Non-intrusive reduced-order modeling using uncertainty-aware Deep Neural Networks and Proper Orthogonal Decomposition: Application to flood modeling

• Published in: Journal of computational physics Vol. 424; p. 109854
• Main Authors: Jacquier, Pierre, Abdedou, Azzedine, Delmas, Vincent, Soulaïmani, Azzeddine
• Format: Journal Article
• Language: English
• Published: Cambridge Elsevier Inc 01-01-2021; Elsevier Science Ltd
• Subjects: Algorithms; Artificial neural networks; Bayesian analysis; Computational fluid dynamics; Computational physics; Deep learning; Flood modeling; Flood predictions; Flooding; Floods; Machine learning; Mathematical models; Model reduction; Neural networks; Parameters; Proper Orthogonal Decomposition; Reduced order models; Space-time POD; Uncertainty; Uncertainty quantification; Deep learning; Uncertainty quantification; Space-time POD; Flood modeling
• ISSN: 0021-9991; 1090-2716
• DOI: 10.1016/j.jcp.2020.109854

Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art methods that address uncertainty quantification in Deep Neural Networks, pushing forward the reduced-order modeling approach of Proper Orthogonal Decomposition-Neural Networks (POD-NN) with Deep Ensembles and Variational Inference-based Bayesian Neural Networks on two-dimensional problems in space. These are first tested on benchmark problems, and then applied to a real-life application: flooding predictions in the Mille Îles river in the Montreal, Quebec, Canada metropolitan area. Our setup involves a set of input parameters, with a potentially noisy distribution, and accumulates the simulation data resulting from these parameters. The goal is to build a non-intrusive surrogate model that is able to know when it does not know, which is still an open research area in Neural Networks (and in AI in general). With the help of this model, probabilistic flooding maps are generated, aware of the model uncertainty. These insights on the unknown are also utilized for an uncertainty propagation task, allowing for flooded area predictions that are broader and safer than those made with a regular uncertainty-uninformed surrogate model. Our study of the time-dependent and highly nonlinear case of a dam break is also presented. Both the ensembles and the Bayesian approach lead to reliable results for multiple smooth physical solutions, providing the correct warning when going out-of-distribution. However, the former, referred to as POD-EnsNN, proved much easier to implement and showed greater flexibility than the latter in the case of discontinuities, where standard algorithms may oscillate or fail to converge.
•An uncertainty-aware Proper Orthogonal Decomposition and Neural Networks framework.•Comparison of Ensembles (POD-EnsNN) and Bayesian (POD-BNN) non-linear regression.•Ability to present a large-uncertainty warning on “out-of-distribution” predictions.•Application to probabilistic flooding maps generation, as well as to dam-break flows.