A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation

Fuente: arXiv
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Autori principali: Xian, Jianhua, Wang, Ziqi
Natura: Preprint
Pubblicazione: 2023
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author Xian, Jianhua
Wang, Ziqi
author_facet Xian, Jianhua
Wang, Ziqi
contents This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical models with data-driven error corrections. The hypothesis is that a well-designed and well-trained simplified physical model can preserve salient features of the original model, while data-fitting techniques can fill the remaining gaps between the surrogate and original model predictions. The coupled physics-data-driven surrogate model is adaptively trained using active learning, aiming to achieve a high correlation and small bias between the surrogate and original model responses in the critical parametric region of a rare event. A final importance sampling step is introduced to correct the surrogate model-based probability estimations. Static and dynamic problems with input uncertainties modeled by random field and stochastic process are studied to demonstrate the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2310_00261
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation
Xian, Jianhua
Wang, Ziqi
Computation
Applications
This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical models with data-driven error corrections. The hypothesis is that a well-designed and well-trained simplified physical model can preserve salient features of the original model, while data-fitting techniques can fill the remaining gaps between the surrogate and original model predictions. The coupled physics-data-driven surrogate model is adaptively trained using active learning, aiming to achieve a high correlation and small bias between the surrogate and original model responses in the critical parametric region of a rare event. A final importance sampling step is introduced to correct the surrogate model-based probability estimations. Static and dynamic problems with input uncertainties modeled by random field and stochastic process are studied to demonstrate the proposed method.
title A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation
topic Computation
Applications
url https://arxiv.org/abs/2310.00261