A Streaming Sparse Cholesky Method for Derivative-Informed Gaussian Process Surrogates Within Digital Twin Applications
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Abstract (arXiv)
Digital twins are developed to model the behavior of a specific physical asset (or twin), and they can consist of high-fidelity physics-based models or surrogates. A highly accurate surrogate is often preferred over multi-physics models as they enable forecasting the physical twin future state in real-time. To adapt to a specific physical twin, the digital twin model must be updated using in-service data from that physical twin. In this paper, we combine and extend several previous surrogate-related advancements with the goal of demonstrating an end-to-end digital twin (DT) solution for predicting performance of an aircraft structure (the physical asset). To this end, we extend Gaussian process (GP) models to include derivative data, for improved accuracy, with dynamic updating to ingest physical twin data during service. Including derivative data, however, comes at a prohibitive cost of increased covariance matrix dimension. We circumvent this issue through our modified dynamic sparse Cholesky linear system solver. Numerical experiments demonstrate that the prediction accuracy of the derivative-enhanced sparse Cholesky GP method produces improved models upon dynamic data additions. Lastly, we demonstrate the developed algorithm within a DT framework to model fatigue crack growth in an aerospace vehicle, thereby exhibiting through our assembled engineered system how digital twin technologies can be combined in practice.
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References · 13
- 2018When Gaussian Process Meets Big Data: A Review of Scalable GPscited by 205
- 2021Solving and Learning Nonlinear PDEs with Gaussian Processescited by 128
- 2014Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasetscited by 71
- 2017A general framework for Vecchia approximations of Gaussian processescited by 66
- 2017A Case Study Competition Among Methods for Analyzing Large Spatial Datacited by 44
- 2020Sparse Cholesky factorization by Kullback-Leibler minimizationcited by 40
- 2022Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluationscited by 31
- 2023Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processescited by 31
- 2016Permutation and Grouping Methods for Sharpening Gaussian Process Approximationscited by 24
- 2021Scaling Gaussian Processes with Derivative Information Using Variational Inferencecited by 15
- 2023Solving High Frequency and Multi-Scale PDEs with Gaussian Processescited by 14
- 2021Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inferencecited by 12
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