a data driven approach for generating reduced-order stochastic models of
TRANSCRIPT
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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
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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f
g
e
b c d
a
FIRST ORDER STATISTICS: MEAN TEMPERATURE
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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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f
g
e
b c d
a
SECOND ORDER STATISTICS: MEAN TEMPERATURE
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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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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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NON-LINEAR REDUCED ORDER
MODELING FRAMEWORK
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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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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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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
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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
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-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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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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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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DESIGN FOR DESIRED ODF: A MULTI STAGE PROBLEM
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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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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
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