论文标题

使用Deep Gaussian过程对Darcy流通过多孔介质的不确定性量化

Uncertainty Quantification of Darcy Flow through Porous Media using Deep Gaussian Process

论文作者

Daneshkhah, A., Chatrabgoun, O., Esmaeilbeigi, M., Sedighi, T., Abolfathi, S.

论文摘要

提出了一种基于非线性高斯工艺(GP)的计算方法,即通过异构多孔培养基进行流动模型中的不确定性定量和传播,用于不确定性定量和传播。该方法还用于降低模型输出的维度,从而以可易于处理的方式模仿水文地质特性和降低阶流体速度场之间的高度复杂关系。深GP是具有多个无限宽的隐藏层的GP的多层分层概括,它们是通过与非线性映射连接的几个隐藏层来解决复杂性,是对高维复合系统进行深度学习和建模的非常有效的模型。根据这种方法,水文地质数据被建模为多元GP的输出,其输入由另一个GP控制,因此每个单层都是标准GP或高斯过程潜在变量模型。使用变分近似框架,以便可以分析与给定输入相关的模型输出的后验分布。与其他维度降低相反,不提供有关每个隐藏层维度的任何信息的方法,所提出的方法会自动选择每个隐藏层的维度,并且可以用于传播整个层次结构中每个层中获得的不确定性。使用此功能,完整输入空间的维数包括建模域和随机水质参数的几何参数可以同时降低,而无需通常假定的任何简化用于地下流动问题的随机建模。与其他随机方法(例如蒙特卡洛方法)相比,它可以通过大大减少计算工作来估算流量统计。

A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method is also used for reducing dimensionality of model output and consequently emulating highly complex relationship between hydrogeological properties and reduced order fluid velocity field in a tractable manner. Deep GPs are multi-layer hierarchical generalisations of GPs with multiple, infinitely wide hidden layers that are very efficient models for deep learning and modelling of high-dimensional complex systems by tackling the complexity through several hidden layers connected with non-linear mappings. According to this approach, the hydrogeological data is modelled as the output of a multivariate GP whose inputs are governed by another GP such that each single layer is either a standard GP or the Gaussian process latent variable model. A variational approximation framework is used so that the posterior distribution of the model outputs associated to given inputs can be analytically approximated. In contrast to the other dimensionality reduction, methods that do not provide any information about the dimensionality of each hidden layer, the proposed method automatically selects the dimensionality of each hidden layer and it can be used to propagate uncertainty obtained in each layer across the hierarchy. Using this, dimensionality of the full input space consists of both geometrical parameters of modelling domain and stochastic hydrogeological parameters can be simultaneously reduced without the need for any simplifications generally being assumed for stochastic modelling of subsurface flow problems. It allows estimation of the flow statistics with greatly reduced computational efforts compared to other stochastic approaches such as Monte Carlo method.

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