Scalable Gaussian process modeling of parametrized spatio-temporal fields
Organizations: University of Toronto Institute for Aerospace Studies, 4925 Dufferin Street, Toronto, M3H 5T6, Ontario, Canada
Abstract
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous representation, enabling predictions at arbitrary spatio-temporal coordinates, independent of the training data resolution. We leverage Kronecker matrix algebra to formulate a computationally efficient training procedure with complexity that scales nearly linearly with the total number of spatio-temporal grid points. A key feature of our approach is the efficient computation of the posterior variance at essentially the same computational cost as the posterior mean (exactly for Cartesian grids and via rigorous bounds for unstructured grids), thereby enabling scalable uncertainty quantification. Numerical studies on a range of benchmark problems demonstrate that the proposed method achieves accuracy competitive with operator learning methods such as Fourier neural operators and deep operator networks. On the one-dimensional unsteady Burgers' equation, our method surpasses the accuracy of projection-based reduced-order models. These results establish the proposed framework as an effective tool for data-driven surrogate modeling, particularly when uncertainty estimates are required for downstream tasks.
Figures & tables
| Method | Relative error | |
|---|---|---|
| Deep-LSPG ( ) | 0.0009 | 0.001 |
| Proposed GP (DPK-Matérn- ) | 0.0033 | 0.0029 |
| Deep-Galerkin ( ) | 0.015 | 0.013 |
| Proposed GP (Matérn- ) | 0.0211 | 0.0078 |
| POD-Galerkin ( ) | 0.032 | 0.03 |
| Method | Relative error | |
|---|---|---|
| training | testing | |
| Proposed GP (DPK) | 0.0181 | 0.0326 |
| Geo-FNO (O-mesh) | 0.0344 | 0.0363 |
| FNO interpolation | 0.0314 | 0.0508 |
| DeepONet | 0.0528 | 0.0965 |
| Method | Airfoil | Pipe | ||
|---|---|---|---|---|
| training | testing | training | testing | |
| Geo-FNO | 0.0134 | 0.0138 | 0.0047 | 0.0067 |
| Proposed GP (DPK) | 0.0051 | 0.0142 | 0.0062 | 0.0131 |
| Proposed GP (Matérn- ) | 0.0065 | 0.0316 | 0.0067 | 0.0171 |
| FNO interpolation | 0.0287 | 0.0421 | 0.0083 | 0.0151 |
| UNet interpolation | 0.0039 | 0.0519 | 0.0109 | 0.0182 |
Appendix figures & tables4 assets
Supplementary material from the paper’s appendix.
Appendix
| Problem | Learning rate | Maximum training iterations |
|---|---|---|
| 1D unsteady Burgers’ | 1000 | |
| Hyper-elastic problem | 450 | |
| 2D Transonic flow | 368 | |
| Navier-Stokes Equation (Pipe) | 900 |
Gaussian Processes
Gaussian Processes are probabilistic models of functions that use kernels to make predictions with explicit uncertainty.
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