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In recent years, operator learning, particularly the DeepONet, has received much attention for efficiently learning complex mappings between input and output functions across diverse fields. However, in practical scenarios with limited and noisy data, accessing the uncertainty in DeepONet predictions becomes essential, especially in mission-critical or safety-critical applications. Existing methods, either computationally intensive or yielding unsatisfactory uncertainty quantification, leave room for developing efficient and informative uncertainty quantification (UQ) techniques tailored for DeepONets. In this work, we proposed a novel inference approach for efficient UQ for operator learning by harnessing the power of the Ensemble Kalman Inversion (EKI) approach. EKI, known for its derivative-free, noise-robust, and highly parallelizable feature, has demonstrated its advantages for UQ for physics-informed neural networks [28]. Our innovative application of EKI enables us to efficiently train ensembles of DeepONets while obtaining informative uncertainty estimates for the output of interest. We deploy a mini-batch variant of EKI to accommodate larger datasets, mitigating the computational demand due to large datasets during the training stage. Furthermore, we introduce a heuristic method to estimate the artificial dynamics covariance, thereby improving our uncertainty estimates. Finally, we demonstrate the effectiveness and versatility of our proposed methodology across various benchmark problems, showcasing its potential to address the pressing challenges of uncertainty quantification in DeepONets, especially for practical applications with limited and noisy data., Comment: 25 pages

Scientific and engineering problems often involve parametric partial differential equations (PDEs), such as uncertainty quantification, optimizations, and inverse problems. However, solving these PDEs repeatedly can be prohibitively expensive, especially for large-scale complex applications. To address this issue, reduced order modeling (ROM) has emerged as an effective method to reduce computational costs. However, ROM often requires significant modifications to the existing code, which can be time-consuming and complex, particularly for large-scale legacy codes. Non-intrusive methods have gained attention as an alternative approach. However, most existing non-intrusive approaches are purely data-driven and may not respect the underlying physics laws during the online stage, resulting in less accurate approximations of the reduced solution. In this study, we propose a new non-intrusive bi-fidelity reduced basis method for time-independent parametric PDEs. Our algorithm utilizes the discrete operator, solutions, and right-hand sides obtained from the high-fidelity legacy solver. By leveraging a low-fidelity model, we efficiently construct the reduced operator and right-hand side for new parameter values during the online stage. Unlike other non-intrusive ROM methods, we enforce the reduced equation during the online stage. In addition, the non-intrusive nature of our algorithm makes it straightforward and applicable to general nonlinear time-independent problems. We demonstrate its performance through several benchmark examples, including nonlinear and multiscale PDEs.

When investigating epidemic dynamics through differential models, the parameters needed to understand the phenomenon and to simulate forecast scenarios require a delicate calibration phase, often made even more challenging by the scarcity and uncertainty of the observed data reported by official sources. In this context, Physics-Informed Neural Networks (PINNs), by embedding the knowledge of the differential model that governs the physical phenomenon in the learning process, can effectively address the inverse and forward problem of data-driven learning and solving the corresponding epidemic problem. In many circumstances, however, the spatial propagation of an infectious disease is characterized by movements of individuals at different scales governed by multiscale PDEs. This reflects the heterogeneity of a region or territory in relation to the dynamics within cities and in neighboring zones. In presence of multiple scales, a direct application of PINNs generally leads to poor results due to the multiscale nature of the differential model in the loss function of the neural network. To allow the neural network to operate uniformly with respect to the small scales, it is desirable that the neural network satisfies an Asymptotic-Preservation (AP) property in the learning process. To this end, we consider a new class of AP Neural Networks (APNNs) for multiscale hyperbolic transport models of epidemic spread that, thanks to an appropriate AP formulation of the loss function, is capable to work uniformly at the different scales of the system. A series of numerical tests for different epidemic scenarios confirms the validity of the proposed approach, highlighting the importance of the AP property in the neural network when dealing with multiscale problems especially in presence of sparse and partially observed systems.

Multiscale elliptic equations with scale separation are often approximated by the corresponding homogenized equations with slowly varying homogenized coefficients (the G-limit). The traditional homogenization techniques typically rely on the periodicity of the multiscale coefficients, thus finding the G-limits often requires sophisticated techniques in more general settings even when multiscale coefficient is known, if possible. Alternatively, we propose a simple approach to estimate the G-limits from (noisy-free or noisy) multiscale solution data, either from the existing forward multiscale solvers or sensor measurements. By casting this problem into an inverse problem, our approach adopts physics-informed neural networks (PINNs) algorithm to estimate the G-limits from the multiscale solution data by leveraging a priori knowledge of the underlying homogenized equations. Unlike the existing approaches, our approach does not rely on the periodicity assumption or the known multiscale coefficient during the learning stage, allowing us to estimate homogenized coefficients in more general settings beyond the periodic setting. We demonstrate that the proposed approach can deliver reasonable and accurate approximations to the G-limits as well as homogenized solutions through several benchmark problems.

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand, precisely because of the curse of dimensionality, the construction of simplified models capable of providing approximate solutions at a computationally reduced cost has always represented one of the main research strands in the field of kinetic equations. Approximations based on suitable closures of the moment equations or on simplified collisional models have been studied by many authors. In the context of uncertainty quantification, it is therefore natural to take advantage of such models in a multi-fidelity setting where the original kinetic equation represents the high-fidelity model, and the simplified models define the low-fidelity surrogate models. The scope of this article is to survey some recent results about multi-fidelity methods for kinetic equations that are able to accelerate the solution of the uncertainty quantification process by combining high-fidelity and low-fidelity model evaluations with particular attention to the case of compressible and incompressible hydrodynamic limits. We will focus essentially on two classes of strategies: multi-fidelity control variates methods and bi-fidelity stochastic collocation methods. The various approaches considered are analyzed in light of the different surrogate models used and the different numerical techniques adopted. Given the relevance of the specific choice of the surrogate model, an application-oriented approach has been chosen in the presentation.

Uncertainty in data is certainly one of the main problems in epidemiology, as shown by the recent COVID-19 pandemic. The need for efficient methods capable of quantifying uncertainty in the mathematical model is essential in order to produce realistic scenarios of the spread of infection. In this paper, we introduce a bi-fidelity approach to quantify uncertainty in spatially dependent epidemic models. The approach is based on evaluating a high-fidelity model on a small number of samples properly selected from a large number of evaluations of a low-fidelity model. In particular, we will consider the class of multiscale transport models recently introduced in Bertaglia, Boscheri, Dimarco & Pareschi, Math. Biosci. Eng. (2021) and Boscheri, Dimarco & Pareschi, Math. Mod. Meth. App. Scie. (2021) as the high-fidelity reference and use simple two-velocity discrete models for low-fidelity evaluations. Both models share the same diffusive behavior and are solved with ad-hoc asymptotic-preserving numerical discretizations. A series of numerical experiments confirm the validity of the approach.

In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method introduced in [33,50,51]. For the high-fidelity transport model, the asymptotic-preserving scheme [29] is used for each stochastic sample. We employ the simple two-velocity Goldstein-Taylor equation as low-fidelity model to accelerate the convergence of the uncertainty quantification process. The choice is motivated by the fact that both models, high fidelity and low fidelity, share the same diffusion limit. Speed-up is achieved by proper selection of the collocation points and relative approximation of the high-fidelity solution. Extensive numerical experiments are conducted to show the efficiency and accuracy of the proposed method, even in non diffusive regimes, with empirical error bound estimations as studied in [16].

In this paper, we study the multiscale Boltzmann equation with multi-dimensional random parameters by a bi-fidelity stochastic collocation (SC) method developed in [A. Narayan, C. Gittelson and D. Xiu, SIAM J. Sci. Comput., 36 (2014); X. Zhu, A. Narayan and D. Xiu, SIAM J. Uncertain. Quantif., 2 (2014)]. By choosing the compressible Euler system as the low-fidelity model, we adapt the bi-fidelity SC method to combine computational efficiency of the low-fidelity model with high accuracy of the high-fidelity (Boltzmann) model. With only a small number of high-fidelity asymptotic-preserving solver runs for the Boltzmann equation, the bi-fidelity approximation can capture well the macroscopic quantities of the solution to the Boltzmann equation in the random space. A priori estimate on the accuracy between the high- and bi-fidelity solutions together with a convergence analysis is established. Finally, we present extensive numerical experiments to verify the efficiency and accuracy of our proposed method.

We develop a numerical framework to implement the cumulative density function (CDF) method for obtaining the probability distribution of the system state described by a kinematic wave model. The approach relies on Monte Carlo Simulations (MCS) of the fine-grained CDF equation of system state, as derived by the CDF method. This fine-grained CDF equation is solved via the method of characteristics. Each method of characteristics solution is far more computationally efficient than the direct solution of the kinematic wave model, and the MCS estimator of the CDF converges relatively quickly. We verify the accuracy and robustness of our procedure via comparison with direct MCS of a particular kinematic wave system, the Saint-Venant equation., Comment: 19 pages, 6 figures, 3 tables