Georgia Institute of Technology College of Sciences

In this talk, we demonstrate the application of Neural Networks with Locally Converging Inputs (NNLCI) to simulate the scattering of electromagnetic waves around two-dimensional perfect electric conductors (PEC). The NNLCIs are designed to output high-fidelity numerical solutions from local patches of two coarse grid numerical solutions obtained by a convergent numerical scheme. Once trained, the NNLCIs can play the role of a computational cost-saving tool for repetitive computations with varying parameters. To generate the inputs to our NNLCI, we design on uniform rectangular grids a second-order accurate finite difference scheme that can handle curved PEC boundaries systematically. More specifically, our numerical scheme is based on the Back and Forth Error Compensation and Correction method together with the construction of ghost points via a level set framework, PDE-based extension technique, and what we term guest values. We illustrate the performance of our NNLCI subject to variations in incident waves as well as PEC boundary geometries.

We study the problem of designing a robust parameter-independent feedback control input that steers, with minimum energy, the average of a linear system submitted to parameter perturbations where the states are initialized and finalized according to a given initial and final distribution. We formulate this problem as an optimal transport problem, where the transport cost of an initial and final state is the minimum energy of the ensemble of linear systems that have started from the initial state and the average of the ensemble of states at the final time is the final state. The by-product of this formulation is that using tools from optimal transport, we are able to design a robust parameter-independent feedback control with minimum energy for the ensemble of uncertain linear systems. This relies on the existence of a transport map which we characterize as the gradient of a convex function.

Bayesian optimal experimental design (OED) is a principled framework for maximizing information gained from limited data in Bayesian inverse problems. Unfortunately, conventional methods for OED are prohibitive when applied to expensive models with high-dimensional parameters. In this talk, I will present fast and scalable computational methods for large-scale Bayesian OED with infinite-dimensional parameters, including data-informed low-rank approximation, efficient offline-online decomposition, projected neural network approximation, and a new swapping greedy algorithm for combinatorial optimization.

In the past few decades the problem of reconstructing high-dimensional functions taking values in abstract spaces from limited samples has received increasing attention, largely due to its relevance to uncertainty quantification (UQ) for computational science and engineering. These UQ problems are often posed in terms of parameterized partial differential equations whose solutions take values in Hilbert or Banach spaces. Impressive results have been achieved on such problems with deep learning (DL), i.e. machine learning with deep neural networks (DNN). This work focuses on approximating high-dimensional smooth functions taking values in reflexive and typically infinite-dimensional Banach spaces. Our novel approach to this problem is fully algorithmic, combining DL, compressed sensing, orthogonal polynomials, and finite element discretization. We present a full theoretical analysis for DNN approximation with explicit guarantees on the error and sample complexity, and a clear accounting of all sources of error. We also provide numerical experiments demonstrating the efficiency of DL at approximating such high-dimensional functions from limited data in UQ applications.