Efficient Localization of Discontinuities in Complex Computational Simulations
Name
Gorodetsky-2014-Efficient localizati.pdf
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950.92 KB
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Author(s)
Gorodetsky, Alex Arkady
Marzouk, Youssef M.
Date Issued
November 2014
Journal
SIAM Journal on Scientific Computing
Publisher
Society for Industrial and Applied Mathematics
Citation
Gorodetsky, Alex, and Youssef Marzouk. “Efficient Localization of Discontinuities in Complex Computational Simulations.” SIAM Journal on Scientific Computing 36, no. 6 (January 2014): A2584–A2610. © 2014, Society for Industrial and Applied Mathematics
Version
Final published version
Abstract
Surrogate models for computational simulations are input-output approximations that allow computationally intensive analyses, such as uncertainty propagation and inference, to be performed efficiently. When a simulation output does not depend smoothly on its inputs, the error and convergence rate of many approximation methods deteriorate substantially. This paper details a method for efficiently localizing discontinuities in the input parameter domain, so that the model output can be approximated as a piecewise smooth function. The approach comprises an initialization phase, which uses polynomial annihilation to assign function values to different regions and thus seed an automated labeling procedure, followed by a refinement phase that adaptively updates a kernel support vector machine representation of the separating surface via active learning. The overall approach avoids structured grids and exploits any available simplicity in the geometry of the separating surface, thus reducing the number of model evaluations required to localize the discontinuity. The method is illustrated on examples of up to eleven dimensions, including algebraic models and ODE/PDE systems, and demonstrates improved scaling and efficiency over other discontinuity localization approaches.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
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DOI of Published Version
https://doi.org/10.1137/140953137
