On the Use of Symmetries in Building Surrogate Models

2019 ◽  
Vol 141 (6) ◽  
Author(s):  
M. Giselle Fernández-Godino ◽  
S. Balachandar ◽  
Raphael T. Haftka

When simulations are expensive and multiple realizations are necessary, as is the case in uncertainty propagation, statistical inference, and optimization, surrogate models can achieve accurate predictions at low computational cost. In this paper, we explore options for improving the accuracy of a surrogate if the modeled phenomenon presents symmetries. These symmetries allow us to obtain free information and, therefore, the possibility of more accurate predictions. We present an analytical example along with a physical example that has parametric symmetries. Although imposing parametric symmetries in surrogate models seems to be a trivial matter, there is not a single way to do it and, furthermore, the achieved accuracy might vary. We present four different ways of using symmetry in surrogate models. Three of them are straightforward, but the fourth is original and based on an optimization of the subset of points used. The performance of the options was compared with 100 random designs of experiments (DoEs) where symmetries were not imposed. We found that each of the options to include symmetries performed the best in one or more of the studied cases and, in all cases, the errors obtained imposing symmetries were substantially smaller than the worst cases among the 100. We explore the options for using symmetries in two surrogates that present different challenges and opportunities: Kriging and linear regression. Kriging is often used as a black box; therefore, we consider approaches to include the symmetries without changes in the main code. On the other hand, since linear regression is often built by the user; owing to its simplicity, we consider also approaches that modify the linear regression basis functions to impose the symmetries.

Author(s):  
Sang Hoon Lee ◽  
Wei Chen

It is an important step in deign under uncertainty to select an appropriate uncertainty propagation (UP) method considering the characteristics of the engineering systems at hand, the required level of UP associated with the probabilistic design scenario, and the required accuracy and efficiency levels. Many uncertainty propagation methods have been developed in various fields, however, there is a lack of good understanding of their relative merits. In this paper, a comparative study on the performances of several UP methods, including a few recent methods that have received growing attention, is performed. The full factorial numerical integration (FFNI), the univariate dimension reduction method (UDR), and the polynomial chaos expansion (PCE) are implemented and applied to several test problems with different settings of the performance nonlinearity, distribution types of input random variables, and the magnitude of input uncertainty. The performances of those methods are compared in moment estimation, tail probability calculation, and the probability density function (PDF) construction. It is found that the FFNI with the moment matching quadrature rule shows good accuracy but the computational cost becomes prohibitive as the number of input random variables increases. The accuracy and efficiency of the UDR method for moment estimations appear to be superior when there is no significant interaction effect in the performance function. Both FFNI and UDR are very robust against the non-normality of input variables. The PCE is implemented in combination with FFNI for coefficients estimation. The PCE method is shown to be a useful approach when a complete PDF description is desired. Inverse Rosenblatt transformation is used to treat non-normal inputs of PCE, however, it is shown that the transformation may result in the degradation of accuracy of PCE. It is also shown that in black-box type of system the performance and convergence of PCE highly depend on the method adopted to estimate its coefficients.


Mathematics ◽  
2022 ◽  
Vol 10 (2) ◽  
pp. 223
Author(s):  
Pedro González-Rodelas ◽  
Miguel Pasadas ◽  
Abdelouahed Kouibia ◽  
Basim Mustafa

In this paper we propose an approximation method for solving second kind Volterra integral equation systems by radial basis functions. It is based on the minimization of a suitable functional in a discrete space generated by compactly supported radial basis functions of Wendland type. We prove two convergence results, and we highlight this because most recent published papers in the literature do not include any. We present some numerical examples in order to show and justify the validity of the proposed method. Our proposed technique gives an acceptable accuracy with small use of the data, resulting also in a low computational cost.


2010 ◽  
Vol 20 (11) ◽  
pp. 2075-2107 ◽  
Author(s):  
F. AURICCHIO ◽  
L. BEIRÃO DA VEIGA ◽  
T. J. R. HUGHES ◽  
A. REALI ◽  
G. SANGALLI

We initiate the study of collocation methods for NURBS-based isogeometric analysis. The idea is to connect the superior accuracy and smoothness of NURBS basis functions with the low computational cost of collocation. We develop a one-dimensional theoretical analysis, and perform numerical tests in one, two and three dimensions. The numerical results obtained confirm theoretical results and illustrate the potential of the methodology.


Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 645
Author(s):  
Muhammad Farooq ◽  
Sehrish Sarfraz ◽  
Christophe Chesneau ◽  
Mahmood Ul Hassan ◽  
Muhammad Ali Raza ◽  
...  

Expectiles have gained considerable attention in recent years due to wide applications in many areas. In this study, the k-nearest neighbours approach, together with the asymmetric least squares loss function, called ex-kNN, is proposed for computing expectiles. Firstly, the effect of various distance measures on ex-kNN in terms of test error and computational time is evaluated. It is found that Canberra, Lorentzian, and Soergel distance measures lead to minimum test error, whereas Euclidean, Canberra, and Average of (L1,L∞) lead to a low computational cost. Secondly, the performance of ex-kNN is compared with existing packages er-boost and ex-svm for computing expectiles that are based on nine real life examples. Depending on the nature of data, the ex-kNN showed two to 10 times better performance than er-boost and comparable performance with ex-svm regarding test error. Computationally, the ex-kNN is found two to five times faster than ex-svm and much faster than er-boost, particularly, in the case of high dimensional data.


2021 ◽  
Vol 11 (7) ◽  
pp. 3059
Author(s):  
Myeong-Hun Jeong ◽  
Tae-Young Lee ◽  
Seung-Bae Jeon ◽  
Minkyo Youm

Movement analytics and mobility insights play a crucial role in urban planning and transportation management. The plethora of mobility data sources, such as GPS trajectories, poses new challenges and opportunities for understanding and predicting movement patterns. In this study, we predict highway speed using a gated recurrent unit (GRU) neural network. Based on statistical models, previous approaches suffer from the inherited features of traffic data, such as nonlinear problems. The proposed method predicts highway speed based on the GRU method after training on digital tachograph data (DTG). The DTG data were recorded in one month, giving approximately 300 million records. These data included the velocity and locations of vehicles on the highway. Experimental results demonstrate that the GRU-based deep learning approach outperformed the state-of-the-art alternatives, the autoregressive integrated moving average model, and the long short-term neural network (LSTM) model, in terms of prediction accuracy. Further, the computational cost of the GRU model was lower than that of the LSTM. The proposed method can be applied to traffic prediction and intelligent transportation systems.


Water ◽  
2021 ◽  
Vol 13 (13) ◽  
pp. 1830
Author(s):  
Gullnaz Shahzadi ◽  
Azzeddine Soulaïmani

Computational modeling plays a significant role in the design of rockfill dams. Various constitutive soil parameters are used to design such models, which often involve high uncertainties due to the complex structure of rockfill dams comprising various zones of different soil parameters. This study performs an uncertainty analysis and a global sensitivity analysis to assess the effect of constitutive soil parameters on the behavior of a rockfill dam. A Finite Element code (Plaxis) is utilized for the structure analysis. A database of the computed displacements at inclinometers installed in the dam is generated and compared to in situ measurements. Surrogate models are significant tools for approximating the relationship between input soil parameters and displacements and thereby reducing the computational costs of parametric studies. Polynomial chaos expansion and deep neural networks are used to build surrogate models to compute the Sobol indices required to identify the impact of soil parameters on dam behavior.


2021 ◽  
Vol 7 (6) ◽  
pp. 99
Author(s):  
Daniela di Serafino ◽  
Germana Landi ◽  
Marco Viola

We are interested in the restoration of noisy and blurry images where the texture mainly follows a single direction (i.e., directional images). Problems of this type arise, for example, in microscopy or computed tomography for carbon or glass fibres. In order to deal with these problems, the Directional Total Generalized Variation (DTGV) was developed by Kongskov et al. in 2017 and 2019, in the case of impulse and Gaussian noise. In this article we focus on images corrupted by Poisson noise, extending the DTGV regularization to image restoration models where the data fitting term is the generalized Kullback–Leibler divergence. We also propose a technique for the identification of the main texture direction, which improves upon the techniques used in the aforementioned work about DTGV. We solve the problem by an ADMM algorithm with proven convergence and subproblems that can be solved exactly at a low computational cost. Numerical results on both phantom and real images demonstrate the effectiveness of our approach.


2021 ◽  
pp. 107650
Author(s):  
Giro Candelario ◽  
Alicia Cordero ◽  
Juan R. Torregrosa ◽  
María P. Vassileva

2011 ◽  
Vol 44 (1) ◽  
pp. 5573-5578
Author(s):  
M. Abbas Turki ◽  
D. Esqueda Merino ◽  
K. Kasper ◽  
C. Durieu

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