No abstract

In this paper, a novel approach for quantifying the parametric uncertainty associated with a stochastic problem output is presented. As with Monte-Carlo and stochastic collocation methods, only point-wise evaluations of the stochastic output response surface are required allowing the use of legacy deterministic codes and precluding the need for any dedicated stochastic code to solve the uncertain problem of interest. The new approach differs from these standard methods in that it is based on ideas directly linked to the recently developed compressed sensing theory. The technique allows the retrieval of the modes that contribute most significantly to the approximation of the solution using a minimal amount of information. The generation of this information, via many solver calls, is almost always the bottle-neck of an uncertainty quantification procedure. If the stochastic model output has a reasonably compressible representation in the retained approximation basis, the proposed method makes the best use of the available information and retrieves the dominant modes. Uncertainty quantification of the solution of both a 2-D and 8-D stochastic Shallow Water problem is used to demonstrate the significant performance improvement of the new method, requiring up to several orders of magnitude fewer solver calls than the usual sparse grid-based Polynomial Chaos (Smolyak scheme) to achieve comparable approximation accuracy.

In many applications, it is important to reconstruct a fluid flow field, or some other high-dimensional state, from limited measurements and limited data. In this work, we propose a shallow neural network-based learning methodology for such fluid flow reconstruction. Our approach learns an end-to-end mapping between the sensor measurements and the high-dimensional fluid flow field, without any heavy preprocessing on the raw data. No prior knowledge is assumed to be available, and the estimation method is purely data-driven. We demonstrate the performance on three examples in fluid mechanics and oceanography, showing that this modern data-driven approach outperforms traditional modal approximation techniques which are commonly used for flow reconstruction. Not only does the proposed method show superior performance characteristics, it can also produce a comparable level of performance to traditional methods in the area, using significantly fewer sensors. Thus, the mathematical architecture is ideal for emerging global monitoring technologies where measurement data are often limited.