Introductory Brochure - King Abdullah University of Science and … UQ Brochure... ·...
Transcript of Introductory Brochure - King Abdullah University of Science and … UQ Brochure... ·...
Introductory Brochure
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TABLE OF CONTENTS Our mission, goals, and focus areas 2 The core UQ thrust 5 Reactive Computational Fluid Dynamics thrust 7 Large Scale Computational Research Electromagnetics thrust 9 Green Wireless Communications Research thrust 11 Low-rank Approximation 13 Reservoir Modeling 14 UQ in Numerical Aerodynamics 15 Bayesian Inverse Problems 16 Multiscale Modeling of Wear Degradation in Cylinder Liners 19 Assessment of the fatigue reliability of industrial components 21 Bayesian Experimental Design 23 Numerical methods in option pricing 25 UQ and Optimization of Energy Generation Systems 27 Tutorials and publications 29 Partners 31 Thrust Leaders 33 Advisory Board Members 34
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“ Our primary mission is to develop state oftheart Uncertainty Quantification, Verification & Validation Methods,
Algorithms and Software.
” Broad, multipartner, multidisciplinary research will advance the Kingdom, the Region and the World priorities such as water, food, energy, environment, health and transportation.
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A unified Uncertainty Quantification (UQ) framework to address three important research applications Aligned with KAUST’s primary goals: Food, Water, Energy and Environment. The SRI UQ Center focuses on high impact applications in:
● Green wireless communications ● Complex multiscale electromagnetic systems ● Reactive computational fluid dynamics ● Public good provisioning ● Transportation science ● Energy markets ● Crowd safety ● Epidemic prevention ● Mobile advertising ● Oil production enhancement
“ The KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering activities connect disciplines and bring together students and
researchers around research focusing on UQ
Advisory Board Report, April 2013
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Key Methodology of UQ
The efforts of UQ center will be coupled with a rigorous mathematical approach to provide new tools for decisionmakers, designers and operators to make interconnected social networks more resilient in the face of unexpected disruptions, such as those caused by natural disasters, physical phenomena or epidemic spread.
“An international research center”
Computational and datadriven certification and design
The novel UQ methodologies developed in the Center are relevant to systems for which testing is expensive or difficult and that operate outside their normal range.
Research driven education and training
UQ Center has a curriculum of courses and research mentorship on Uncertainty Quantification Verification & Validation (UQVV), with direct impact on the KAUST CEMSE Master and PhD programs and on other KAUST programs and divisions.
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The Core UQ Thrust
Uncertainty Quantification is the science of quantitative characterization and reduction of uncertainties in a given quantity of interest.
The Core UQ Activities are concerned with the systematic quantification and reduction of uncertainties that originate from tolerancebased design and fabrication, noisy experimental measurements, errorprone simulations, limited model predictability.
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Discretization and computational errors
Computational Science predicts the behavior of biological, physical and social phenomena by using discretized (approximate) versions of a mathematical theory that can be processed by computers. Mathematical models are often corrupted as we create the computational models that render them amenable to solution via computer, and this corruption introduces more errors.
Decisionmaking under uncertainty
Strategic decisionmaking under incomplete information, bounded memory and limited computational capabilities.
Verification and Validation
1. Are we solving our equations correctly? 2. Are we solving the right equations?
Thrust Leaders
KAUST : Raul Tempone & Omar Knio
External: Serge Prudhomme, Olivier Le Maitre & Marco Scavino
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The Reactive Computational Fluid
Dynamics research thrust
● Assist the design of internal combustion engines, industrial burners, stationary power and aircraft engine turbine
● Establish framework for inference and validation
Clean energy to sustain a growing population and economy
Counterflow burner applied to electric field.
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UQ is increasingly recognized as essential for design and planning of experiments
● The Center is currently addressing how uncertainties in the ion
chemistry parameters affect ion concentrations and flame dynamics.
Thrust Leaders
KAUST: Prof. Fabrizio Bisetti & Prof. Omar Knio
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The Large Scale Computational Electromagnetics
research thrust consists of:
● Development of highorder accurate, robust, and efficient simulators ● Rigorous characterization of uncertainties in the simulator’s input and
output parameters
Uncertainty quantification in large scale electromagnetics
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Stochastic characterization of voltages induced on terminations of cables located inside a cockpit.
Sources of Uncertainty
In the analysis of EM wave interactions on a car include, for example: ● Installation ambiguities in the routing of the cable harness ● Locations of the tire ● Pressure sensor ● GPS and radio antennas ● Values of the parasitic elements of the electronic components ● The direction of an impinging planewave representing external fields
Thrust Leader
KAUST: Prof. Hakan Bagci
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The Green Wireless Communications research thrust consists of:
● Development and Performance Analysis of new wireless channel
estimation ● Transceiver design optimization under uncertainty ● Technology transfer
Sources of Uncertainty
● Channel uncertainty ● Measurement noise ● Feedback noise ● Imperfect detection ● Mobility of users ● Battery uncertainty ● Queue data uncertainty
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Lowering energy consumption of future wireless radio systems
BS sleeping strategy applied to 4GLTE mobile network powered by multiple energy
providers existing in the smart electrical grid.
Thrust Leader
KAUST: Prof. Mohamed Slim Alouini
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Uncertainty quantification, inverse problems via Bayesian update and lowrank approximation
Goals: Approximate the whole computational process and the output in lowrank data formats.
Different sparse block matrices for increasing level of approximation (polynomial order p=1,2,4,5). Each blue
point is a large stiffness matrix. (github.com/ezander/sglib)
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Reservoir modeling under uncertainties
Inverse UQ/ Data Assimilation: Use available measurements to reduce input uncertainty. Optimal Design of Experiments: Which measurements will reduce at most the uncertainty Optimization under uncertainty: Minimize a given cost functional w.r.t. uncertainty in the input parameters.
Effective approaches and solution techniques for conditioning, robust design and control in the subsurface:
Full spectrum of tasks: ● Conditional simulation ● Experimental design ● Robust design ● Robust predictive control ● Risk assessment and prediction of extreme events
Percentage of a certain mineral ore in the rock, 4000 measurements,
25000^3 nodes (together with W. Nowak, Uni Stuttgart)
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UQ in Numerical Aerodynamics Goals: Identification, classification, modeling and minimization of uncertainties in aerodynamics. Pressure and shock are uncertain and depend on uncertain input parameters:
Benefits for industry partner:
➔ Better prediction accuracy ➔ More accurate use of data ➔ Robust engineering design ➔ Better risk management ➔ More reliable decision ➔ Support for sustainable management of environmental resources
Senior Research Scientist Alexander Litvinenko, KAUST
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Bayesian Inverse Problems
Static Inverse Problem: Smoothing ● MAP approximations ● Gradientfree stochastic optimization (enkfbased), ● Dimensionindependent, likelihoodinformed MCMC.
Samplers
Dimensionindependent(DI), likelihoodinformed(LI) MCMC samplers (blue and red) vs. standard DI pCN(pink). Posterior contours are shown in black.
Application of DI MCMC sampler pCN to evaluate standard Gaussian approximations in
subsurface application.
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Sequential Inverse Problem:Filtering
● Analyze accuracy and stability of existing algorithms,from classical and
Bayesian perspectives.
● Development of novel new algorithms
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● Planck filter distributions
Pullback attractor for continuoustime 3DVAR for NavierStokes.
Top panels and bottom left illustrate by individual d.o.f.s ensembles of estimators converging to the truth for progressively earlier initial conditions.
Bottom right is relative error of an ensemble.
Senior Research Scientist Kody Law, KAUST
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Multiscale Modeling of Wear Degradation in Cylinder Liners
Every mechanical system is naturally subjected to some kind of wear process that, at some point, will cause failure in the system if no monitoring or treatment process is applied. Since failures often lead to high economical costs, it is essential both to predict and to avoid them. To achieve this, a monitoring system of the wear level should be implemented to decrease the risk of failure. In this work, we take a first step into the development of a multiscale indirect inference methodology for statedependent Markovian pure jump processes. This allows us to model the evolution of the wear level and to identify when the system reaches some critical level that triggers a maintenance response. Since the likelihood function of a discretely observed pure jump process does not have an expression that is simple enough for standard non sampling optimization methods, we approximate this likelihood by expressions from upscaled models of the data. We use the Master Equation (ME) to assess the goodnessoffit and to compute the distribution of the hitting time to the critical level.
Level sets of the Maximum Likelihood Estimator
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Data and 90% confidente intervals corresponding to the models fitted
Time evolution of the Master Equation
KAUST: Prof. Raul Tempone,
Postdoctoral Fellows Alvaro Moraes & Pedro Vilanova
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Assessment of the fatigue reliability of
industrial components
Reliability engineering is aimed to assess uncertainty and risk of failure of industrial components. The prediction of the fatigue life of a specimen is of utmost importance. We have developed an integrated set of computational tools:
● To update the prior information upon the physical fatigue properties of a
specimen with the available experimental results ● To handle the several sources of uncertainty that may affect the fatigue
life prediction by calibrating competing models ● To rank the proposed alternative models on the basis of objective
information and predictive criteria ● To provide a robust set of evidence supporting preventive maintenance
goals and safety engineering
Calibration of a random fatiguelimit model to fatigue data (in the presence of runouts) obtained from 85 experiments on unnotched sheet specimens of 75ST6 aluminum alloys.
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A comparison between the prior uncertainty (red line) and the posterior uncertainty (blueline) after conducting 85 fatigue experiments on unnotched sheet specimens of 75ST6 aluminum alloys, in terms of the probability density functions of the six parameters that characterize the
random fatiguelimit model.
Uncertainty assessment in terms of contour lines of the bivariate probability density functions of the six parameters that characterize the random fatiguelimit model.
KAUST: Prof. Raul Tempone,Prof. Marco Scavino & PhD Student Zaid Sawlan
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Bayesian Experimental Design
Quality engineering to fit consistently to the customer expectations, the achievement of improved performances, and cost reduction are amongst the main goals pursued from the discipline of the design of experiments. Our group has developed the computational and methodological expertise for the application of an inductive framework, which blends the prior information and mathematical modelling for observable data, in order to detect the optimal experimental setup to conduct a designed experiment.
Such framework, commonly known as Bayesian approach for the uncertainty quantification, requires the deployment of algorithms solving highdimensional numerical integrations and optimization problems, whose choice is strictly linked to the problem under investigation.
Our approach incorporates the utility function chosen by the user and makes use of the most modern numerical and simulation techniques for the fast and efficient computation of measures of the information gain, that are quantitative summaries of the performance achievable through modelling and experimentation. The estimation of these measures allows the user to be proficient in the allocation of resources to assess the degree of uncertainty of the quantities of interest motivating the experiment for industrial and scientific purposes.
Successful applications include electrical impedance tomography, nonlinear problems in seismology, and the design of shock tube experiments in combustion chemistry. The isosurface of the expected information gain with respect to three temperatures.
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A shocktube combustion method was used to demonstrate the
effectiveness of the optimization method © 2015 KAUST
KAUST: Prof. Raul Tempone, Prof. Omar Knio, Prof. Fabrizio Bisetti & Prof. Marco Scavino
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Numerical methods in option pricing
Option pricing is about finding the fair price for a financial contract. Our goal: ● To develop numerical methods that allow us to compute the price with a
prescribed accuracy minimizing the computational effort ● To control the error in existent numerical methods and to provide
systematic ways of selecting parameters to minimize the computational effort
● To be cable of handling processes with jumps to model sudden changes on the
● To work with multidimensional processes (basket options)
Evolution of the quadrature error for the price of a binary option under the Merton model with different values of the parameters
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KAUST: Prof. Raul Tempone, Postdoctoral Fellow Fabian Crocce & PhD Student Juho Häppölä
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UQ and Optimization of Energy Generation Systems
Decision making support tools for:
● Integration of renewable energy sources and conventional sources ● Optimal scheduling of energy generation systems ● Optimal participation in electricity markets
Development of optimization models:
● Optimization models and uncertainty quantification ● Stochastic programming based models ● Robust optimization based models ● Global optimization of mixed integer nonlinear programming problems
Relaxations for bilinear terms in hydro power generation functions.
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Power generation and market participation for a virtual power plant.
KAUST: Prof. Omar Knio & Research Scientist Ricardo Lima
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“ The Center offers several tutorial courses in top universities and research institutes worldwide.
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A top worldwide research community
Tutorial courses are given at: KAUST, University of California at Berkley, University of California at Los
Angeles, University of Illinois at Urbana Champaign, CNRS Toulouse, Winter School ENSIAS Morocco, Summer School on Cognitive Radio.
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Key Offerings per year
● 9 tutorials in international conferences ● Over 43 invited lectures ● 6 graduate courses ● Over 50 scientific publications
Key Clients ● Faculty members ● Young researchers ● Engineers and Practitioners ● Postdoctoral fellows ● Ph.D. and MSc students
Tutorial courses around the world
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The SRI UQ Center launched a large series of international and local collaborations and carried out field studies and projects
● 30 Universities ● 6 Industrial Partners ● 3 Research Centers ● 20 business visitors per year
Partners:
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“ Over 30 researchers at KAUST and a wide network of renowned collaborators are actively involved in
the UQ Center research
” The UQ Center has:
● 5 KAUST faculty members ● 3 external participants ● 5 research scientists ● 1 consultant ● 10 postdoctoral fellows ● 7 PhD student ● 1 visiting student ● 1 business administrator ● 1 administrative assistant ● 1 web manager
Principal Investigators
Raul Tempone Center Director [email protected]
Omar Knio Center Deputy Director [email protected]
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Thrust Leaders
Mohamed Slim Alouini Professor, Electrical Engineering, KAUST Hagan Bagci Professor, Electrical Engineering, KAUST Fabrizio Bisetti Professor, Mechanical Engineering, KAUST Serge Prudhomme Professor, Ecole Polytechnique, Montreal, Canada Marco Scavino Professor, Universidad de la República, Montevideo, Uruguay Olivier Le Maitre Research Director, CNRS, France
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The advisory board, which is formed from external leading experts from Academia and Industry, regularly evaluates the UQ Center.
Advisory Board Members
Amr ElBakry Andrew Majda Eric Michielssen Fabio Nobile (EM) (NYU) (UMich) (EPFL)
Habib Najm Hector Klie Hermann Matthies Jan Hesthaven (Sandia Lab) (CP) (TU Braunschweig) (Brown)
Mostafa Kaveh (UMN)
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Contact Us CEMSE Division, SRI UQ Center, UN 1500 Building 1, AlKhawarizmi, 4th Floor, Office 4109 4700 King Abdullah University of Science and Technology, Thuwal 239556900, Kingdom of Saudi Arabia Office: +966 (12) 808 0374 FAX: +966 (12) 802 1296 Email: [email protected] Website: http://sriuq.kaust.edu.sa