Aylwin, R., Jerez-Hanckes, C., Schwab, C., & Zech, J. (2020). Domain Uncertainty Quantification in Computational Electromagnetics. SIAM-ASA J. Uncertain. Quantif., 8(1), 301–341.
Abstract: We study the numerical approximation of time-harmonic, electromagnetic fields inside a lossy cavity of uncertain geometry. Key assumptions are a possibly high-dimensional parametrization of the uncertain geometry along with a suitable transformation to a fixed, nominal domain. This uncertainty parametrization results in families of countably parametric, Maxwell-like cavity problems that are posed in a single domain, with inhomogeneous coefficients that possess finite, possibly low spatial regularity, but exhibit holomorphic parametric dependence in the differential operator. Our computational scheme is composed of a sparse grid interpolation in the high-dimensional parameter domain and an Hcurl -conforming edge element discretization of the parametric problem in the nominal domain. As a stepping-stone in the analysis, we derive a novel Strang-type lemma for Maxwell-like problems in the nominal domain, which is of independent interest. Moreover, we accommodate arbitrary small Sobolev regularity of the electric field and also cover uncertain isotropic constitutive or material laws. The shape holomorphy and edge-element consistency error analysis for the nominal problem are shown to imply convergence rates for multilevel Monte Carlo and for quasi-Monte Carlo integration, as well as sparse grid approximations, in uncertainty quantification for computational electromagnetics. They also imply expression rate estimates for deep ReLU networks of shape-to-solution maps in this setting. Finally, our computational experiments confirm the presented theoretical results.
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Dölz, J., Harbrecht, H., Jerez-Hanckes, C., & Multerer M. (2022). Isogeometric multilevel quadrature for forward and inverse random acoustic scattering. Comput. Methods in Appl. Mech. Eng., 388, 114242.
Abstract: We study the numerical solution of forward and inverse time-harmonic acoustic scattering problems by randomly shaped obstacles in three-dimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations of the random scatterer can efficiently be computed by simply updating the NURBS mappings which represent the scatterer. This way, we end up with a random deformation field. In particular, we show that it suffices to know the deformation field’s expectation and covariance at the scatterer’s boundary to model the surface’s Karhunen–Loève expansion. Leveraging on the isogeometric framework, we employ multilevel quadrature methods to approximate quantities of interest such as the scattered wave’s expectation and variance. By computing the wave’s Cauchy data at an artificial, fixed interface enclosing the random obstacle, we can also directly infer quantities of interest in free space. Adopting the Bayesian paradigm, we finally compute the expected shape and variance of the scatterer from noisy measurements of the scattered wave at the artificial interface. Numerical results for the forward and inverse problems validate the proposed approach.
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Escapil-Inchauspe, P., & Jerez-Hanckes, C. (2020). Helmholtz Scattering by Random Domains: First-Order Sparse Boundary Elements Approximation. SIAM J. Sci. Comput., 42(5), A2561–A2592.
Abstract: We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance, and transmission boundary conditions. In particular, we aim to quantify diffracted fields originated by small stochastic perturbations of a given relatively smooth nominal shape. Using first-order shape Taylor expansions, we derive tensor deterministic first-kind boundary integral equations for the statistical moments of the scattering problems considered. These are then approximated by sparse tensor Galerkin discretizations via the combination technique [M. Griebel, M. Schneider, and C. Zenger, A combination technique for the solution of sparse grid problems, in Iterative Methods in Linear Algebra, P. de Groen and P. Beauwens, eds., Elsevier, Amsterdam, 1992, pp. 263-281; H. Harbrecht, M. Peters, and M. Siebenmorgen, J. Comput. Phys., 252 (2013), pp. 128-141]. We supply extensive numerical experiments confirming the predicted error convergence rates with polylogarithmic growth in the number of degrees of freedom and accuracy in approximation of the moments. Moreover, we discuss implementation details such as preconditioning to finally point out further research avenues.
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Faes, M. G. R., Valdebenito, M. A., Yuan, X. K., Wei, P. F., & Beer, M. (2021). Augmented reliability analysis for estimating imprecise first excursion probabilities in stochastic linear dynamics. Adv. Eng. Softw., 155, 102993.
Abstract: Imprecise probability allows quantifying the level of safety of a system taking into account the effect of both aleatory and epistemic uncertainty. The practical estimation of an imprecise probability is usually quite demanding from a numerical viewpoint, as it is necessary to propagate separately both types of uncertainty, leading in practical cases to a nested implementation in the so-called double loop approach. In view of this issue, this contribution presents an alternative approach that avoids the double loop by replacing the imprecise probability problem by an augmented, purely aleatory reliability analysis. Then, with the help of Bayes' theorem, it is possible to recover an expression for the failure probability as an explicit function of the imprecise parameters from the augmented reliability problem, which ultimately allows calculating the imprecise probability. The implementation of the proposed framework is investigated within the context of imprecise first excursion probability estimation of uncertain linear structures subject to imprecisely defined stochastic quantities and crisp stochastic loads. The associated augmented reliability problem is solved within the context of Directional Importance Sampling, leading to an improved accuracy at reduced numerical costs. The application of the proposed approach is investigated by means of two examples. The results obtained indicate that the proposed approach can be highly efficient and accurate.
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Fuenzalida, C., Jerez-Hanckes, C., & McClarren, R. G. (2019). Uncertainty Quantification For Multigroup Diffusion Equations Using Sparse Tensor Approximations. SIAM J. Sci. Comput., 41(3), B545–B575.
Abstract: We develop a novel method to compute first and second order statistical moments of the neutron kinetic density inside a nuclear system by solving the energy-dependent neutron diffusion equation. Randomness comes from the lack of precise knowledge of external sources as well as of the interaction parameters, known as cross sections. Thus, the density is itself a random variable. As Monte Carlo simulations entail intense computational work, we are interested in deterministic approaches to quantify uncertainties. By assuming as given the first and second statistical moments of the excitation terms, a sparse tensor finite element approximation of the first two statistical moments of the dependent variables for each energy group can be efficiently computed in one run. Numerical experiments provided validate our derived convergence rates and point to further research avenues.
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Morales-Bader, D., Castillo, R. D., Cox, R. F. A., & Ascencio-Garrido, C. (2023). Parliamentary roll-call voting as a complex dynamical system: The case of Chile. PLoS One, 18(4).
Abstract: A method is proposed to study the temporal variability of legislative roll-call votes in a parliament from the perspective of complex dynamical systems. We studied the Chilean Chamber of Deputies' by analyzing the agreement ratio and the voting outcome of each vote over the last 19 years with a Recurrence Quantification Analysis and an entropy analysis (Sample Entropy). Two significant changes in the temporal variability were found: one in 2014, where the voting outcome became more recurrent and with less entropy, and another in 2018, where the agreement ratio became less recurrent and with higher entropy. These changes may be directly related to major changes in the Chilean electoral system and the composition of the Chamber of Deputies, given that these changes occurred just after the first parliamentary elections with non-compulsory voting (2013 elections) and the first elections with a proportional system in conjunction with an increase in the number of deputies (2017 elections) were held.
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Ni, P. H., Jerez, D. J., Fragkoulis, V. C., Faes, M. G. R., Valdebenito, M. A., & Beer, M. (2022). Operator Norm-Based Statistical Linearization to Bound the First Excursion Probability of Nonlinear Structures Subjected to Imprecise Stochastic Loading. ASCE-ASME J. Risk Uncertain. Eng. Syst. A-Civ. Eng., 8(1), 04021086.
Abstract: This paper presents a highly efficient approach for bounding the responses and probability of failure of nonlinear models subjected to imprecisely defined stochastic Gaussian loads. Typically, such computations involve solving a nested double-loop problem, where the propagation of the aleatory uncertainty has to be performed for each realization of the epistemic parameters. Apart from near-trivial cases, such computation is generally intractable without resorting to surrogate modeling schemes, especially in the context of performing nonlinear dynamical simulations. The recently introduced operator norm framework allows for breaking this double loop by determining those values of the epistemic uncertain parameters that produce bounds on the probability of failure a priori. However, the method in its current form is only applicable to linear models due to the adopted assumptions in the derivation of the involved operator norms. In this paper, the operator norm framework is extended and generalized by resorting to the statistical linearization methodology to
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