Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Mueller, Joy N.; Sargsyan, Khachik; Daniels, Craig J.; Najm, Habib N.

doi:10.1137/23m1613505

Title: Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Journal Article · 02 January 2025 · SIAM/ASA Journal on Uncertainty Quantification

DOI: https://doi.org/10.1137/23m1613505 · OSTI ID:2502157

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Sandia National Lab. (SNL-CA), Livermore, CA (United States)

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

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Research Organization:: Sandia National Laboratories (SNL-CA), Livermore, CA (United States)

Sponsoring Organization:: USDOE Office of Science (SC), Basic Energy Sciences (BES). Chemical Sciences, Geosciences & Biosciences Division (CSGB)

Grant/Contract Number:: NA0003525

OSTI ID:: 2502157

Report Number(s):: SAND2025--00499J

Journal Information:: SIAM/ASA Journal on Uncertainty Quantification, Journal Name: SIAM/ASA Journal on Uncertainty Quantification Journal Issue: 1 Vol. 13; ISSN 2166-2525

Publisher:: Society for Industrial and Applied Mathematics (SIAM)Copyright Statement

Country of Publication:: United States

Language:: English

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97 MATHEMATICS AND COMPUTING
Karhunen-Loève expansion
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Title: Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

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