Cirak, Fehmi
Multi-view Bayesian optimisation in reduced dimension for engineering design
Archbold, Thomas A., Kazlauskaite, Ieva, Cirak, Fehmi
Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to emulate a black-box computational model with the aim of efficiently searching for the global minimum. However, Gaussian processes have limited applicability for engineering problems with many design variables. Their scalability can be significantly improved by identifying a low-dimensional vector of latent variables that serve as inputs to the Gaussian process. In this paper, we introduce a multi-view learning strategy that considers both the input design variables and output data representing the objective or constraint functions, to identify a low-dimensional space of latent variables. Adopting a fully probabilistic viewpoint, we use probabilistic partial least squares (PPLS) to learn an orthogonal mapping from the design variables to the latent variables using training data consisting of inputs and outputs of the black-box computational model. The latent variables and posterior probability densities of the probabilistic partial least squares and Gaussian process models are determined sequentially and iteratively, with retraining occurring at each adaptive sampling iteration. We compare the proposed probabilistic partial least squares Bayesian optimisation (PPLS-BO) strategy to its deterministic counterpart, partial least squares Bayesian optimisation (PLS-BO), and classical Bayesian optimisation, demonstrating significant improvements in convergence to the global minimum.
Variational Bayesian surrogate modelling with application to robust design optimisation
Archbold, Thomas A., Kazlauskaite, Ieva, Cirak, Fehmi
Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current computational models are usually high-dimensional and uncertain. We consider Bayesian inference for constructing statistical surrogates with input uncertainties and intrinsic dimensionality reduction. The surrogates are trained by fitting to data from prevalent deterministic computational models. The assumed prior probability density of the surrogate is a Gaussian process. We determine the respective posterior probability density and parameters of the posited statistical model using variational Bayes. The non-Gaussian posterior is approximated by a simpler trial density with free variational parameters and the discrepancy between them is measured using the Kullback-Leibler (KL) divergence. We employ the stochastic gradient method to compute the variational parameters and other statistical model parameters by minimising the KL divergence. We demonstrate the accuracy and versatility of the proposed reduced dimension variational Gaussian process (RDVGP) surrogate on illustrative and robust structural optimisation problems with cost functions depending on a weighted sum of the mean and standard deviation of model outputs.
Pitch-axis supermanoeuvrability in a biomimetic morphing-wing UAV
Pons, Arion, Cirak, Fehmi
Birds and bats are extraordinarily adept flyers: whether in hunting prey, or evading predators, agility and manoeuvrability in flight are vital. In conventional high-performance aircraft, approaches to extreme manoeuvrability, such as post-stall manoeuvring, have often focused on thrust-vectoring technology - the domain of classical supermanoeuvrability - rather than biomimicry. In this work, however, we show that these approaches are not incompatible: biomimetic wing morphing is an avenue both to classical supermanoeuvrability, and to new forms of biologically-inspired supermanoeuvrability. Using a flight simulator equipped with a multibody model of lifting surface motion and a Goman-Khrabrov dynamic stall model for all lifting surfaces, we demonstrate the capability of a biomimetic morphing-wing unmanned aerial vehicles (UAV) for two key forms of supermanoeuvrability: the Pugachev cobra, and ballistic transition. Conclusions are drawn as to the mechanism by which these manoeuvres can be performed, and their feasibility in practical biomimetic unmanned aerial vehicle (UAV). These conclusions have wide relevance to both the design of supermanoeuvrable UAVs, and the study of biological flight dynamics across species.
Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
Koh, Kim Jie, Cirak, Fehmi
The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains or are too restrictive in terms of possible field properties. Because of these limitations, techniques leveraging the historically established link between stochastic PDEs (SPDEs) and random fields have been gaining interest. The SPDE representation is especially appealing for engineering applications which already have a finite element discretisation for solving the physical conservation equations. In contrast to the dense covariance matrix of a random field, its inverse, the precision matrix, is usually sparse and equal to the stiffness matrix of an elliptic SPDE. We use the SPDE representation to develop a scalable framework for large-scale statistical finite element analysis and Gaussian process (GP) regression on complex geometries. The statistical finite element method (statFEM) introduced by Girolami et al. (2022) is a novel approach for synthesising measurement data and finite element models. In both statFEM and GP regression, we use the SPDE formulation to obtain the relevant prior probability densities with a sparse precision matrix. The properties of the priors are governed by the parameters and possibly fractional order of the SPDE so that we can model on bounded domains and manifolds anisotropic, non-stationary random fields with arbitrary smoothness. The observation models for statFEM and GP regression are such that the posterior probability densities are Gaussians with a closed-form mean and precision. The respective mean vector and precision matrix and can be evaluated using only sparse matrix operations. We demonstrate the versatility of the proposed framework and its convergence properties with Poisson and thin-shell examples.
Fully probabilistic deep models for forward and inverse problems in parametric PDEs
Vadeboncoeur, Arnaud, Akyildiz, รmer Deniz, Kazlauskaite, Ieva, Girolami, Mark, Cirak, Fehmi
We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation leverages conventional PDE discretization techniques, deep neural networks, probabilistic modelling, and variational inference to assemble a fully probabilistic coherent framework. In the posited probabilistic model, both the forward and inverse maps are approximated as Gaussian distributions with a mean and covariance parameterized by deep neural networks. The PDE residual is assumed to be an observed random vector of value zero, hence we model it as a random vector with a zero mean and a user-prescribed covariance. The model is trained by maximizing the probability, that is the evidence or marginal likelihood, of observing a residual of zero by maximizing the evidence lower bound (ELBO). Consequently, the proposed methodology does not require any independent PDE solves and is physics-informed at training time, allowing the real-time solution of PDE forward and inverse problems after training. The proposed framework can be easily extended to seamlessly integrate observed data to solve inverse problems and to build generative models. We demonstrate the efficiency and robustness of our method on finite element discretized parametric PDE problems such as linear and nonlinear Poisson problems, elastic shells with complex 3D geometries, and time-dependent nonlinear and inhomogeneous PDEs using a physics-informed neural network (PINN) discretization. We achieve up to three orders of magnitude speed-up after training compared to traditional finite element method (FEM), while outputting coherent uncertainty estimates.
Random Grid Neural Processes for Parametric Partial Differential Equations
Vadeboncoeur, Arnaud, Kazlauskaite, Ieva, Papandreou, Yanni, Cirak, Fehmi, Girolami, Mark, Akyildiz, รmer Deniz
We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning probability measures to the spatial domain, which allows us to treat collocation grids probabilistically as random variables to be marginalised out. Adapting this spatial statistics view, we solve forward and inverse problems for parametric PDEs in a way that leads to the construction of Gaussian process models of solution fields. The implementation of these random grids poses a unique set of challenges for inverse physics informed deep learning frameworks and we propose a new architecture called Grid Invariant Convolutional Networks (GICNets) to overcome these challenges. We further show how to incorporate noisy data in a principled manner into our physics informed model to improve predictions for problems where data may be available but whose measurement location does not coincide with any fixed mesh or grid. The proposed method is tested on a nonlinear Poisson problem, Burgers equation, and Navier-Stokes equations, and we provide extensive numerical comparisons. We demonstrate significant computational advantages over current physics informed neural learning methods for parametric PDEs while improving the predictive capabilities and flexibility of these models.
Quaternion variational integration for inertial maneuvering in a biomimetic UAV
Pons, Arion, Cirak, Fehmi
Biological flying, gliding, and falling creatures are capable of extraordinary forms of inertial maneuvering: free-space maneuvering based on fine control of their multibody dynamics, as typified by the self-righting reflexes of cats. However, designing inertial maneuvering capability into biomimetic robots, such as biomimetic unmanned aerial vehicles (UAVs) is challenging. Accurately simulating this maneuvering requires numerical integrators that can ensure both singularity-free integration, and momentum and energy conservation, in a strongly coupled system - properties unavailable in existing conventional integrators. In this work, we develop a pair of novel quaternion variational integrators (QVIs) showing these properties, and demonstrate their capability for simulating inertial maneuvering in a biomimetic UAV showing complex multibody-dynamics coupling. Being quaternion-valued, these QVIs are innately singularity-free; and being variational, they can show excellent energy and momentum conservation properties. We explore the effect of variational integration order (left-rectangle vs. midpoint) on the conservation properties of integrator, and conclude that, in complex coupled systems in which canonical momenta may be time-varying, the midpoint integrator is required. The resulting midpoint QVI is well-suited to the analysis of inertial maneuvering in a biomimetic UAV - a feature that we demonstrate in simulation - and of other complex dynamical systems.
Multiaxis nose-pointing-and-shooting in a biomimetic morphing-wing aircraft
Pons, Arion, Cirak, Fehmi
Supermaneuverability, in broad terms, refers to the complex forms of non-conventional maneuverability that are found in high-performance combat aircraft. This capability includes maneuvers such as the Pugachev cobra, Kulbit and Herbst maneuver [1-3]; as well as broader, competing, classifications of flight behavior, including rapid nose-pointing-and-shooting (RaNPAS), pure sideslip maneuvering (PSM) [4,5] and direct force Page 3 of 32 maneuvering (DFM) [6]. The development of supermaneuverable aircraft has been founded on advances in the study of unstable airframes, and the development of vectored propulsion technology [1,2]. Modern supermaneuverable aircraft remain characterized by these mechanisms; but increasing interdisciplinary contact with biological studies of maneuverability in flying creatures has led to parallel studies of an alternative, biomimetic, mechanism of supermaneuverability: one based on controlled wing morphing and motion. Thus far, biomimetic perching in unmanned aerial vehicles (UAVs) has been a central focus of these studies [7-9], with extensions into hover-to-cruise transition maneuvers [10], and incidence-based stall turns [11]. These maneuvers are primarily bio-inspired, and as such, studies of the biomimetic mechanism supermaneuverability have remained disjointed from studies of the thrust-vectored mechanism: the relationships between biomimetic and thrustvectored maneuvers, mechanisms, and capabilities are rarely recognized [3].