Alen Alexanderian

North Carolina State University | NCSU · Department of Mathematics

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior variance of a prediction or goal quantity of interest. The goal quantity is assumed to be a nonlinear functional of t...

We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the s...

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-dime...

Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computational cost, which often renders it unfeasible in practice. An appealing alternative is to instead analyze the sensitivity of a surrogate model with the goal of lowering comp...

We study the sensitivity of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs) with respect to modeling uncertainties. In particular, we consider derivative-based sensitivity analysis of the information gain as measured by the Kullback-Leibler divergence from the posterior to the prior distributi...

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reason-able may lead to significantly different conclusions. We develop a computational approach to understand the impact of the hyperparameters defining the prior on the posterior statistics of the quantities of interest. Our approach reli...

We consider the concept of Bayes risk in the context of finite-dimensional ill-posed linear inverse problem with Gaussian prior and noise models. In this note, we rederive the following well-known result: in the present Gaussian linear setting, the Bayes risk of the posterior mean, relative to the sum of squares loss function, equals the trace of t...

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by partial differential equations (PDEs) with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of deterministic inverse problems to additional model uncertainties and also differe...

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal experimental design problem, i.e., maximizing the expected information gain, is equivalent to minimizing the log-d...

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-d...

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to uncertain parameters in the optimization problem. We illustrate the proposed approach with a simple analytic exa...

We consider inverse problems governed by systems of ordinary differential equations (ODEs) that contain uncertain parameters in addition to the parameters being estimated. In such problems, which are common in applications, it is important to understand the sensitivity of the solution of the inverse problem to the uncertain model parameters. It is...

In this work we infer the underlying distribution on pore radius in human cortical bone samples using ultrasonic attenuation data. We first discuss how to formulate polydisperse attenuation models using a probabilistic approach and the Waterman Truell model for scattering attenuation. We then compare the Independent Scattering Approximation and the...

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of deterministic inverse problems to additional model uncertainties and also different types of measurement data. In...

Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computational cost which often renders it unfeasible in practice. An appealing alternative is to analyze instead the sensitivity of a surrogate model with the goal of lowering compu...

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving application is multiphase flow in saturated-unsaturated porous media in the context of radioactive waste storage. For f...

By their very nature, rare event probabilities are expensive to compute; they are also delicate to estimate as their value strongly depends on distributional assumptions on the model parameters. Hence, understanding the sensitivity of the computed rare event probabilities to the hyper-parameters that define the distribution law of the model paramet...

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure data as inputs and predicts heart rate in response to the Valsalva maneuver (VM). The study compares four GSA me...

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the placement of measurement points, at which data are collected, such that the uncertainty in the estimated paramete...

This work proposes the use of two physics-based models for wave attenuation to infer the microstructure of cortical bone-like structures. One model for ultrasound attenuation in porous media is based on the independent scattering approximation (ISA) and the other model is based on the Waterman Truell (WT) approximation. The microstructural paramete...

We present a distributed active subspace method for training surrogate models of complex physical processes with high-dimensional inputs and function valued outputs. Specifically, we represent the model output with a truncated Karhunen–Loève (KL) expansion, screen the structure of the input space with respect to each KL mode via the active subspace...

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving application is multiphase flow in saturated-unsaturated porous media in the context of radioactive waste storage. For f...

High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically sparse and noisy) measurements of the states. The data is usually not sufficient to simultaneously inform all of...

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters. By reducible uncertainties we refer to parametric uncertainties that can be reduced through parameter inferen...

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model taking systolic blood pressure and thoracic tissue pressure data as inputs, predicting heart rate in response to the Valsalva maneuver (VM). The study compares four GSA methods...

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the placement of measurement points, at which data are collected, such that the uncertainty in the estimated paramete...

We present numerical methods for computing the Schatten $p$-norm of positive semi-definite matrices. Our motivation stems from uncertainty quantification and optimal experimental design for inverse problems, where the Schatten $p$-norm defines a design criterion known as the P-optimal criterion. Computing the Schatten $p$-norm of high-dimensional m...

Sensitivity analysis is routinely performed on simplified surrogate models as the cost of such analysis on the original model may be prohibitive. Little is known in general about the induced bias on the sensitivity results. Within the framework of chemical kinetics, we provide a full justification of the above approach in the case of variance based...

High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically sparse and noisy) measurements of the states. The data is usually not sufficient to simultaneously inform all of...

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the model that exist in addition to the parameters in the inverse problem, and that cannot be reduced through observ...

Hierarchical models in Bayesian inverse problems are characterized by an assumed prior probability distribution for the unknown state and measurement error precision, and hyper-priors for the prior parameters. Combining these probability models using Bayes' law often yields a posterior distribution that cannot be sampled from directly, even for a l...

We present a distributed active subspace method for training surrogate models of complex physical processes with high-dimensional inputs and function valued outputs. Specifically, we represent the model output with a truncated Karhunen-Lo\`eve (KL) expansion, screen the structure of the input space with respect to each KL mode via the active subspa...

We consider biotransport in tumors with uncertain heterogeneous material properties. Specifically, we focus on the elliptic partial differential equation (PDE) modeling the pressure field inside the tumor. The permeability field is modeled as a log-Gaussian random field with a prespecified covariance function. We numerically explore dimension reduc...

We consider optimal design of PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We focus on the A-optimal design criterion, defined as the average posterior variance and quantified by the trace of the posterior covariance operator. We propose using structure exploiting randomized methods to compute the A-optimal objec...

We focus on an efficient approach for quantification of uncertainty in complex chemical reaction networks with a large number of uncertain parameters and input conditions. Parameter dimension reduction is accomplished by computing an active subspace that predominantly captures the variability in the quantity of interest (QoI). In the present work,...

Surrogate modeling has become a critical component of scientific computing in situations involving expensive model evaluations. However, training a surrogate model can be remarkably challenging and even computationally prohibitive in the case of intensive simulations and large-dimensional systems. We develop a systematic approach for surrogate mode...

We consider biotransport in tumors with uncertain heterogeneous material properties. Specifically, we focus on the elliptic partial differential equation (PDE) modeling the pressure field inside the tumor. The permeability field is modeled as a log-Gaussian random field with a prespecified covariance function. We numerically explore dimension reduc...

We present a framework for derivative-based global sensitivity analysis (GSA) for models with high-dimensional input parameters and functional outputs. We combine ideas from derivative-based GSA, random field representation via Karhunen--Lo\`{e}ve expansions, and adjoint-based gradient computation to provide a scalable computational framework for c...

We consider modeling of single phase fluid flow in heterogeneous porous media governed by elliptic partial differential equations (PDEs) with random field coefficients. Our target application is biotransport in tumors with uncertain heterogeneous material properties. We numerically explore dimension reduction of the input parameter and model output...

Hierarchical models in Bayesian inverse problems are characterized by an assumed prior probability distribution for the unknown state and measurement error precision, and hyper-priors for the prior parameters. Combining these probability models using Bayes' law often yields a posterior distribution that cannot be sampled from directly, even for a l...

We focus on an efficient approach for quantification of uncertainty in complex chemical reaction networks with a large number of uncertain parameters. Parameter dimension reduction is accomplished by computing an active subspace that predominantly captures the variability in the quantity of interest (QoI). In the present work, we compute the active...

We develop a systematic approach for surrogate model construction in reduced input parameter spaces. A sparse set of model evaluations in the original input space is used to approximate derivative based global sensitivity measures (DGSMs) for individual uncertain inputs of the model. An iterative screening procedure is developed that exploits DGSM...

We develop a framework for goal oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the following sense: we seek experimental designs that minimize the posterior uncertainty in a predicted quantity of i...

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the following sense: we seek experimental designs that minimize the posterior uncertainty in the experiment end-goal,...

The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate models to accelerate the computations. The errors resulting from fixing unimportant uncertain parameters to thei...

The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate models to accelerate the computations. The errors resulting from fixing unimportant uncertain parameters to thei...

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the infinite-dimensional limit. The optimal design is obtained by solving an optimization problem that involves r...

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the infinite-dimensional limit. The optimal design is obtained by solving an optimization problem that involves r...

We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse the error due to randomization, for starting guesses whose elements are Gaussian or Rademacher random variable...

In this study, statistical models are developed for modeling uncertain heterogeneous permeability and porosity in tumors, and the resulting uncertainties in pressure and velocity fields during an intratumoral injection are quantified using a non-intrusive spectral uncertainty quantification (UQ) method. Specifically, the uncertain permeability is m...

In this work we provide an extension of the classical von Neumann stability analysis for high-order accurate discontinuous Galerkin methods applied to generalized nonlinear convection–reaction–diffusion systems. We provide a partial linearization under which a sufficient condition emerges that guarantees stability in this context. The stability beh...

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear combinations of all experiments for solving the inverse problem. This approach applies to inverse problems wh...

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear combinations of all experiments for solving the inverse problem. This approach applies to inverse problems wh...

We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse the error due to randomization, for starting guesses whose elements are Gaussian or Rademacher random variable...

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to a risk-averse optimal control problem. To make the optimal control problem tractable, we invoke a quadratic T...

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to a risk-averse optimal control problem. To make the problem tractable, we invoke a quadratic Taylor series app...

Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying phenomena. We present a new global sensitivity analysis approach for stochastic models, i.e., models with both unce...

Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying phenomena. We present a new global sensitivity analysis approach for stochastic models, i.e., models with both unce...

This work focuses on the simulation of $CO_2$ storage in deep underground formations under uncertainty and seeks to understand the impact of uncertainties in reservoir properties on $CO_2$ leakage. To simulate the process, a non-isothermal two-phase two-component flow system with equilibrium phase exchange is used. Since model evaluations are compu...

This work focuses on the simulation of $CO_2$ storage in deep underground formations under uncertainty and seeks to understand the impact of uncertainties in reservoir properties on $CO_2$ leakage. To simulate the process, a non-isothermal two-phase two-component flow system with equilibrium phase exchange is used. Since model evaluations are compu...

We provide a detailed derivation of the Karhunen-Lo\`eve expansion of a stochastic process. We also discuss briefly Gaussian processes, and provide a simple numerical study for the purpose of illustration.

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in the inferred parameter field. We formulate the OED objective function by generalizing the classical A-optimal...

We consider Bayesian linear inverse problems in infinite-dimensional separable Hilbert spaces, with a Gaussian prior measure and additive Gaussian noise model, and provide an extension of the concept of Bayesian D-optimality to the infinite-dimensional case. To this end, we derive the infinite-dimensional version of the expression for the Kullback-...

We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with stationary and ergodic random coefficient functions, we provide a gentle introduction to the mathematical theory of homogenization of random media. We also present numer...

We present a scalable method for computing A-optimal designs for infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs). Our target application is the problem of optimal allocation of sensors where observational data is collected. Computing optimal designs is particularly challenging f...

The authors introduce a three-parameter characterization of the wind speed dependence of the drag co-efficient and apply a Bayesian formalism to infer values for these parameters from airborne expendable bathythermograph (AXBT) temperature data obtained during Typhoon Fanapi. One parameter is a multi-plicative factor that amplifies or attenuates th...

We develop a preconditioned Bayesian regression method that enables sparse polynomial chaos representations of noisy outputs for stochastic chemical systems with uncertain reaction rates. The approach is based on the definition of an appropriate multiscale transformation of the state variables coupled with a Bayesian regression formalism. This enab...

Consider a mathematical model with a finite number of random parameters. Variance based sensitivity analysis provides a framework to characterize the contribution of the individual parameters to the total variance of the model response. We consider spectral methods for variance based sensitivity analysis which utilize representations of square inte...

Polynomial chaos (PC) expansions are used to propagate parametric uncertainties in ocean global circulation model. The computations focus on short-time, high-resolution simulations of the Gulf of Mexico, using the hybrid coordinate ocean model, with wind stresses corresponding to hurricane Ivan. A sparse quadrature approach is used to determine the...

We develop a simplified computational singular perturbation (CSP) analysis of a stochastic dynamical system. We focus on the case of parametric uncertainty, and rely on polynomial chaos (PC) representations to quantify its impact. We restrict our attention to a system that exhibits distinct timescales, and that tends to a deterministic steady state...

A preconditioning approach is developed that enables efficient polynomial chaos (PC) representations of uncertain dynamical systems. The approach is based on the definition of an appropriate multiscale stretching of the individual components of the dynamical system which, in particular, enables robust recovery of the unscaled transient dynamics. Ef...

We present a systematic study of homogenization of diffusion in random media with emphasis on tile-based random microstructures. We give detailed examples of several such media starting from their physical descriptions, then construct the associated probability spaces and verify their ergodicity. After a discussion of material symmetries of random...

Occasional outbreaks of cholera epidemics across the world demonstrate that the disease continues to pose a public health threat. Traditional models for the spread of infectious diseases are based on systems of ordinary differential equations. Since disease dynamics such as vaccine efficacy and the risk for contracting cholera depend on the age of...

We use Polynomial Chaos (PC) expansions to quantify propagation of parametric uncertainties in Ocean General Circulation Models (OGCMs). We focus on short-time, high-resolution simulations in Gulf of Mexico with wind stresses corresponding to hurricane Ivan. A non-intrusive sparse quadrature approach is used to determine the PC coefficients providi...

We derive minimal conditions on a symmetry group of a linearly elastic material that implies its isotropy. A natural setting for the formulation and analysis is provided by the group representation theory where the necessary and sufficient conditions for isotropy are expressed in terms of the irreducibility of certain group representations. We illu...

Space missions generate an ever-growing amount of data, as impressively highlighted by the Solar Dynamics Observatory's expected data rate of 1.4 Terabyte per day. In order to fully exploit their data, scientists need to be able to browse and visualize many different data products spanning a large range of physical length and time scales. So far, t...

As the amount of solar data available to scientists continues to increase at faster and faster rates, it is important that there exist simple tools for navigating this data quickly with a minimal amount of effort. By combining heterogeneous solar physics datatypes such as full-disk images and coronagraphs, along with feature and event information,...

All disciplines that work with image data-from astrophysics to medical research and historic preservation-increasingly require efficient ways to browse and inspect large sets of high-resolution images. Based on the JPEG 2000 image-compression standard, the JHelioviewer solar image visualization tool lets users browse petabyte-scale image archives a...