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Multi-fidelity reduced-order surrogate modelling

Conti, Paolo ; Guo, Mengwu LU ; Manzoni, Andrea ; Frangi, Attilio ; Brunton, Steven L. and Kutz, J. Nathan (2024) In Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 480(2283).
Abstract

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated. Multi-fidelity surrogate modelling aims to leverage less accurate, lower-fidelity models that are computationally inexpensive in order to enhance predictive accuracy when high-fidelity data are scarce. However, low-fidelity models, while often displaying the qualitative solution behaviour, fail to accurately capture fine spatio-temporal and dynamic features of high-fidelity models. To address this shortcoming, we present a data-driven strategy that combines dimensionality reduction with multifidelity neural network... (More)

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated. Multi-fidelity surrogate modelling aims to leverage less accurate, lower-fidelity models that are computationally inexpensive in order to enhance predictive accuracy when high-fidelity data are scarce. However, low-fidelity models, while often displaying the qualitative solution behaviour, fail to accurately capture fine spatio-temporal and dynamic features of high-fidelity models. To address this shortcoming, we present a data-driven strategy that combines dimensionality reduction with multifidelity neural network surrogates. The key idea is to generate a spatial basis by applying proper orthogonal decomposition (POD) to high-fidelity solution snapshots, and approximate the dynamics of the reduced states—time-parameter-dependent expansion coefficients of the POD basis—using a multi-fidelity long short-term memory network. By mapping low-fidelity reduced states to their high-fidelity counterpart, the proposed reduced-order surrogate model enables the efficient recovery of full solution fields over time and parameter variations in a non-intrusive manner. The generality of this method is demonstrated by a collection of PDE problems where the low-fidelity model can be defined by coarser meshes and/or time stepping, as well as by misspecified physical features.

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author
; ; ; ; and
publishing date
type
Contribution to journal
publication status
published
subject
keywords
LSTM networks, multi-fidelity surrogate modelling, parametrized PDEs, proper orthogonal decomposition, reduced-order modelling
in
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
volume
480
issue
2283
article number
20230655
publisher
Royal Society Publishing
external identifiers
  • scopus:85185312399
ISSN
1364-5021
DOI
10.1098/rspa.2023.0655
language
English
LU publication?
no
additional info
Publisher Copyright: © 2024 The Author(s) Published by the Royal Society. All rights reserved.
id
a81f72a9-33ed-4be3-b67b-d692892f386b
date added to LUP
2024-03-18 23:02:30
date last changed
2024-04-10 10:43:05
@article{a81f72a9-33ed-4be3-b67b-d692892f386b,
  abstract     = {{<p>High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated. Multi-fidelity surrogate modelling aims to leverage less accurate, lower-fidelity models that are computationally inexpensive in order to enhance predictive accuracy when high-fidelity data are scarce. However, low-fidelity models, while often displaying the qualitative solution behaviour, fail to accurately capture fine spatio-temporal and dynamic features of high-fidelity models. To address this shortcoming, we present a data-driven strategy that combines dimensionality reduction with multifidelity neural network surrogates. The key idea is to generate a spatial basis by applying proper orthogonal decomposition (POD) to high-fidelity solution snapshots, and approximate the dynamics of the reduced states—time-parameter-dependent expansion coefficients of the POD basis—using a multi-fidelity long short-term memory network. By mapping low-fidelity reduced states to their high-fidelity counterpart, the proposed reduced-order surrogate model enables the efficient recovery of full solution fields over time and parameter variations in a non-intrusive manner. The generality of this method is demonstrated by a collection of PDE problems where the low-fidelity model can be defined by coarser meshes and/or time stepping, as well as by misspecified physical features.</p>}},
  author       = {{Conti, Paolo and Guo, Mengwu and Manzoni, Andrea and Frangi, Attilio and Brunton, Steven L. and Kutz, J. Nathan}},
  issn         = {{1364-5021}},
  keywords     = {{LSTM networks; multi-fidelity surrogate modelling; parametrized PDEs; proper orthogonal decomposition; reduced-order modelling}},
  language     = {{eng}},
  month        = {{02}},
  number       = {{2283}},
  publisher    = {{Royal Society Publishing}},
  series       = {{Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences}},
  title        = {{Multi-fidelity reduced-order surrogate modelling}},
  url          = {{http://dx.doi.org/10.1098/rspa.2023.0655}},
  doi          = {{10.1098/rspa.2023.0655}},
  volume       = {{480}},
  year         = {{2024}},
}