Browsing by Author "Kröker, Ilja"

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Open Access
Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator : concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark
(2023) Kohlhaas, Rebecca; Kröker, Ilja; Oladyshkin, Sergey; Nowak, Wolfgang
Surrogate models are widely used to improve the computational efficiency in various geophysical simulation problems by reducing the number of model runs. Conventional one-layer surrogate representations are based on global (e.g. polynomial chaos expansion, PCE) or on local kernels (e.g., Gaussian process emulator, GPE). Global representations omit some details, while local kernels require more model runs. The existing multi-resolution PCE is a promising hybrid: it is a global representation with local refinement. However, it can not (yet) estimate the uncertainty of the resulting surrogate, which techniques like the GPE can do. We propose to join multi-resolution PCE and GPE s into a joint surrogate framework to get the best out of both worlds. By doing so, we correct the surrogate bias and assess the remaining uncertainty of the surrogate itself. The resulting multi-resolution emulator offers a pathway for several active learning strategies to improve the surrogate at acceptable computational costs, compared to the existing PCE-kriging approach it adds the multi-resolution aspect. We analyze the performance of a multi-resolution emulator and a plain GPE using didactic test cases and a CO2 benchmark, that is representative of many alike problems in the geosciences. Both approaches show similar improvements during the active learning, but our multi-resolution emulator leads to much more stable results than the GPE. Overall, our suggested emulator can be seen as a generalization of multi-resolution PCE and GPE concepts that offers the possibility for active learning.
Open Access
Global sensitivity analysis using multi-resolution polynomial chaos expansion for coupled Stokes-Darcy flow problems
(2023) Kröker, Ilja; Oladyshkin, Sergey; Rybak, Iryna
Determination of relevant model parameters is crucial for accurate mathematical modelling and efficient numerical simulation of a wide spectrum of applications in geosciences. The conventional method of choice is the global sensitivity analysis (GSA). Unfortunately, at least the classical Monte-Carlo based GSA requires a high number of model runs. Response surfaces based techniques, e.g. arbitrary Polynomial Chaos (aPC) expansion, can reduce computational effort, however, they suffer from the Gibbs phenomena and high hardware requirements for higher accuracy. We introduce GSA for arbitrary Multi-Resolution Polynomial Chaos (aMR-PC) which is a localized aPC based data-driven polynomial discretization. The aMR-PC allows to reduce the Gibbs phenomena by construction and to achieve higher accuracy by means of localization also for lower polynomial degrees. We apply these techniques to perform the sensitivity analysis for the Stokes-Darcy problem which describes fluid flow in coupled free-flow and porous-medium systems. We consider the Stokes equations in the free-flow region, Darcy’s law in the porous-medium domain and the classical interface conditions across the fluid–porous interface including the conservation of mass, the balance of normal forces and the Beavers–Joseph condition for the tangential velocity. This coupled problem formulation contains four uncertain parameters: the exact location of the interface, the permeability, the Beavers-Joseph slip coefficient and the uncertainty in the boundary conditions. We carry out the sensitivity analysis of the coupled model with respect to these parameters using the Sobol indices on the aMR-PC expansion and conduct the corresponding numerical simulations.
Open Access
Optimal exposure time in gamma-ray attenuation experiments for monitoring time-dependent densities
(2022) Gonzalez-Nicolas, Ana; Bilgic, Deborah; Kröker, Ilja; Mayar, Assem; Trevisan, Luca; Steeb, Holger; Wieprecht, Silke; Nowak, Wolfgang
Several environmental phenomena require monitoring time-dependent densities in porous media, e.g., clogging of river sediments, mineral dissolution/precipitation, or variably-saturated multiphase flow. Gamma-ray attenuation (GRA) can monitor time-dependent densities without being destructive or invasive under laboratory conditions. GRA sends gamma rays through a material, where they are attenuated by photoelectric absorption and then recorded by a photon detector. The attenuated intensity of the emerging beam relates to the density of the traversed material via Beer-Lambert’s law. An important parameter for designing time-variable GRA is the exposure time, the time the detector takes to gather and count photons before converting the recorded intensity to a density. Large exposure times capture the time evolution poorly (temporal raster error, inaccurate temporal discretization), while small exposure times yield imprecise intensity values (noise-related error, i.e. small signal-to-noise ratio). Together, these two make up the total error of observing time-dependent densities by GRA. Our goal is to provide an optimization framework for time-dependent GRA experiments with respect to exposure time and other key parameters, thus facilitating neater experimental data for improved process understanding. Experimentalists set, or iterate over, several experimental input parameters (e.g., Beer-Lambert parameters) and expectations on the yet unknown dynamics (e.g., mean and amplitude of density and characteristic time of density changes). We model the yet unknown dynamics as a random Gaussian Process to derive expressions for expected errors prior to the experiment as a function of key experimental parameters. Based on this, we provide an optimization framework that allows finding the optimal (minimal-total-error) setup and demonstrate its application on synthetic experiments.