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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    A DATA DRIVEN APPROACH FOR

    GENERATING REDUCED-ORDER

    STOCHASTIC MODELS OF RANDOM

    HETEROGENEOUS MEDIA

    Nicholas Zabaras and Baskar Ganapathysubramanian

    Materials Process Design and Control Laboratory

    Sibley School of Mechanical and Aerospace Engineering

    Cornell UniversityIthaca, NY 14853-3801

    [email protected]

    http://mpdc.mae.cornell.edu/

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    MOTIVATIONPROVIDE LOW-DIMENSIONALITY

    REPRESENTATION OF THE

    MICROSTRUCTURE, PROPERTY

    AND PROCESS SPACES

    Applications:

    (i) Identify microstructures that have

    extremal properties.

    (ii) Identify processing sequences

    that lead to desired microstructures

    and properties.

    3.05 3.06 3.07 3.08 3.09 3.1 3.11 3.123.03

    3.04

    3.05

    3.06

    3.07

    3.08

    3.09

    3.1

    3.11

    3.12

    Taylor factor along RD

    Taylo

    rfactoralo

    ngTD

    b

    2. Rolling

    3. Rolling followed by drawing

    1. Drawing

    R

    C

    a

    d

    fe

    Process

    Property-process

    space

    -1

    -0.5

    0

    0.5

    -1

    -0.50

    0.51

    -1.8

    -1.7

    -1.6

    -1.5

    -1.4

    -1.3

    Microstructurerepresentations

    Process-structure

    space

    Process paths

    A100

    A1000

    A80

    Property-structure

    space

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    STRATEGY

    Given limited experimental information

    (microstructural features):

    Represent several plausible microstructures

    Encode this information into a low-dimensional

    parameterization ofall such possible

    microstructures

    WHY?

    Can incorporate effects of limited information of

    macro behavior

    Low-dimensional embedding significantly aidssearching and contouring of high dimensional

    microstructural space

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    OUTLINE

    Linear reduced-order modeling framework of

    microstructures

    Non-linear reduced order modeling framework for

    microstructures

    Applications of classification and reduced models of

    structure-property-process maps for tailored

    materials

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    LINEAR REDUCED-ORDER

    MODELING FRAMEWORK

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    DEVELOPING LINEAR TOPOLOGICAL MODELSData driven techniques for encoding the variability in properties into a viable, finite dimensional

    stochastic model.

    Advances in using Bayesian modeling, Random domain decomposition

    Aim is to create a seamless technique that utilizes the tools of the mature field of property/

    microstructure reconstruction

    First investigations into constructing data-driven reduced order representation of topological/

    material/ property distributions utilized a Principal Component Analysis (PCA/POD/KLE) based

    approach.

    Generate 3D samples from the microstructure space and apply PCA to them

    = a1 a2 +..+ an+

    1. B. Ganapathysubramanian, N. Zabaras, Modelling diffusion in random heterogeneous media: Data-driven models, stochastic

    collocation and the variational multi-scale method, J Comp Physics 226 (2007) 326-353.

    Convert variability of property/microstructure to variability of coefficients.

    Not all combinations allowed. Developed subspace reducing methodology1 to find the space of

    allowable coefficients that reconstruct plausible microstructures

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    OVERVIEW OF METHODOLOGY

    Extract properties P1, P2, .. Pn, that

    the structure satisfies.

    These properties are usually

    statistical: Volume fraction, 2-point

    correlation, auto correlation

    Reconstruct realizations of the

    structure satisfying the properties.

    Monte Carlo, Gaussian Random

    Fields, Stochastic optimization etc.

    Construct a reduced-orderstochastic model from the data. This

    model must be able to approximate

    the class of structures.

    KL expansions, FFT and other

    transforms, Autoregressive models,

    ARMA models

    Extract structure-property-process

    relations

    Link with microstructure

    classification and statistical learning

    algorithms

    1. Property extraction 2. Microstructure reconstruction

    3. Reduced model4. Applications

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    DATA TO CONSTRUCT INPUT MODELS

    2D microstructure

    characterization

    tomographic characterization

    Only have characterization of property variation in

    finite number of regions or finite realizations

    Consider the property variation and/or microstructureto be a stochastic process.

    Identify this stochastic process using the experimental

    information available

    volume fraction, 2-point correlation, 3-point

    correlations .

    Convert this representation into a computationally

    useful form: Finite dimensional representation

    Process data for statistical invariance of the structure

    All realizations of the stochastic process satisfy the

    experimental statistical relations

    These microstructures belong to a very large(possibly) infinite dimensional space.

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    FINITE DIMENSIONAL REPRESENTATION

    The data extraction/reconstruction procedure gives a set of 3D microstructures.

    These are samples from the microstructural space.Need a qualitative, functional representation of the topological variation.

    Must be finite dimensional for this description to be useful

    Necessity of model reduction arises

    I = Iavg + I1a1 + I2a2+ I3a3 + + Inan

    Represent any microstructure as a linear combination of the microstructures or

    some eigenimages

    = a1 a2 an+ + ..+

    Move randomness from image to coefficients

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    REDUCED MODEL OF TOPOLOGICAL VARIATION

    Construct descriptor from sample images.

    Use POD

    Microstructure images (nxnxn pixels) represented as vectors Ii i=1,..,M

    The eigenvectors of the covariance matrix are computed

    The first N eigenimages are chosen to represent the microstructures

    = a1 a2 an+ + ..+

    Represent any microstructure as a linear combination of the microstructures or

    some eigenimagesMove randomness from image to coefficients

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    PROPER ORTHOGONAL DECOMPOSITION

    Suppose we had a collection of data

    (from experiments or simulations) for

    the some variable/process/parameter

    1 1{ ( )} , { ( , )}N N

    i iS A x A x t = ==

    Is it possible to identify a basis such

    that this data can be represented in

    the smallest possible space. I.e find

    1{ ( )} , M NM

    ix = =

    Such that it is optimal for the data to

    be represented as

    1( ) ( ),

    M

    i i

    i A x a x

    ==

    1

    ( , ) ( ) ( ),M

    i i

    i

    A x t a t x=

    =

    Proper Orthogonal Decomposition(POD), Principal Component Analysis

    (PCA), Karhunen LoeveDecomposition (KLE), Sirovich,

    Lumley, Ravindran, Ito

    PCA is mathematically defined as an

    orthogonal linear transformation that

    transforms the data to a new

    coordinate system such that the

    greatest variance by any projection of

    the data comes to lie on the first

    coordinate (called the first principal

    component),

    PCA is theoretically the most optimum

    transform for a given data in least

    square terms.

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Data usually collated in terms of a

    matrix XT.

    XT is shifted to a mean zero value

    The covariance matrix of this data is

    computed.

    TY V=

    Solve the optimization problem

    Method of snapshots

    where

    Eigen-value problem

    where

    Requires the computation of the

    covariance matrix of the data and

    subsequent eigen decomposition. Canbecome computationally demanding as

    N increases. A computationally simpler

    POD technique is the method of

    snapshots

    1 TXXN

    =C

    Compute the eigen values and eigen

    vectors of the covariance matrixTC V V= The reduced description is given by

    ,

    1 Ti jC X X

    N=

    PROPER ORTHOGONAL DECOMPOSITION

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    REDUCED MODEL : CONSTRAINTS

    Let I be an arbitrary microstructure satisfying the experimental statistical

    correlations

    The PCA method provides a unique representation of the image

    That is, the PCA provides a function

    The function is injective but nor surjective

    Every image has a unique mapping

    But every point need not define an image

    in

    Construct the subspace ofallowable n-tuples

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Image I belongs to the class of structures?

    It must satisfy certain conditions

    a) Its volume fraction must equal the specified volume fraction

    b) Volume fraction at every pixel must be between 0 and 1

    c) It should satisfy the given two point correlation

    Thus the n tuple (a1,a2,..,an) must further satisfy some constraints.

    Enforce these constraints sequentially

    CONSTRUCTING THE REDUCED SUBSPACE H

    1. Pixel based constraints

    Microstructures represented as discrete images. Pixels have bounds

    This results in 2n3 inequality constraints

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    2. First order constraints

    The Microstructure must satisfy the experimental volume fraction

    This results in one linear equality constraint on the n-tuple

    3. Second order constraints

    The Microstructure must satisfy the experimental two point correlation.

    This results in a set of quadratic equality constraints

    This can be written as

    CONSTRUCTING THE REDUCED SUBSPACE H

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    SEQUENTIAL CONSTRUCTION OF THE SUBSPACE

    Computational complexity

    Pixel based constraints + first order constraints result in a simple convex hull problem

    Enforcing second order constraints becomes a problem in quadratic programming

    Sequential construction of the subspace

    First enforce first order statistics,

    On this reduced subspace, enforce second order statistics

    Example for a three dimensional space: 3 eigen images

    15

    20-15 -10

    -5 05

    10 1

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    THE REDUCED MODEL

    The sequential contraction procedure a subspace H, such that all n-tuples

    from this space result in acceptable microstructures

    H represents the space of coefficients that map to allowable

    microstructures.

    Since H is a plane in N dimensional space, we call this the material

    plane

    Since each of the microstructures in the material plane satisfies all required

    statistical properties, they are equally probable. This observation provides a way

    to construct the stochastic model for the allowable microstructures:

    Define such that

    This is our reduced stochastic model of the random topology of the microstructure

    class

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Reconstruction of well characterized material

    Tungsten-Silver composite1

    Produced by infiltrating porous tungsten solid with molten

    silver

    1. S. Umekawa, R. Kotfila, O. D. Sherby, Elastic properties of a tungsten-silver composite above and below the melting

    point of silver, J. Mech. Phys. Solids 13 (1965) 229-230

    640x640 pixels = 198 m x 198 m

    PROPERTY EXTRACTION

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    r (um)

    g(r)

    0 5 10 15 20

    0

    0.1

    0.20.3

    0.4

    0.5

    0.6

    0.7

    0.80.9

    1

    Digitized two phase microstructure

    image

    White phase- W

    Black phase- Ag

    Simple matrix operations to extract

    image statistics

    First order statistics: Volume fraction: 0.2

    Second order statistics: 2 pt correlation

    PROPERTY EXTRACTION

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    MICROSTRUCTURE RECONSTRUCTION

    Statistical information available- First and second order statistics

    Reconstruct Three dimensional microstructures that satisfy these experimental

    statistical relations

    GAUSSIAN RANDOM FIELDS

    GRF- model interfaces as level cuts of a function

    Build a function y(r). Model microstructure is given by level cuts of this function.

    y(r) has a field-field correlation given by g(r)

    If this function is known, y(r) can be constructed as

    Uniformly distributed over the unit sphere

    Uniformly distributed over [0, 2)

    Distributed according to where

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Relate experimental properties to

    1. Two phase microstructure, impose level cuts on y(r). Phase 1 if

    2. Relate to statistics

    first order statistics

    where

    second order statistics

    Set , and

    For the Gaussian Random Field to match experimental statistics

    MICROSTRUCTURE RECONSTRUCTION

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    FITTING THE GRF PARAMETERS

    Assume a simplified form for the far field correlation function

    Three parameters, is the correlation length, d is the domain

    length and rc is the cutoff length

    Use least square minimization to find optimal fit

    r (um)

    g(r)

    0 5 10 15 200

    0.20.4

    0.6

    0.8

    1

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    20 m x 20 m x 20 m

    40 m x 40 m x 40 m

    200 m x 200 m

    3D MICROSTRUCTURE RECONSTRUCTION

    128x128x128pixel

    64x64x64 pixel

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Eigen number

    Normalized

    eigenvalue

    5 10 15 20 25 300

    0.05

    0.1

    0.15

    0.2

    0.25

    MODEL REDUCTION

    Principal component analysis

    First 9 eigen values from the spectrum

    chosen

    Constructing the reduced subspace

    and the stochastic model

    - Enforcing the pixel based bounds and the linear

    equality constraint (of volume fraction) was

    developed as a convex hull problem. A primal-dual

    polytope method was employed to construct the set

    of vertices.- Enforcing the second order constraints was

    performed through the quadratic programming toolsin the optimization toolbox in Matlab.

    - Two separate cases are considered in this

    example. In the first case, only the first-order

    constraints (volume fraction) are used to reconstruct

    the subspace H. In the second case, both first-order

    as well as second-order constraints (volume fraction

    and two-point correlation) are used to construct thesubspace H.

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    PHYSICAL PROBLEM

    T= -0.5 T= 0.5

    Structure size 40x40x40 m

    Tungsten Silver Matrix

    Heterogeneous property is the

    thermal diffusivity.

    Tungsten: 19250 kg/m3k 174 W/mK

    c 130 J/kgK

    Silver: 10490 kg/m3

    k 430 W/mK

    c 235 J/kgK

    Diffusivity ratio Ag /W = 2.5

    Left wall maintained at -0.5

    Right wall maintained at +0.5

    All other surfaces insulated

    Investigate effects of limited topological information on diffusion in

    heterogeneous random media

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Computational domain of each deterministic problem: 128x128x128 pixels

    COMPUTATIONAL DETAILS

    The construction of the stochastic solution: through sparse grid collocation

    level 5 interpolation scheme used

    Number of deterministic problems solved: 15713

    Each deterministic problem solution: solved ona 8 8 8 coarse element grid (uniform hexahedral

    elements) with each coarse element having 16 16

    16 fine-scale elements.

    The solution of each deterministic VMS

    problem: about 34 minutes, In comparison, afully-resolved fine scale FEM solution took nearly 40

    hours.

    Computational platform: 40 nodes on local Linux

    clusterTotal time: 56 hours

    Number of collocation points

    Error

    100

    101

    102

    103

    104

    10

    -2

    10-1

    100

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    f

    g

    e

    b c d

    a

    FIRST ORDER STATISTICS: MEAN TEMPERATURE

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Temperature

    Probabilitydistributio

    nfunction

    -0.4 -0.2 0 0.2 0.40

    0.5

    1

    1.5

    2

    2.5

    3

    3.5

    4

    Temperature

    Probabilitydistributi

    onfunction

    0 0.2 0.40

    1

    2

    3

    4

    5

    6

    7

    f

    e

    b c

    d

    a

    FIRST ORDER STATISTICS: HIGHER MOMENTS

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    f

    g

    e

    b c d

    a

    SECOND ORDER STATISTICS: MEAN TEMPERATURE

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    f

    e

    d

    a

    Temperature

    Probabilitydistributi

    onfunction

    -0.4 -0.2 0 0.2 0.40

    1

    2

    3

    4

    5

    6

    7

    Temperature

    Probabilitydistributionfunction

    -0.2 0 0.2 0.40

    1

    2

    3

    4

    5

    6

    7

    8

    9

    10

    b c

    SECOND ORDER STATISTICS: HIGHER MOMENTS

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Temperature

    Prob

    abilitydistributionfunction

    -0.4 -0.2 0 0.2 0.40

    1

    2

    3

    4

    5

    6

    7

    Comparison of temperature PDFs at a

    point due to the application of first andsecond order constraints

    A general methodology was presented for

    constructing a reduced-order microstructuremodel

    Using more sophisticated model reduction

    techniques to build the reduced-order

    microstructure model,

    Extending the methodology to arbitrary

    types of microstructures

    INCORPORATING MORE INFORMATION

    As more information is incorporated into the

    analysis, the subspace of allowable

    microstructures shrinksThis corresponds to tighter probability

    distributions

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    NON-LINEAR REDUCED ORDER

    MODELING FRAMEWORK

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    INPUT STOCHASTIC MODELS: LINEAR APPROACH

    Further related issues:- How to generalize it to other properties/structures? Can

    PCA be applied to other classes of microstructures, say,

    polycrystals?- How does convergence change as the amount of

    information increases? Computationally?

    - PCA based approaches find the smallest coordinate representation of the data .

    but assumes that the data lies in a linear vector space

    What is the result when the data lies in a nonlinear space?

    As the number of input samples increases, PCA based approaches tend to overestimate the

    dimensionality of the reduced representation.

    Becomes computationally challenging

    # of samples

    #

    of

    eigen

    vecto

    rs

    Only guaranteed to discover the true structure of data lying on a linear subspace of the highdimensional input space

    NONLINEAR APPROACHES TO MODEL REDUCTION:

    IDEAS FROM IMAGE PROCESSING, PSYCOLOGY

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    Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    NONLINEAR REDUCTION: THE KEY IDEASet of images. Each image = 64x64 = 4096 pixels

    Each image is a point in 4096 dimensional space.

    But each and every image is related (they arepictures of the same object). Same object but

    different poses.

    That is, all these images lie on a unique curve

    (manifold) in 4096 .Can we get a parametric representation of this

    curve?

    Problem: Can the parameters that define this

    manifold be extracted, ONLY given these images

    (points in4096 )

    Solution: Each image can be uniquely

    represented as a point in 2D space (UD, LR).

    Strategy: based on the manifold learning

    problem

    Different images of the same

    object: changes in up-down (UD)

    and left-right (LR) poses

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    NONLINEAR REDUCTION: EXTENSION TO INPUT MODELS

    Different microstructure realizations

    satisfying some experimental

    correlations

    Given some experimental correlation that the

    microstructure/property variation satisfies.

    Construct several plausible images of the

    microstructure/property.

    Each of these images consists of , say, n pixels.

    Each image is a point in n dimensional space.

    But each and every image is related.

    That is, all these images lie on a unique curve

    (manifold) inn.

    Can a low dimensional parameterization of this

    curve be computed?

    Strategy: based on a variant of the manifold

    learning problem.

    A FORMAL DEFINITION OF THE PROBLEM

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    A FORMAL DEFINITION OF THE PROBLEM

    State the problem as a parameterization problem (also called the manifold learning

    problem)

    Given a set of N unordered points belonging to a manifold embedded in ahigh dimensional space n, find a low dimensional region d that

    parameterizes , where d

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    AN INTUITIVE PICTURE OF THE STRATEGY- Attempt to reduce dimensionality while preserving the geometry at all scales.

    - Ensure that nearby points on the manifold map to nearby points in the low-

    dimensional space and faraway points map to faraway points in the low dimensional

    space.

    3D dataPCA

    -

    -10

    -5

    0

    5

    10

    15

    -10

    -5

    0

    5

    10

    15

    20

    40

    Linear approach Non-linear approach: unraveling the curve

    KEY CONCEPT

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    KEY CONCEPT

    Pt A Pt B

    Euclidian dist

    Geodesic dist

    1) Geometry can be preserved if the distances between the points are

    preserved Isometric mapping.

    2) The geometry of the manifold is reflected in the geodesic distance between

    points

    3) First step towards reduced representation is to construct the geodesic

    distances between all the sample points

    THE NONLINEAR MODEL REDUCTION ALGORITHM

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    THE NONLINEAR MODEL REDUCTION ALGORITHM

    Given N unordered

    samplesCompute pairwise

    geodesic distance

    1) Given the N unordered sample points ( microstructures, property maps )

    2) Compute the geodesic distance between each pair of samples (i,j) .3) Given the pairwise distance matrix between N objects, compute the location

    of N points, {i} in dsuch that the distance between these points isarbitrarily close to the given distance matrix

    . Basic premise of group of

    statistical methods called Multi Dimensional Scaling1 (MDS)

    Perform MDS on thisdistance matrix

    N points in a low

    dimensional space

    1. T.F.Cox, M.A.A.Cox, Multidimensional scaling, 1994, Chapman and Hall

    MATHEMATICAL DETAILS

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    How to compute geodesic distance?

    Sum over short hops.

    Need the notion of distance between

    samples

    Flexibility in defining the distance

    measure..

    MATHEMATICAL DETAILS

    The distance measure defines the properties of the manifold that the samples lie on1. Properties of the manifold n.

    The distance measure,, based on how much the microstructures vary. Defined as

    the difference in statistical correlation between two microstructures. ( , ) | ( ) ( ) |i j S i S j= D

    The key to a reasonable dimension reduction is a good choice of the distance measure

    1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

    generating data-driven stochastic input models", Journal of Computational Physics, in press.

    Any choice of functions are allowable as long as they satisfy the metric

    properties

    MATHEMATICAL DETAILS

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    MATHEMATICAL DETAILS

    1. Properties of the manifold n.

    1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology

    for generating data-driven stochastic input models", submitted to Journal of Computational

    Physics

    2. J. R. Munkres, Topology, Second edition, Prentice-Hall, 2000.

    ( , ) | ( ) ( ) |i j S i S j= D

    a) (, ) is a metric space.

    Ensure that satisfies the properties of non-negativity,

    symmetry and the triangle inequality

    Equivalence between microstructures: Two microstructures are equivalent if

    they share the same higher order statistical correlation

    b) (,) is a bounded.

    c) (,) is dense.

    e) (

    ,

    ) is a compact metric space1,2 .

    d) (,) is complete.

    MATHEMATICAL DETAILS

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    MATHEMATICAL DETAILS

    2. Mapping a compact manifold to a low-dimensional set

    Have no notion of the geometry of the manifold to start with. Hence cannot constructtrue geodesic distances!

    ( , ) inf{length( )}i j

    =Mm

    D

    Approximate the geodesic distance using the concept of graph distance G(i,j) : thedistance of points far away is computed as a sequence of small hops.

    This approximation,G, asymptotically matches the actual geodesic distance . Inthe limit of large number of samples1,2 . (Theorem 4.5 in 1)

    1 2(1 ) ( , ) ( , ) (1 ) ( , )i j i j i j +GM Mm m m

    D D D

    1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

    generating data-driven stochastic input models", submitted to Journal of Computational Physics.

    2. M.Bernstein, V. deSilva, J.C.Langford, J.B.Tenenbaum, Graph approximations to geodesics on

    embedded manifolds, Dec 2000

    Based on results on graph approximations to geodesics2.

    MATHEMATICAL DETAILS

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    Perform MDS on the geodesic matrix. i.e perform an eigenvalue decomposition of the

    squared geodesic matrix.The largest d eigenvalues are the coordinates of the N points.

    MATHEMATICAL DETAILS3. MDS and choosing the dimensionality of the reduced space

    Estimate the dimensionality of the manifold based on a novel geometrical probability

    approach (developed by A. Hero et. al.)

    The manifold has an intrinsic dimensionality. How to choose the correct value of d?

    (related with issues of accuracy and computational effort)

    Based on ideas from graph theory. The rate of convergence of the length functional, L

    of the minimal spanning tree of the geodesic distance matrix is related to the

    dimensionality1,2, d.

    1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

    generating data-driven stochastic input models", submitted to Journal of Computational Physics.

    2. J.A.Costa, A.O.Hero, Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold

    Learning, IEEE Trans. on Signal Processing, 52 (2004) 2210--2221.

    log( ) log( ) L a N = +1d

    ad

    =with

    THE REDUCED ORDER TOPOLOGICAL MODEL

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    THE REDUCED ORDER TOPOLOGICAL MODEL

    Given N unordered

    samples

    N points in a low

    dimensional space

    n. d

    The procedure results in N points in a low-dimensional space. The geodesic distance

    + MDS step (Isomap algorithm1

    ) results in a low-dimensional convex, connectedspace2, d.

    1. J. B. Tenenbaum, V. De Silva, J. C. Langford, A global geometric framework for nonlinear dimension reduction Science 290

    (2000), 2319-2323.

    2. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for generating data-driven

    stochastic input models", submitted to Journal of Computational Physics.

    Using the N samples, the reduced space is given asiconvex hull({ })=A =

    serves as the surrogate space for .Access variability in by sampling over.

    BUT have only come up withmap . Need map too

    THE REDUCED ORDER TOPOLOGICAL MODEL

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    Only have N pairs to construct map. Various possibilities based on specific

    problem at hand. But have to be conscious about computational effort and efficiency.

    Illustrate 3 such possibilities below. Error bounds can be computed1

    .

    n d n d

    n

    d

    1. Nearest neighbor map 2. Local linear interpolation

    3. Local linear interpolation with projection

    1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for generating data-driven

    stochastic input models", submitted to Journal of Computational Physics.

    THE REDUCED ORDER TOPOLOGICAL MODEL

    THE REDUCED ORDER TOPOLOGICAL MODEL

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    Given N

    unordered

    samples

    Compute pairwise

    geodesic distancePerform MDS on

    this distance matrix

    N points in a

    low dimensional

    space

    Algorithm consists of two parts.

    1) Compute the low dimensional representation of a set of N unordered sample points

    belonging to a high dimensional space

    For using this model in a stochastic collocation framework, must sample points in

    2) For an arbitrary point must fins the corresponding point x . Compute themapping from

    n. d

    THE REDUCED ORDER TOPOLOGICAL MODEL

    NON LINEAR DIMENSION REDUCTION

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    NON LINEAR DIMENSION REDUCTIONThe developments detailed before are applied

    to find a low dimensional representation of

    these 1000 microstructure samples.

    The optimal representation of these points was

    a 9 dimensional region

    Able to theoretically show that these points

    in 9D space form a convex region in 9.This convex region now represents the lowdimensional stochastic input space

    Use sparse grid collocation strategies to

    sample this space.

    10

    15

    20-15 -10

    -5 05 10

    1

    -10

    -5

    0

    5

    10

    15

    Log(Samples)

    Log(lengthofMST

    )

    100 300 500

    10000

    20000

    30000

    40000

    COMPUTATIONAL DETAILS

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    # of collocation points

    Erro

    r

    100

    101

    102

    103

    10410

    -6

    10-5

    10-4

    10-3

    10-2

    10-1

    100

    101

    Computational domain of each

    deterministic problem: 65x65x65pixels

    COMPUTATIONAL DETAILS

    The construction of the stochastic

    solution: through sparse grid

    collocation level 5 interpolation

    scheme used

    Number of deterministic problems

    solved: 26017

    Computational platform: 50 nodes

    on local Linux cluster (x2 3.2 GHz)

    Total time: 210 minutes

    Total number of dofs: 653x26017 ~

    7x109

    MEAN TEMPERATURE PROFILE

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    MEAN TEMPERATURE PROFILE

    a

    b c d e

    f

    g

    (a) Temp contour

    (b-d) Temp isocontours

    (e-g) Temp slices

    HIGHER ORDER STATISTICS

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    Temperature

    Probabilitydistributionfunction

    -0.2 0 0.20

    1

    2

    3

    4

    5

    6

    HIGHER ORDER STATISTICS

    a

    (a) Temp contour

    (b) Temp isocontours

    (c) PDF of temp

    (d-f) Temp slices

    b d

    e

    f

    c

    MODELS OF POLYCRYSTALLINE MATERIALS

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    Microstructural variations affect macro-scale

    properties

    It is lot more difficult to analyze than two-phase

    or multi-phase materials

    Multiple layers of representation (a) grain

    distribution (b) orientation distribution

    Continuum distribution of orientation. Solvable

    problem

    Limit analysis to grain distribution

    This is a tricky problem: Have to faithfully

    encode grain distribution features andshould quickly reconstruct approximate

    grains

    MODELS OF POLYCRYSTALLINE MATERIALS

    MICROSTRUCTURAL FEATURE: GRAIN SIZE

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    Grain size obtained by using aseries of equidistant, parallel

    lines on a given microstructure at

    different angles. In 3D, the size

    of a grain is chosen as the

    number of voxels (proportional to

    volume) inside a particular grain.

    2D microstructures

    3D microstructures

    Grain size is computed from the

    volumes of individual grains

    MICROSTRUCTURAL FEATURE: GRAIN SIZE

    EXPERIMENTAL DATA

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    Polarized light micrograph

    of aluminium alloy AA3302

    (source Wittridge NJ et al.Mat.Sci.Eng. A, 1999)

    0 2 4 6 8 10 12 14 16 18 200

    0.02

    0.04

    0.06

    0.08

    0.1

    0.12

    0.14

    0.16

    0.18

    0.2

    GrainSize( m)

    probability

    =10.97

    =124.90

    Extract grain size

    distribution from image

    EXPERIMENTAL DATA

    RECONSTRUCTING PLAUSIBLE DATA SET

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    Reconstruct N=200 microstructures that satisfy the experimental grain size

    distribution

    Utilize stochastic optimization to construct microstructures

    RECONSTRUCTING PLAUSIBLE DATA SET

    MODEL REDUCTION OF POLYCRYSTALS

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    The key feature to encode is the grain boundary

    But grain boundaries are sparsely distributed in the domainNeed a strategy to compress all the grain boundary information and

    remove all the interior information

    Look at different types of transforms

    1) Transform and its inverse should be computationally efficient

    2) Data size should be limited.

    3) Should be able to process grain boundaries : monochromatic lines on a

    monochromatic background

    4) Translation and rotation invariant

    Radon and Fourier transform.

    MODEL REDUCTION OF POLYCRYSTALS

    IMAGE TRANSFORMATION

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    Radon transform:

    The Radon transform of an image represented by the function f(x,y) can

    be defined as a series of line integrals through f(x,y) at different offsetsfrom the origin.

    ( , ) ( , ) ( cos sin ) R f x y x y r dxdy

    = +

    Why Radon transform?

    It collects line integral information.

    In some sense it is similar to the

    Heyns intercept method

    Extensively utilized in CATscanning and medical imaging..

    Mature applications

    IMAGE TRANSFORMATION

    IMAGE TRANSFORMATION

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    Forward radon transform

    Inverse radon transform- Filtered

    back projection: Two steps, filteringand then projection

    0

    ( , ) ( cos sin , )i f x y f x y d

    = +The reconstructed image is heavily blurred. Use

    a high pass filter to the sinogram data in thefrequency domain.

    Apply a 1-D DFT to the sinogram data for each

    angle, multiply by the filter, and then using the

    inverse DFT to reconstruct the data.

    IMAGE TRANSFORMATION

    IMAGE TRANSFORMATION

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    IMAGE TRANSFORMATION

    REDUCED ORDER MODEL

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    The distance measure, , based on how much the microstructures vary.Since the Radon transform encodes (in a sense) the grain volume,

    define the distance as the difference in Radon transformed images

    ( , ) || ( , ) ( , ) ||i ji j R R = D

    Use filtered or un-filtered Radon transform?

    Given N unordered

    samplesCompute pairwise

    geodesic distance

    Perform MDS on thisdistance matrix

    N points in a lowdimensional space

    REDUCED ORDER MODEL

    DIMENSIONALITY OF THE REDUCED MODEL

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    Dimensionality of

    the parametric

    space computedfrom application of

    the BHH theorem.

    Which connects

    the dimensionality

    of the surface to

    the length

    functional of a

    graph

    d = 31

    DIMENSIONALITY OF THE REDUCED MODEL

    Log(Number of samples)

    Log(Length

    functional)

    25 50 75 100 125

    5E+10

    1E+11

    1.5E+11

    2E+11

    2.5E+11

    3E+11

    SAMPLING AND RECONSTRUCTION

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Consider random points in the hyper cube

    Reconstruct polycrystals corresponding to this point based on data. Direct

    interpolation of the radon transform followed by inversion

    SAMPLING AND RECONSTRUCTION

    SOME CHALLENGES

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    Reconstruction improves as the number of

    data point improves .. i.e. A is densely

    populated

    As the number of neighbors used in

    reconstruction increases the reconstruction

    degrades. Reason is averaging

    No filtering or heuristics used so far. But

    seems like a good idea. Could result inbetter microstructures (line merging, pre-

    filtering)

    Investigate other translation and rotation

    invariant transforms: Hough transform,

    Steerable pyramid

    Extension to 3D is straightforward. Use 3D

    Radon transform.

    SOME CHALLENGES

    Experimental information,

    gappy data

    10

    15

    20-15 -10

    -5 05 10

    1

    -10

    -5

    0

    5

    10

    15

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    Applications of classification and

    reduced models of structure-property-process maps for tailored

    materials

    PROCESSING PATH DESIGN

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    Tailored microstructures so that desired

    properties can be achieved: controlled

    deformation or thermal treatment.

    Processing path design to realize

    microstructures with optimal properties.

    Non-uniqueness in processing path

    solution. This problem cannot beaddressed solely using conventional

    optimization schemes.

    PROCESSING PATH DESIGN

    Data mining strategies comes natural to such problems.

    Development of a database that can accommodate unknown microstructures into

    newly formed classes without user intervention

    MODEL REDUCTION AND STATISTICAL LEARNING

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    Model reduction results in low-complexity

    and low-dimensional models of the

    microstructural space

    Interrogate sample microstructures to

    construct corresponding process and

    property spaces

    Potentially results in huge reduction indimensions

    Utilize classification and statistical learning

    frameworks to construct relationships

    between low dimensional models of

    microstructure, process and property spaces

    Unsupervised learning strategies for

    automated design: X-means classifier

    Materials Process Design and Control LaborMaterials Process Design and Control Labor

    -1 -0.5 0 0.5 1-1

    -0.5

    0

    0.5

    1

    3.055

    3.06

    3.065

    3.07

    3.075

    3.08

    3.085

    3.09

    3.095

    3.055 3.06 3.065 3.07 3.075 3.08 3.085 3.09 3.095

    3.05

    3.06

    3.07

    3.08

    3.09

    3.1

    3.11

    Taylor factor along RD

    Taylor

    factor

    alongTD

    R

    C

    Process plane

    Process-property plane

    CLASSIFICATION HIERARCHY: MICROSTRUCTURES

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    Classify/tessellate reduced space based on features

    CLASSIFICATION HIERARCHY: TEXTURE

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    Classify/tessellate reduced space based on fiber orientations

    K-MEANS CLUSTERING

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Find the cluster centers {C1,C2,,Ck} such that the sum of the 2-norm distance

    squared between each featurexi, i = 1,..,n and its nearest cluster centerCh is

    minimized.

    21 2

    21,..,1

    1( , ,.., ) ( )

    2min

    nk h

    ih ki

    J c c c x C ==

    =

    Identify clusters

    Clusters

    DATABASE OF ODFs

    Feature

    Space

    Cost functionEach class is affiliated with

    multiple processes

    ADAPTIVE REDUCED MODELS: ACCELERATED DESIGN

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    Linking data-driven reduced order models for microstructure and texture

    evolution potentially very significant

    The classification technique is database-driven and the availability of

    existing information can be further utilized to accelerate the texture

    evolution models.

    Adaptivity to account for the sensitivity of different features. This provides

    addition information of significance: Which processes affect whichfeatures and which features affect different properties

    Tangible input for further experimentation

    = a1 a2 +..+ an+

    THE DESIGN FRAMEWORK

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    DESIGN FOR DESIRED ODF: A MULTI STAGE PROBLEM

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    0 5 10 15 20 250

    0.2

    0.4

    0.6

    0.8

    IterationIndex

    Normalizedobjectivefunction

    Initial guess, 1 =

    0.65, 2 = -0.1

    Desired ODF Optimal-

    Reduced order

    control

    Stage: 1 Plane strain

    compression ( 1 = 0.9472)

    Stage: 2

    Compression

    ( 2 = -0.2847)

    20x faster than full

    optimization.

    Gradients are

    obtained from

    reduced order

    sensitivity analysis.

    DESIGN FOR DESIRED ODF: A MULTI STAGE PROBLEM

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    CCOORRNNEELLLLU N I V E R S I T YCCOORRNNEELLLLU N I V E R S I T Y

    IterationIndexNormalizedobjectiv

    5 10 150

    0.2

    0.4

    0.6

    0.8

    1

    h

    Crystal

    direction.

    Easy direction

    of

    magnetization zero power

    loss

    External magnetization

    direction

    0 20 40 60 80

    1.21

    1.215

    1.22

    1.225

    1.23

    1.235

    Angle fromthe rolling direction

    Magnetichysteresisloss(W/Kg)

    DesiredpropertydistributionOptimal (reduced)Initial

    Stage: 1 Shear 1

    ( 1 = 0.9745)

    Stage: 2Tension

    ( 2 = 0.4821)

    CONCLUSIONS

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    Data-driven non-linear reduced order models of microstructures

    developed

    Very significant when performing computationally demanding operations searching, contouring - in intrinsically high-dimensional property-

    process-structure spaces

    Naturally coupled with statistical learning and unsupervised classification

    strategies to effectively estimate optimal processing routes for tailored

    materials

    1) B. Ganapathysubramanian and N. Zabaras, "Modelling diffusion in random heterogeneous

    media: Data-driven models, stochastic collocation and the variational multi-scale method",

    Journal of Computational Physics, Vol. 226, pp. 326-353, 2007

    2) B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

    generating data-driven stochastic input models", Journal of Computational Physics, submitted.

    3) V. Sundararaghavan and N. Zabaras, "A statistical learning approach for the design of

    polycrystalline materials", Statistical Analysis and Data Mining, submitted

    4) V. Sundararaghavan and N. Zabaras, "Linear analysis of texture-property relationships using

    process-based representations of Rodrigues space", Acta Materialia, Vol. 55, Issue 5, pp.

    1573-1587, 2007