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Wolfgang A. Wall

Publications and source records attributed to Wolfgang A. Wall.

At least 19 recordsLinked to original sources

Efficient Bayesian Optimal Experimental Design for Expensive Computational Models over Finite Design Sets

Bayesian calibration is a powerful framework for identifying parameters in complex and large-scale computational models. However, when there is insufficient or poorly suited data for the calibration process, significant uncertainty about the identified parameters remains. This uncertainty can hinder effective decision-making and understanding of the system. In many applications, the experiment that generates the data can be influenced by design variables, such as sensor placements, loading conditions, or test configurations. Often, however, these design variables can not be chosen arbitrarily but only from a finite set of possible experimental designs. We propose an adaptive algorithm for Bayesian optimal experimental design over a finite design set, specifically tailored for applications involving expensive computational models. The method integrates an accelerated nested Monte Carlo estimator that reuses parameter samples to reduce model evaluations. Additionally, it employs common random numbers and Rao--Blackwellization to reduce variance in pairwise expected information gain comparisons. To support decision-making within the algorithm, we estimate the probability that one design outperforms another using bootstrap sampling. Starting with small sample sizes, the algorithm iteratively eliminates inferior designs based on these probabilistic comparisons, allocating additional computational effort only to promising candidates until a single design remains. The resulting approach achieves high reliability at substantially reduced computational cost, making it well-suited for large-scale engineering applications.

cs.CE↗

Scalable High-Dimensional Bayesian Field Reconstruction with Finite Elements: Application to 3D Porous Media Flow

We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in the inferred parameters. The framework delivers a full-covariance Gaussian variational posterior, with a probabilistic treatment of all prior and likelihood hyperparameters, on a three-dimensional curved finite-element discretization at a stochastic field dimension exceeding 400000. To our knowledge, this is the first full-covariance variational reconstruction at this scale, complementing the low-rank Hessian-Laplace approaches that dominate extreme-scale Bayesian inversion. The spatial prior is derived from the stochastic PDE (SPDE) connection and formulated natively in terms of finite-element (FE) operators. The sparse Gaussian variational distribution is parameterized via its precision Cholesky factor, with the sparsity pattern inherited from the domain's Laplacian. Unlike covariance-based sparse parameterizations, which encode only short-range correlations, the sparse precision implicitly represents dense posterior covariances through its sparse inverse, yielding smooth, physically plausible samples at O(n) memory cost and enabling direct evidence-lower-bound (ELBO) gradients via the path-derivative (sticking-the-landing) estimator. Natural gradient strategies stabilize convergence, while a variational Bayes expectation-maximization (VB-EM) loop marginalizes all hyperparameters analytically and induces an automatic coarse-to-fine continuation. The framework is demonstrated on Bayesian permeability field reconstruction for a porous-media flow problem, recovering all major spatial features with high fidelity. Algorithmic ablation and comparison with alternative inference methods quantify the improvements over state-of-the-art baselines.

cs.CE↗

Improved accuracy of continuum surface flux models for metal additive manufacturing melt pool simulations

Computational modeling of the melt pool dynamics in laser-based powder bed fusion metal additive manufacturing (PBF-LB/M) promises to shed light on fundamental mechanisms of defect generation. These processes are accompanied by rapid evaporation so that the evaporation-induced recoil pressure and cooling arise as major driving forces for fluid dynamics and temperature evolution. The magnitude of these interface fluxes depends exponentially on the melt pool surface temperature, which, therefore, has to be predicted with high accuracy. The present work utilizes a diffuse interface finite element model based on a continuum surface flux (CSF) description of interface fluxes to study dimensionally reduced thermal two-phase problems representative for PBF-LB/M in a finite element framework. It is demonstrated that the extreme temperature gradients combined with the high ratios of material properties between metal and ambient gas lead to significant errors in the interface temperatures and fluxes when classical CSF approaches, along with typical interface thicknesses and discretizations, are applied. It is expected that this finding is also relevant for other types of diffuse interface PBF-LB/M melt pool models. A novel parameter-scaled CSF approach is proposed, which is constructed to yield a smoother temperature field in the diffuse interface region, significantly increasing the solution accuracy. The interface thickness required to predict the temperature field with a given level of accuracy is less restrictive by at least one order of magnitude for the proposed parameter-scaled approach compared to classical CSF, drastically reducing computational costs. Finally, we showcase the general applicability of the parameter-scaled CSF to a 3D simulation of stationary laser melting of PBF-LB/M considering the fully coupled thermo-hydrodynamic multi-phase problem, including phase change.

cs.CE↗

Influence of coronary plaque morphology on local mechanical states and associated in-stent restenosis

In-stent restenosis (ISR) after percutaneous coronary intervention is a multi-factorial process. Specific morphological lesion characteristics were observed to contribute to the occurrence of ISR. Local mechanical factors, such as stresses and strains, are known to influence tissue adaptation after stent implantation. However, the influence of morphological features on those local mechanical states and, hence, on the occurrence of ISR remains understudied. This work explores how local mechanical quantities relate to ISR by evaluating the stress distributions in the artery wall during and after stent implantation for morphology-informed lesion examples. We perform computational simulations of the stenting procedure with physics-based patient-specific coronary artery models. Different morphologies are assessed using the spatial plaque composition information from high-resolution coronary computed tomography angiography data. In the sample cases, elevated local tensile stresses were consistently found at sites corresponding to ISR. We found that specific morphological characteristics like circumferential or asymmetric block calcifications result in higher stresses in the surrounding tissue. These findings show that for the observed connection between plaque morphology and ISR, the local mechanical state may represent a relevant link. This study provides a mechanistic, illustrative insight for the examined cases. Future work with larger cohorts and systematic follow-up can establish statistically robust associations.

cs.CE↗

Multi-Physics-Enhanced Bayesian Inverse Analysis: Information Gain from Additional Fields

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available but seemingly useless data are ignored. This work proposes incorporating such data from additional physical fields into the inverse analysis, even when the forward model solves a single-physics problem. A Bayesian framework easily incorporates the additional data and quantifies the resulting uncertainty reduction. We formally introduce the proposed method, which we denote as multi-physics-enhanced Bayesian inverse analysis. Moreover, this work is the first to quantify the reduction in parameter uncertainty by comparing the information gain from the prior to the posterior when using single-physics versus multi-physics data. We demonstrate the potential of the proposed method in two exemplary applications. Our results show that even a few or noisy data points from an additional physical field can considerably increase the information gain, even when the physical field is only weakly or one-way coupled. Overall, this work proposes and promotes the future use of multi-physics-enhanced Bayesian inverse analysis as a cost- and time-saving game-changer across various fields of science and industry, particularly in medicine.

cs.CE↗

Patient-specific prediction of regional lung mechanics in ARDS patients with physics-based models: a validation study

The choice of lung protective ventilation settings for mechanical ventilation has a considerable impact on patient outcome, yet identifying optimal ventilatory settings for individual patients remains highly challenging due to the inherent inter- and intra-patient pathophysiological variability. In this validation study, we demonstrate that physics-based computational lung models tailored to individual patients can resolve this variability, allowing us to predict the otherwise unknown local state of the pathologically affected lung during mechanical ventilation. For seven ARDS patients undergoing invasive mechanical ventilation, physics-based, patient-specific lung models were created using chest CT scans and ventilatory data. By numerically resolving the interaction of the pathological lung with the airway pressure and flow imparted by the ventilator, we predict the time-dependent and heterogeneous local state of the lung for each patient and compare it against the regional ventilation obtained from bedside monitoring using Electrical Impedance Tomography. Excellent agreement between numerical simulations and experimental data was obtained, with the model-predicted anteroposterior ventilation profile achieving a Pearson correlation of 96% with the clinical reference data. Even when considering the regional ventilation within the entire transverse chest cross-section and across the entire dynamic ventilation range, an average correlation of more than 81% and an average root mean square error of less than 15% were achieved. The results of this first systematic validation study demonstrate the ability of computational models to provide clinically relevant information and thereby open the door for a truly patient-specific choice of ventilator settings on the basis of both individual anatomy and pathophysiology.

physics.med-ph↗

Efficient Bayesian multi-fidelity inverse analysis for expensive and non-differentiable physics-based simulations in high stochastic dimensions

High-dimensional Bayesian inverse analysis (dim >> 100) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if the multi-physics models are provided by complex legacy codes. Adjoint-based derivatives are either exceedingly cumbersome to derive or non-existent for practically relevant large-scale nonlinear and coupled multi-physics problems. Similarly, holistic automated differentiation w.r.t. primary variables of multi-physics codes is usually not yet an option and requires extensive code restructuring if not considered from the outset in the software design. This absence of differentiability further exacerbates the already present computational challenges. To overcome the existing limitations, we propose a novel inference approach called Bayesian multi-fidelity inverse analysis (BMFIA), which leverages simpler and computationally cheaper lower-fidelity (LF) models that are designed to provide model derivatives. BMFIA learns a simple, probabilistic dependence of the LF and HF models, which is then employed in an altered likelihood formulation to statistically correct the inaccurate LF response. From a Bayesian viewpoint, this dependence represents a multi-fidelity conditional density (discriminative model). We demonstrate how this multi-fidelity conditional density can be learned robustly in the small data regime from only a few HF and LF simulations (50 to 300), which would not be sufficient for naive surrogate approaches. The formulation is fully differentiable and allows the flexible design of a wide range of LF models.

cs.CE↗

Matrix-Free Evaluation Strategies for Continuous and Discontinuous Galerkin Discretizations on Unstructured Tetrahedral Grids

This study presents novel strategies for improving the node-level performance of matrix-free evaluation of continuous and discontinuous Galerkin spatial discretizations on unstructured tetrahedral grids. In our approach the underlying integrals of a generic finite-element operator are computed cell-by-cell through numerical quadrature using tabulated dense local matrices of shape functions, achieving high throughput for low to moderate-order polynomial degrees. By employing dense matrix-matrix products instead of matrix-vector products for the cell-wise interpolation, the method reaches over $60\%$ of peak performance. The optimization strategies exploit explicit data parallelism to enhance computational efficiency, complemented by a hierarchical mesh reordering algorithm that improves data locality. The matrix-free implementation achieves up to a $6\times$ speedup compared to a global sparse matrix-based approach at a polynomial degree of three. The effectiveness of the method is demonstrated through numerical experiments on the Poisson and Navier--Stokes equations. The Poisson operator is preconditioned by a hybrid multigrid scheme that combines auxiliary continuous finite-element spaces, polynomial and geometric coarsening where possible while employing algebraic multigrid on the coarse mesh. Within the preconditioner, the implementation transitions between the matrix-free and matrix-based strategies for optimal efficiency. Finally, we analyze the strong scaling behavior of the Poisson and Helmholtz operators, demonstrating the method's potential to solve large real-world problems.

math.NA↗

QUEENS: An Open-Source Python Framework for Solver-Independent Analyses of Large-Scale Computational Models

A growing challenge in research and industrial engineering applications is the need for repeated, systematic analysis of large-scale computational models, for example, patient-specific digital twins of diseased human organs: The analysis requires efficient implementation, data, resource management, and parallelization, possibly on distributed systems. To tackle these challenges and save many researchers from annoying, time-consuming tasks, we present QUEENS (Quantification of Uncertain Effects in Engineering Systems), an open-source Python framework for composing and managing simulation analyses with arbitrary (physics-based) solvers on distributed computing infrastructures. Besides simulation management capabilities, QUEENS offers a comprehensive collection of efficiently implemented state-of-the-art algorithms ranging from routines for convergence studies and common optimization algorithms to more advanced sampling algorithms for uncertainty quantification and Bayesian inverse analysis. Additionally, we provide our latest cutting-edge research in multi-fidelity uncertainty quantification, efficient multi-fidelity Bayesian inverse analysis, and probabilistic machine learning. QUEENS adopts a Bayesian, probabilistic mindset but equally supports standard deterministic analysis without requiring prior knowledge of probability theory. The modular architecture allows rapid switching between common types of analyses and facilitates building sophisticated hierarchical algorithms. Encouraging natural incremental steps and scaling towards complexity allows researchers to consider the big picture while building towards it through smaller, manageable steps. The open-source repository is available at https://github.com/queens-py/queens.

cs.CE↗

Anatomically Informed GREIT Reconstruction: Improving EIT Imaging for Lung Monitoring

Objective: Time-difference electrical impedance tomography (EIT) is gaining widespread use for bedside lung monitoring in intensive care patients suffering from lung-related diseases. It involves collecting voltage measurements from electrodes placed on the patient's thorax, which are then used to reconstruct impedance images. This study investigates how incorporating anatomical information from CT data into the widely used GREIT reconstruction algorithm affects EIT images and improves their interpretability. Approach: Based on clinically motivated lung state scenarios, we simulated EIT measurements to assess how the GREIT parameters influence the result of EIT image reconstruction, particularly with respect to noise performance and image accuracy. We introduce quality measures that allow us to perform a quantitative assessment of reconstruction quality. Anatomical features from CT data were included by customizing background conductivity and GREIT training target distribution. Main results: Our analysis confirmed that unphysiological background conductivity assumptions can lead to misleading EIT images, whereas physiological values, although more accurate, come with higher noise sensitivity. By increasing the number of GREIT training targets inside the lung and adapting the respective weighting radius, we significantly improved the anatomical accuracy of the EIT images. When applied to clinical EIT data from a representative ARDS patient, these adjustments in the reconstruction setup substantially enhanced the interpretability of the resulting EIT images. Significance: Integrating CT-based anatomical data in the GREIT reconstruction significantly enhances the clinical applicability of EIT in lung monitoring. The improved interpretability of EIT images facilitates better-informed clinical decisions and the individualized adjustment of ventilation strategies for critically ill patients.

physics.med-ph↗

A consistent diffuse-interface finite element approach to rapid melt--vapor dynamics with application to metal additive manufacturing

Metal additive manufacturing via laser-based powder bed fusion (PBF-LB/M) faces performance-critical challenges due to complex melt pool and vapor dynamics, often oversimplified by computational models that neglect crucial aspects, such as vapor jet formation. To address this limitation, we propose a consistent computational multi-physics mesoscale model to study melt pool dynamics, laser-induced evaporation, and vapor flow. In addition to the evaporation-induced pressure jump, we also resolve the evaporation-induced volume expansion and the resulting velocity jump at the liquid--vapor interface. We use an anisothermal incompressible Navier--Stokes solver extended by a conservative diffuse level-set framework and integrate it into a matrix-free adaptive finite element framework. To ensure accurate physical solutions despite extreme density, pressure and velocity gradients across the diffuse liquid--vapor interface, we employ consistent interface source term formulations developed in our previous work. These formulations consider projection operations to extend solution variables from the sharp liquid--vapor interface into the computational domain. Benchmark examples, including film boiling, confirm the accuracy and versatility of the model. As a key result, we demonstrate the model's ability to capture the strong coupling between melt and vapor flow dynamics in PBF-LB/M based on simulations of stationary laser illumination on a metal plate. Additionally, we show the derivation of the well-known Anisimov model and extend it to a new hybrid model. This hybrid model, together with consistent interface source term formulations, especially for the level-set transport velocity, enables PBF-LB/M simulations that combine accurate physical results with the robustness of an incompressible, diffuse-interface computational modeling framework.

cs.CE↗

Patient-specific coronary angioplasty simulations -- a mixed-dimensional finite element modeling approach

Coronary angioplasty with stent implantation is the most frequently used interventional treatment for coronary artery disease. However, reocclusion within the stent, referred to as in-stent restenosis, occurs in up to 10% of lesions. It is widely accepted that mechanical loads on the vessel wall strongly affect adaptive and maladaptive mechanisms. Yet, the role of procedural and lesion-specific influence on restenosis risk remains understudied. Computational modeling of the stenting procedure can provide new mechanistic insights, such as local stresses, that play a significant role in tissue growth and remodeling. Previous simulation studies often featured simplified artery and stent geometries and cannot be applied to real-world examples. Realistic simulations were computationally expensive since they featured fully resolved stenting device models. The aim of this work is to develop and present a mixed-dimensional formulation to simulate the patient-specific stenting procedure with a reduced-dimensional beam model for the stent and 3D models for the artery. In addition to presenting the numerical approach, we apply it to realistic cases to study the intervention's mechanical effect on the artery and correlate the findings with potential high-risk locations for in-stent restenosis. We found that high artery wall stresses develop during the coronary intervention in severely stenosed areas and at the stent boundaries. Herewith, we lay the groundwork for further studies towards preventing in-stent restenosis after coronary angioplasty.

cs.CE↗

Computational modelling of cancer nanomedicine: Integrating hyperthermia treatment into a multiphase porous-media tumour model

Heat-based cancer treatment, so-called hyperthermia, can be used to destroy tumour cells directly or to make them more susceptible to chemotherapy or radiation therapy. To apply heat locally, iron oxide nanoparticles are injected into the bloodstream and accumulate at the tumour site, where they generate heat when exposed to an alternating magnetic field. However, the temperature must be precisely controlled to achieve therapeutic benefits while avoiding damage to healthy tissue. We therefore present a computational model for nanoparticle-mediated hyperthermia treatment fully integrated into a multiphase porous-media model of the tumour and its microenvironment. We study how the temperature depends on the amount of nanoparticles accumulated in the tumour area and the specific absorption rate of the nanoparticles. Our results show that host tissue surrounding the tumour is also exposed to considerable doses of heat due to the high thermal conductivity of the tissue, which may cause pain or even unnecessary irreversible damage. Further, we include a lumped and a discrete model for the cooling effect of blood perfusion. Using a discrete model of a realistic microvasculature reveals that the small capillaries do not have a significant cooling effect during hyperthermia treatment and that the commonly used lumped model based on Pennes' bioheat equation overestimates the effect: within the specific conditions analysed, the difference between lumped and discrete approaches is approximatively 0.75°C, which could influence the therapeutic intervention outcome. Such a comprehensive computational model, as presented here, can provide insights into the optimal treatment parameters for nanoparticle-mediated hyperthermia and can be used to design more efficient treatment strategies.

cs.CE↗

Dynamic Learning Rate Decay for Stochastic Variational Inference

Like many optimization algorithms, Stochastic Variational Inference (SVI) is sensitive to the choice of the learning rate. If the learning rate is too small, the optimization process may be slow, and the algorithm might get stuck in local optima. On the other hand, if the learning rate is too large, the algorithm may oscillate or diverge, failing to converge to a solution. Adaptive learning rate methods such as Adam, AdaMax, Adagrad, or RMSprop automatically adjust the learning rate based on the history of gradients. Nevertheless, if the base learning rate is too large, the variational parameters might still oscillate around the optimal solution. With learning rate schedules, the learning rate can be reduced gradually to mitigate this problem. However, the amount at which the learning rate should be decreased in each iteration is not known a priori, which can significantly impact the performance of the optimization. In this work, we propose a method to decay the learning rate based on the history of the variational parameters. We use an empirical measure to quantify the amount of oscillations against the progress of the variational parameters to adapt the learning rate. The approach requires little memory and is computationally efficient. We demonstrate in various numerical examples that our method reduces the sensitivity of the optimization performance to the learning rate and that it can also be used in combination with other adaptive learning rate methods.

cs.CE↗

Constitutive Models for Active Skeletal Muscle: Review, Comparison, and Application in a Novel Continuum Shoulder Model

The shoulder joint is one of the functionally and anatomically most sophisticated articular systems in the human body. Both complex movement patterns and the stabilization of the highly mobile joint rely on intricate three-dimensional interactions among various components. Continuum-based finite element models can capture such complexity, and are thus particularly relevant in shoulder biomechanics. Considering their role as active joint stabilizers and force generators, skeletal muscles require special attention regarding their constitutive description. In this contribution, we propose a constitutive description to model active skeletal muscle within complex musculoskeletal systems, focusing on a novel continuum shoulder model. We thoroughly review existing material models before analyzing three selected ones in detail: an active-stress, an active-strain, and a generalized active-strain approach. To establish a basis for comparison, we identify the material parameters based on experimental stress-strain data obtained under various active and passive loading conditions. We discuss the concepts to incorporate active contractile behavior from a mathematical and physiological perspective, address analytical and numerical challenges arising from the mathematical formulations, and analyze the included biophysical principles of force generation in terms of physiological correctness and relevance for human shoulder modeling. Based on these insights, we present an improved constitutive model combining the studied models' most promising and relevant features. Using the example of a fusiform muscle, we investigate force generation, deformation, and kinematics during active isometric and free contractions. Eventually, we demonstrate the applicability of the suggested material model in a novel continuum mechanical model of the human shoulder.

cs.CE↗

A consistent diffuse-interface model for two-phase flow problems with rapid evaporation

We present accurate and mathematically consistent formulations of a diffuse-interface model for two-phase flow problems involving rapid evaporation. The model addresses challenges including discontinuities in the density field by several orders of magnitude, leading to high velocity and pressure jumps across the liquid-vapor interface, along with dynamically changing interface topologies. To this end, we integrate an incompressible Navier-Stokes solver combined with a conservative level-set formulation and a regularized, i.e., diffuse, representation of discontinuities into a matrix-free adaptive finite element framework. The achievements are three-fold: First, we propose mathematically consistent definitions for the level-set transport velocity in the diffuse interface region by extrapolating the velocity from the liquid or gas phase. They exhibit superior prediction accuracy for the evaporated mass and the resulting interface dynamics compared to a local velocity evaluation, especially for strongly curved interfaces. Second, we show that accurate prediction of the evaporation-induced pressure jump requires a consistent, namely a reciprocal, density interpolation across the interface, which satisfies local mass conservation. Third, the combination of diffuse interface models for evaporation with standard Stokes-type constitutive relations for viscous flows leads to significant pressure artifacts in the diffuse interface region. To mitigate these, we propose to introduce a correction term for such constitutive model types. Through selected analytical and numerical examples, the aforementioned properties are validated. The presented model promises new insights in simulation-based prediction of melt-vapor interactions in thermal multiphase flows such as in laser-based powder bed fusion of metals.

cs.CE↗

Anaysis of the validity of P2D models for solid-state batteries in a large parameter range

Simulation models are nowadays indispensable to efficiently assess or optimize novel battery cell concepts during the development process. Electro-chemo-mechano models are widely used to investigate solid-state batteries during cycling and allow the prediction of the dependence of design parameters like material properties, geometric properties, or operating conditions on output quantities like the state of charge. One possibility of classification of these physics-based models is their level of geometric resolution, including three-dimensionally resolved models and geometrically homogenized models, known as Doyle-Fuller-Newman or pseudo two-dimensional models. Within this study, the advantages and drawbacks of these two types of models are identified within a wide range of the design parameter values. Therefore, the sensitivity of an output quantity of the models on one or a combination of parameters is compared. In particular, the global sensitivity, i.e., the sensitivity in a wide range of parameter values, is computed by using the Sobol indices as a measure. Furthermore, the local sensitivity of the difference in the output quantities of both models is evaluated to identify regions of parameter values in which they contain significant deviations. Finally, remarks on the potential interplay between both models to obtain fast and reliable results are given.

cond-mat.mtrl-sci↗

Bayesian Windkessel calibration using optimized 0D surrogate models

Boundary condition (BC) calibration to assimilate clinical measurements is an essential step in any subject-specific simulation of cardiovascular fluid dynamics. Bayesian calibration approaches have successfully quantified the uncertainties inherent in identified parameters. Yet, routinely estimating the posterior distribution for all BC parameters in 3D simulations has been unattainable due to the infeasible computational demand. We propose an efficient method to identify Windkessel parameter posteriors using results from a single high-fidelity three-dimensional (3D) model evaluation. We only evaluate the 3D model once for an initial choice of BCs and use the result to create a highly accurate zero-dimensional (0D) surrogate. We then perform Sequential Monte Carlo (SMC) using the optimized 0D model to derive the high-dimensional Windkessel BC posterior distribution. We validate this approach in a publicly available dataset of N=72 subject-specific vascular models. We found that optimizing 0D models to match 3D data a priori lowered their median approximation error by nearly one order of magnitude. In a subset of models, we confirm that the optimized 0D models still generalize to a wide range of BCs. Finally, we present the high-dimensional Windkessel parameter posterior for different measured signal-to-noise ratios in a vascular model using SMC. We further validate that the 0D-derived posterior is a good approximation of the 3D posterior. The minimal computational demand of our method using a single 3D simulation, combined with the open-source nature of all software and data used in this work, will increase access and efficiency of Bayesian Windkessel calibration in cardiovascular fluid dynamics simulations.

cs.CE↗