstrating its potential utility in fast exploration of design space for diverse engineering applications.

physics.flu-dyn↗

arXiv2019

Aerodynamic Data Fusion Towards the Digital Twin Paradigm

We consider the fusion of two aerodynamic data sets originating from differing fidelity physical or computer experiments. We specifically address the fusion of: 1) noisy and in-complete fields from wind tunnel measurements and 2) deterministic but biased fields from numerical simulations. These two data sources are fused in order to estimate the \emph{true} field that best matches measured quantities that serves as the ground truth. For example, two sources of pressure fields about an aircraft are fused based on measured forces and moments from a wind-tunnel experiment. A fundamental challenge in this problem is that the true field is unknown and can not be estimated with 100\% certainty. We employ a Bayesian framework to infer the true fields conditioned on measured quantities of interest; essentially we perform a \emph{statistical correction} to the data. The fused data may then be used to construct more accurate surrogate models suitable for early stages of aerospace design. We also introduce an extension of the Proper Orthogonal Decomposition with constraints to solve the same problem. Both methods are demonstrated on fusing the pressure distributions for flow past the RAE2822 airfoil and the Common Research Model wing at transonic conditions. Comparison of both methods reveal that the Bayesian method is more robust when data is scarce while capable of also accounting for uncertainties in the data. Furthermore, given adequate data, the POD based and Bayesian approaches lead to \emph{similar} results.

cs.CE↗

arXiv2019

Koopman-Based Approach to Non-intrusive Projection-Based Reduced-Order Modeling with Black-Box High-Fidelity Models. Part II: Application

A methodology for non-intrusive, projection-based non-linear model reduction originally presented by Renganathan et. al. (2018)~\cite{renganathan2018koopman} is further extended towards parametric systems with focus on application to aerospace design. Specifically, we extend the method for static systems with parametric geometry (that deforms the mesh), in addition to parametric boundary conditions. The main idea is to first perform a transformation on the governing equations such that it is lifted to a higher dimensional but linear under-determined system. This enables one to extract the system matrices easily compared to that of the original non-linear system. The under-determined system is closed with a set of model-dependent non-linear constraints upon which the model reduction is finally performed. The methodology is validated on the subsonic and transonic inviscid flow past the NACA0012 and the RAE2822 airfoils. We further demonstrate the utility of the approach by applying it to two common problems in aerospace design namely, derivative-free global optimization and parametric uncertainty quantification with Monte Carlo sampling. Overall, the methodology is shown to achieve accuracy upto 5\% and computational speed-up of 2-3 orders of magnitude as that of the full-order model. Comparison against another non-intrusive model reduction method revealed that the proposed approach is more robust, accurate and retains the consistency between the state variables.

math.OC↗

arXiv2017

A Methodology for Projection-Based Model Reduction with Black-Box High-Fidelity Models

This paper presents a methodology that enables projection-based model reduction for black-box high-fidelity models such as commercial CFD codes. The methodology specifically addresses the situation where the high-fidelity model may be a black-box but there is complete knowledge of the governing equations. The main idea is that the linear operator matrix, resulting from the discretization of the linear differential terms is approximated directly using a suitable discretization method such as the Finite Volume Method and requires only the computational grid as input. In this regard, the governing equations are first cast in terms of a set of scalar observables of the state variables, leading to a linear set of equations. By applying the snapshots of the observables to the discrete linear operator, a right hand side vector is obtained, providing the necessary system matrices for the Galerkin projection step. This way an online database of ROMs are generated for various parameter snapshots which are then interpolated online to predict the state for new parameter instances. Finally, the reduced order model is posed as a non-linear constrained optimization problem that can be solved at a significantly cheaper cost compared to the full order model. The method is successfully demonstrated on on a canonical non-linear parametric PDE with exponential non-linearity, followed by the compressible inviscid ow past the NACA0012 airfoil. As a first step, this paper focuses only on establishing feasibility of the method.

math.AP↗