Adaptive surrogate modeling for high-dimensional spatio-temporal output

In many engineering applications, a single high-fidelity model produces multiple quantities of interest (QoIs) under the same input parameters, e.g. finite element models of complex physical systems. To alleviate the high computational cost of direct model evaluations, surrogate models are widely used to construct efficient approximations of model responses. Naturally, the accuracy of surrogates strongly depends on the quality of the experimental design (ED). However, a single ED may not provide an adequate representation for all outputs simultaneously, especially when different outputs exhibit varying sensitivities to the input variables. A straightforward solution is to perform separate sampling for each output, but this results in increased sampling complexity and computational cost. From a statistical perspective, such an approach also ignores potential correlations among all outputs and may compromise data consistency. To address this issue, an adaptive sequential sampling method for constructing polynomial chaos expansion surrogate models is generalized for vector valued QoIs. The method sequentially selects new samples from a candidate pool based on their local contribution to the output variance, while balancing distance-based exploration of the input space and exploitation of aggregated variance information across all outputs. Its performance is compared with non-sequential Latin Hypercube Sampling through several numerical examples from engineering problems. Numerical results demonstrate that the proposed strategy improves both surrogate accuracy and stability, and provides a more reliable estimation of second-order statistics.

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a wide range of applications, including optimisation, control, data assimilation, uncertainty quantification, and emerging digital twin technologies in various fields such as manufacturing, personalised healthcare, smart cities, and sustainability. This article reviews established methodologies for constructing surrogate models exploiting either knowledge of the governing laws and the dynamical structure of the system (physics-based) or experimental observations (data-driven), as well as hybrid approaches combining these two paradigms. By revisiting the design of a surrogate model as a functional approximation problem, existing methodologies are reviewed in terms of the choice of (i) a reduced basis and (ii) a suitable approximation criterion. The paper reviews methodologies pertaining to the field of Scientific Machine Learning, and it aims at synthesising established knowledge, recent advances, and new perspectives on: dimensionality reduction, physics-based, and data-driven surrogate modelling based on proper orthogonal decomposition, proper generalised decomposition, and artificial neural networks; multi-fidelity methods to exploit information from sources with different fidelities; adaptive sampling, enrichment, and data augmentation techniques to enhance the quality of surrogate models.

Most practical engineering design problems involve nonlinear spatio-temporal dynamical systems. Multi-physics simulations are often performed to capture the fine spatio-temporal scales which govern the evolution of these systems. However, these simulations are often high-fidelity in nature, and can be computationally very expensive. Hence, generating data from these expensive simulations becomes a bottleneck in an end-to-end engineering design process. Spatio-temporal surrogate modeling of these dynamical systems has been a popular data-driven solution to tackle this computational bottleneck. This is because accurate machine learning models emulating the dynamical systems can be orders of magnitude faster than the actual simulations. However, one key limitation of purely data-driven approaches is their lack of generalizability to inputs outside the training distribution. In this paper, we propose a physics-informed spatio-temporal surrogate modeling (PISTM) framework constrained by the physics of the underlying dynamical system. The framework leverages state-of-the-art advancements in the field of Koopman autoencoders to learn the underlying spatio-temporal dynamics in a non-intrusive manner, coupled with a spatio-temporal surrogate model which predicts the behavior of the Koopman operator in a specified time window for unknown operating conditions. We evaluate our framework on a prototypical fluid flow problem of interest: two-dimensional incompressible flow around a cylinder.