Bayesian Surrogate Analysis and Uncertainty Propagation

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model’s credibility. For computationally expensive simulations, this is often feasible only via surrogate models that are learned from a small set of simulation samples. The surrogate models are commonly chosen and deemed trustworthy based on heuristic measures, and substituted for the simulation in order to approximately propagate the simulation input uncertainties to the simulation output. In the process, the contribution of the uncertainties of the surrogate itself to the simulation output uncertainties is usually neglected. In this work, we specifically address the case of doubtful surrogate trustworthiness, i.e., non-negligible surrogate uncertainties. We find that Bayesian probability theory yields a natural measure of surrogate trustworthiness, and that surrogate uncertainties can easily be included in simulation output uncertainties. For a Gaussian likelihood for the simulation data, with unknown surrogate variance and given a generalized linear surrogate model, the resulting formulas reduce to simple matrix multiplications. The framework contains Polynomial Chaos Expansions as a special case, and is easily extended to Gaussian Process Regression. Additionally, we show a simple way to implicitly include spatio-temporal correlations. Lastly, we demonstrate a numerical example where surrogate uncertainties are in part negligible and in part non-negligible.

Comparison of quadrature and regression based generalized polynomial chaos expansions for structural acoustics

This work performs a direct comparison between generalized polynomial chaos (GPC) expansion techniques applied to structural acoustic problems. Broadly, the GPC techniques are grouped in two categories: , where the stochastic sampling is predetermined according to a quadrature rule; and , where an arbitrary selection of points is used as long as they are a representative sample of the random input. As a baseline comparison, Monte Carlo type simulations are also performed although they take many more sampling points. The test problems considered include both canonical and more applied cases that exemplify the features and types of calculations commonly arising in vibrations and acoustics. A range of different numbers of random input variables are considered. The primary point of comparison between the methods is the number of sampling points they require to generate an accurate GPC expansion. This is due to the general consideration that the most expensive part of a GPC analysis is evaluating the deterministic problem of interest; thus the method with the fewest sampling points will often be the fastest. Accuracy of each GPC expansion is judged using several metrics including basic statistical moments as well as features of the actual reconstructed probability density function.

Efficient Bayesian calibration of aerodynamic wind turbine models using surrogate modeling

This paper presents an efficient strategy for the Bayesian calibration of parameters of aerodynamic wind turbine models. The strategy relies on constructing a surrogate model (based on adaptive polynomial chaos expansions), which is used to perform both parameter selection using global sensitivity analysis and parameter calibration with Bayesian inference. The effectiveness of this approach is shown in two test cases: calibration of airfoil polars based on the measurements from the DanAero MW experiments, and calibration of five yaw model parameters based on measurements on the New MEXICO turbine in yawed conditions. In both cases, the calibrated models yield results much closer to the measurement data, and in addition they are equipped with an estimate of the uncertainty in the predictions.