- Access by Xinjiang University
Surrogate models for multiregime flow problems
Phys. Rev. Fluids 10, 024703 – Published 26 February, 2025
DOI: https://doi.org/10.1103/PhysRevFluids.10.024703
Abstract
Surrogate modeling methods based on polynomial chaos expansion (PCE) and bifidelity (BF) approaches are investigated in the context of two-dimensional flow past two square cylinders. The overall wake behavior of this flow has been shown by Ma et al. [Phys. Fluids 29, 033604 (2017)] to give rise to multiple flow regimes with various vortex shedding patterns depending on the cylinder gap spacing, , and oncoming flow Reynolds number, Re. Within the scope of surrogate modeling, the possibility of multiple flow regimes occurring with varying input parameters forms an intriguing challenge, hence, the attempt in the present work to construct a model that will accurately reproduce the statistical quantities of the underlying physical flow regimes provides a distinction with typical reduced order models. We evaluate these surrogate models through statistical measures of their output with the ground-truth data collected from 200 Monte Carlo samples. Using the PCE-based methods, we are able to obtain highly accurate statistics and well-defined probability density functions (PDFs) but at a high overall cost in accordance with the findings reported in the preceding literature. Bifidelity approaches, by contrast, generate approximations to a large high-fidelity data-set by correcting low-fidelity (LF) solutions through a limited number of high-fidelity (HF) solutions. In this paper, LF models are constructed by using a dramatically reduced number of simulation grid points where the cost ratio of LF to HF simulation is . We begin by using a multiplicative correction method where the mapping between low and high fidelity is achieved through a correction at randomized sample points. However, unreliable and inaccurate solutions are obtained, which provides a motivation to employ rank-revealing interpolative decomposition (ID) within the BF framework. More than just accurately approximating the high-fidelity data, our results show that ID can correctly classify physics in the solution space and identify the transition boundaries between flow regimes. By investigating multiple low-fidelity models, we find that increasing mesh resolution lowers the rank in our interpolative decomposition procedure and also the reconstruction error of the original LF matrix. We suggest that ID would allow purposeful and efficient uncertainty quantification methods, sensitivity analysis, and optimization for problems involving multiple modes of outcome or high-dimensional uncertainties.
Physics Subject Headings (PhySH)
Article Text
References (53)
- M. F. Howland, Wind farm yaw control set-point optimization under model parameter uncertainty, J. Renew. Sustain. Energy 13, 043303 (2021).
- H. R. Fairbanks, L. Jofre, G. Geraci, G. Iaccarino, and A. Doostan, Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence, J. Comput. Phys. 402, 108996 (2020).
- A. Mukhtar, A. S. H. M. Yasir, and M. F. M. Nasir, A machine learning-based comparative analysis of surrogate models for design optimisation in computational fluid dynamics, Heliyon 9, e18674 (2023).
- M. Frangos, Y. Marzouk, K. Willcox, and B. van Bloemen Waanders, Surrogate and reduced-order modeling: A comparison of approaches for large-scale statistical inverse problems, in Large-Scale Inverse Problems and Quantification of Uncertainty (John Wiley & Sons, New York, NY, 2010), Chap. 7, pp. 123–149
- X. Wu and T. Kozlowski, Inverse uncertainty quantification of reactor simulations under the bayesian framework using surrogate models constructed by polynomial chaos expansion, Nucl. Eng. Des. 313, 29 (2017).
- P. G. Constantine and A. Doostan, A surrogate accelerated Bayesian inverse analysis of the HyShot II supersonic combustion data (2010), doi:10.2514/6.2011-2037.
- B. Ganapathysubramanian and N. Zabaras, Sparse grid collocation schemes for stochastic natural convection problems, J. Comput. Phys. 225, 652 (2007).
- Q. Yao, S. Liu, J. Tang, H. Zhang, and Z. Qiu, Multimodal uncertainty propagation analysis for the morphing wings of cross-domain variant aircraft, Meccanica 59, 1555 (2024).
- D. Aljubaili, L. Chan, W. Lu, and A. Ooi, Numerical investigations of the wake behind a confined flat plate, Int. J. Heat Fluid Flow 94, 108924 (2022).
- D. Xiu and G. E. Karniadakis, The Wiener–Askey polynomial chaos for stochastic differential equations, SIAM J. Sci. Comput. 24, 619 (2002).
- M. Eldred, Recent advances in non-intrusive polynomial chaos and stochastic collocation methods for uncertainty analysis and design (2009), p. 2274, doi:10.2514/6.2009-2274.
- M. Bellegoni, C. Chicchiero, G. Landucci, C. Galletti, and M. V. Salvetti, A UQ based calibration for the CFD modeling of the gas dispersion from an LNG pool, Process Safety Environ. Protect. 162, 1043 (2022).
- S. Salehi, M. Raisee, M. J. Cervantes, and A. Nourbakhsh, Efficient uncertainty quantification of stochastic cfd problems using sparse polynomial chaos and compressed sensing, Comput. Fluids 154, 296 (2017).
- M. P. Pettersson, G. Iaccarino, and J. Nordstrom, Polynomial chaos methods for hyperbolic partial differential equations, Springer Math. Eng. 10, 978 (2015).
- P. G. Constantine, A. Doostan, and G. Iaccarino, A hybrid collocation/galerkin scheme for convective heat transfer problems with stochastic boundary conditions, Int. J. Numer. Methods Eng. 80, 868 (2009).
- H. N. Najm, Uncertainty quantification and polynomial chaos techniques in computational fluid dynamics, Annu. Rev. Fluid Mech. 41, 35 (2009).
- R. Walters, Stochastic fluid mechanics via polynomial chaos, in Proceedings of the 41st Aerospace Sciences Meeting and Exhibit (2003), https://arc.aiaa.org/doi/pdf/10.2514/6.2003-413.
- S. Hosder, R. Walters, and M. Balch, Efficient sampling for non-intrusive polynomial chaos applications with multiple uncertain input variables, in Proceedings of the 48th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (2007).
- Y. Zhang, Efficient uncertainty quantification in aerospace analysis and design, Ph.D. thesis, Missouri University of Science and Technology, 2013.
- H. Gao, X. Zhu, and J.-X. Wang, A bi-fidelity surrogate modeling approach for uncertainty propagation in three-dimensional hemodynamic simulations, Comput. Methods Appl. Mech. Eng. 366, 113047 (2020).
- A. Doostan, G. Geraci, and G. Iaccarino, A bi-fidelity approach for uncertainty quantification of heat transfer in a rectangular ribbed channel, in Turbo Expo: Power for Land, Sea, and Air, Vol. 49712 (American Society of Mechanical Engineers New York, NY, 2016).
- M. G. Fernández-Godino, Review of multi-fidelity models, Adv. Comput. Sci. Eng. 1, 351 (2023).
- S. G. Kontogiannis, J. Demange, A. M. Savill, and T. Kipouros, A comparison study of two multifidelity methods for aerodynamic optimization, Aerospace Sci. Technol. 97, 105592 (2020).
- A. J. Keane, Cokriging for robust design optimization, AIAA J. 50, 2351 (2012).
- A. I. Forrester, N. W. Bressloff, and A. J. Keane, Optimization using surrogate models and partially converged computational fluid dynamics simulations, Proc. Roy. Soc. A: Math. Phys. Eng. Sci. 462, 2177 (2006).
- A. M. Dunton, L. Jofre, G. Iaccarino, and A. Doostan, Pass-efficient methods for compression of high-dimensional turbulent flow data, J. Comput. Phys. 423, 109704 (2020).
- H. R. Fairbanks, A. Doostan, C. Ketelsen, and G. Iaccarino, A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems, J. Comput. Phys. 341, 121 (2017).
- S. Ma, C.-W. Kang, T.-B. A. Lim, C.-H. Wu, and O. Tutty, Wake of two side-by-side square cylinders at low Reynolds numbers, Phys. Fluids 29, 033604 (2017).
- S. Dong, G. Karniadakis, and C. Chryssostomidis, A robust and accurate outflow boundary condition for incompressible flow simulations on severely-truncated unbounded domains, J. Comput. Phys. 261, 83 (2014).
- P. Fischer, J. Lottes, and H. Tufo, Nek5000 [Computer Software] (2007), https://doi.org/10.11578/dc.20210416.29.
- W. Lam, L. Chan, D. Sutherland, R. Manasseh, K. Moinuddin, and A. Ooi, Effect of stratification on the propagation of a cylindrical gravity current, J. Fluid Mech. 983, A43 (2024).
- T. Zahtila, L. Chan, A. Ooi, and J. Philip, Particle transport in a turbulent pipe flow: Direct numerical simulations, phenomenological modelling and physical mechanisms, J. Fluid Mech. 957, A1 (2023).
- B. Bian, D. Dovizio, and W. Villanueva, Direct numerical simulation of internally heated natural convection in a hemispherical geometry, Int. J. Heat Mass Transf. 220, 124997 (2024).
- W. Lu, D. Aljubaili, T. Zahtila, L. Chan, and A. Ooi, Asymmetric wakes in flows past circular cylinders confined in channels, J. Fluid Mech. 958, A8 (2023).
- D. Massaro, A. Peplinski, and P. Schlatter, The flow around a stepped cylinder with turbulent wake and stable shear layer, J. Fluid Mech. 977, A3 (2023).
- R. Vinuesa, P. Schlatter, J. Malm, C. Mavriplis, and D. S. Henningson, Direct numerical simulation of the flow around a wall-mounted square cylinder under various inflow conditions, J. Turbul. 16, 555 (2015).
- T. Zahtila, W. Lu, L. Chan, and A. Ooi, A systematic study of the grid requirements for a spectral element method solver, Comput. Fluids 251, 105745 (2023).
- J. Feinberg and H. P. Langtangen, Chaospy: An open source tool for designing methods of uncertainty quantification, J. Comput. Sci. 11, 46 (2015).
- L. N. Trefethen, Exactness of quadrature formulas, SIAM Rev. 64, 132 (2022).
- S. Hosder, R. Walters, and R. Perez, A non-intrusive polynomial chaos method for uncertainty propagation in cfd simulations, in Proceedings of the 44th AIAA Aerospace Sciences Meeting and Exhibit (2006), https://arc.aiaa.org/doi/pdf/10.2514/6.2006-891.
- C. C. Fischer, R. V. Grandhi, and P. S. Beran, Bayesian low-fidelity correction approach to multi-fidelity aerospace design, in Proceedings of the 58th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (2017).
- J. Zheng, X. Shao, L. Gao, P. Jiang, and Z. Li, A hybrid variable-fidelity global approximation modelling method combining tuned radial basis function base and Kriging correction, J. Eng. Design 24, 604 (2013).
- C. Boutsidis, P. Drineas, and M. Magdon-Ismail, Near-optimal column-based matrix reconstruction, SIAM J. Comput. 43, 687 (2014).
- D. Papailiopoulos, A. Kyrillidis, and C. Boutsidis, Provable deterministic leverage score sampling, in Proceedings of the 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD'14) (Association for Computing Machinery, New York, NY, 2014), pp. 997–1006.
- D. J. Perry, R. M. Kirby, A. Narayan, and R. T. Whitaker, Allocation strategies for high fidelity models in the multifidelity regime, SIAM/ASA J. Uncert. Quant. 7, 203 (2019).
- G. Swirszcz, N. Abe, and A. C. Lozano, Grouped orthogonal matching pursuit for variable selection and prediction, in Advances in Neural Information Processing Systems, edited by Y. Bengio, D. Schuurmans, J. Lafferty, C. Williams, and A. Culotta (Curran Associates, Inc., 2009).
- M. Mahoney, J. Duchi, and A. Gilbert, The Mathematics of Data, IAS/Park City Mathematics Series (American Mathematical Society, Providence, RI, 2018).
- N. Halko, P. G. Martinsson, and J. A. Tropp, Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions, SIAM Rev. 53, 217 (2011).
- H. Cheng, Z. Gimbutas, P. G. Martinsson, and V. Rokhlin, On the compression of low rank matrices, SIAM J. Sci. Comput. 26, 1389 (2005).
- P. Virtanen, R. Gommers, T. E. Oliphant, M. Haberland, T. Reddy, D. Cournapeau, E. Burovski, P. Peterson, W. Weckesser, J. Bright, S. J. van der Walt, M. Brett, J. Wilson, K. J. Millman, N. Mayorov, A. R. J. Nelson, E. Jones, R. Kern, E. Larson, C. J. Carey et al., SciPy 1.0: Fundamental algorithms for scientific computing in Python, Nature Methods 17, 261 (2020).
- E. Liberty, F. Woolfe, P.-G. Martinsson, V. Rokhlin, and M. Tygert, Randomized algorithms for the low-rank approximation of matrices, Proc. Natl. Acad. Sci. USA 104, 20167 (2007).
- H. R. Fairbanks, Low-Rank, Multi-Fidelity Methods for Uncertainty Quantification of High-Dimensional Systems, Thesis, University of Colorado Boulder, 2018, https://scholar.colorado.edu/concern/graduate_thesis_or_dissertations/zc77sq10z.
- G. Geraci, M. Eldred, and G. Iaccarino, A multifidelity control variate approach for the multilevel Monte Carlo technique, Center Turbul. Res. Annu. Res. Briefs 169 (2015).