Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

DOI10.1016/J.CMA.2020.113269zbMATH Open1506.62549arXiv2003.11910OpenAlexW3013716343MaRDI QIDQ2020284FDOQ2020284

Authors: Yanyan Li 

Publication date: 23 April 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Abstract: This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. The first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity.

Full work available at URL: https://arxiv.org/abs/2003.11910

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zbMATH Keywords

interpolationmachine learningGaussian process regressionGrassmann manifoldspectral clusteringnonlinear projection

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics on manifolds (62R30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (25)

• Fusing nonlinear solvers with transformers for accelerating the solution of parametric transient problems
• A data-driven surrogate modeling approach for time-dependent incompressible Navier-Stokes equations with dynamic mode decomposition and manifold interpolation
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Uses Software

• AK-MCS

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