Hostname: page-component-848d4c4894-xfwgj Total loading time: 0 Render date: 2024-06-22T00:13:19.190Z Has data issue: false hasContentIssue false

Adaptive multiscale predictive modelling

Published online by Cambridge University Press:  04 May 2018

J. Tinsley Oden*
Affiliation:
Institute for Computational Engineering and Sciences, The University of Texas at Austin, TX 78712, USA E-mail: oden@ices.utexas.edu

Abstract

The use of computational models and simulations to predict events that take place in our physical universe, or to predict the behaviour of engineered systems, has significantly advanced the pace of scientific discovery and the creation of new technologies for the benefit of humankind over recent decades, at least up to a point. That ‘point’ in recent history occurred around the time that the scientific community began to realize that true predictive science must deal with many formidable obstacles, including the determination of the reliability of the models in the presence of many uncertainties. To develop meaningful predictions one needs relevant data, itself possessing uncertainty due to experimental noise; in addition, one must determine model parameters, and concomitantly, there is the overriding need to select and validate models given the data and the goals of the simulation.

This article provides a broad overview of predictive computational science within the framework of what is often called the science of uncertainty quantification. The exposition is divided into three major parts. In Part 1, philosophical and statistical foundations of predictive science are developed within a Bayesian framework. There the case is made that the Bayesian framework provides, perhaps, a unique setting for handling all of the uncertainties encountered in scientific prediction. In Part 2, general frameworks and procedures for the calculation and validation of mathematical models of physical realities are given, all in a Bayesian setting. But beyond Bayes, an introduction to information theory, the maximum entropy principle, model sensitivity analysis and sampling methods such as MCMC are presented. In Part 3, the central problem of predictive computational science is addressed: the selection, adaptive control and validation of mathematical and computational models of complex systems. The Occam Plausibility Algorithm, OPAL, is introduced as a framework for model selection, calibration and validation. Applications to complex models of tumour growth are discussed.

Type
Research Article
Copyright
© Cambridge University Press, 2018 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES 1

Aczel, J. (1966), Lectures on Functional Equations and Their Applications, Academic Press.Google Scholar
AIAA (1998), Guide for the verification and validation of computational fluid dynamics simulations. AIAA Standards G-077-1998(2002).Google Scholar
Ainsworth, M. and Oden, J. T. (2000), A Posteriori Error Estimation in Finite Element Analysis, Wiley.CrossRefGoogle Scholar
Akaike, H. (1974), ‘A new look at the statistical model identification’, IEEE Trans. Automat. Control 19, 716723.CrossRefGoogle Scholar
Akaike, H. (1976), Canonical correlation analysis of time series and the use of an information criterion. In System Identification: Advances and Case Studies (Mehra, R. K. and Lainiotis, D. G., eds), Academic Press, pp. 2796.CrossRefGoogle Scholar
Akaike, H. (1977), On entropy maximization principle. In Applications of Statistics (Krishnaiah, P. R., ed.), North-Holland.Google Scholar
Akaike, H. (1998), Information theory and an extension of the maximum likelihood principle. In Selected Papers of Hirotugu Akaike, (Parzen, E., Tanabe, K. and Kitagawa, G., eds), Springer Series in Statistics, Springer, pp. 199213.Google Scholar
Arnborg, S. and Sjodin, G. (2001), On the foundations of Bayesianism. In Bayesian Inference and Maximum Entropy Methods in Science and Engineering,Vol. 568, AIP Conference Proceedings, AIP, pp. 6171.Google Scholar
ASME (2006), Guide for verification and validation in computational solid mechanics. ASME Committee PTC-60 V&V 10.Google Scholar
Babuška, I. and Oden, J. T. (2004), ‘Verification and validation in computational engineering and science, I: Basic concepts’, Comput. Methods Appl. Mech. Engrg 193, 40474068.CrossRefGoogle Scholar
Babuška, I., Tempone, R. and Nobile, F. (2008), ‘A systematic approach to model validation based on Bayesian updates and prediction-related rejection criteria’, Comput. Methods Appl. Mech. Engrg 197, 25172539.CrossRefGoogle Scholar
Bayarri, M. J., Berger, J. O., Paulo, R., Sacks, J., Cafeo, J. M., Cavendish, C., Liu, C.-H. and Tu, J. (2007), ‘A framework for validation of computer models’, Technometrics 49, 138154.CrossRefGoogle Scholar
Beck, J. L. (2010), ‘Bayesian system identification based on probability logic’, Struct. Control Health Monit. 17, 825847.CrossRefGoogle Scholar
Beck, J. L. and Taflanidis, A. A. (2013), ‘Prior and posterior robust stochastic predictions for dynamical systems using probability logic’, Int. J. Uncertainty Quantif. 3, 271288.Google Scholar
Beck, J. L. and Yuen, K.-V. (2004), ‘Model selection using response measurements: Bayesian probabilistic approach’, J. Engrg Mech. 130, 192203.CrossRefGoogle Scholar
Becker, R. and Rannacher, R. (2001), An optimal control approach to a posteriori error estimation in finite element methods. In Acta Numerica,Vol. 10, Cambridge University Press, pp. 1102.Google Scholar
Box, G. E. P. (1979), ‘Robustness in the strategy of scientific model building’, Robustness in Statistics 1, 201236.Google Scholar
Box, G. E. P. and Draper, N. R. (1987), Empirical Model-Building and Response Surfaces, Wiley Series in Probability and Statistics, Wiley.Google Scholar
Braack, M. and Ern, A. (2003), ‘ A posteriori control of modeling errors and discretization errors’, Multiscale Model. Simul. 1, 221238.Google Scholar
Burnham, K. P. and Anderson, D. R. (2002), Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach, Springer.Google Scholar
Carter, T. (2007), An introduction to information theory and entropy. In Complex Systems Summer School, Santa Fe,, http://astarte.csustan.edu/∼tom/SFI-CSSS/info-theory/info-lec.pdf Google Scholar
Chow, G. C. (1981), ‘A comparison of the information and posterior probability criteria for model selection’, J. Econometrics 16, 2133.CrossRefGoogle Scholar
Coveney, P. V., Dougherty, E. R. and Highfield, R. R. (2016), ‘Big data need big theory too’, Phil. Trans. R. Soc. A 374(2080), 20160153.Google ScholarPubMed
Cover, T. M. and Thomas, J. A. (2006), Elements of Information Theory, second edition, Wiley-Interscience.Google Scholar
Cox, R. T. (1946), ‘Probability, frequency and reasonable expectation’, Amer. J. Phys. 14, 113.Google Scholar
Cox, R. T. (1961), Algebra of Probable Inference, Johns Hopkins University Press.CrossRefGoogle Scholar
Cox, R. T. (1979), Of inference and inquiry: An essay in inductive logic. In The Maximum Entropy Formalism (Levine, R. D. and Tribus, M., eds), MIT Press, pp. 119167.Google Scholar
Cukier, R. I., Fortuin, C. M., Shuler, K. E., Petschek, A. G. and Schaibly, J. H. (1973), ‘Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients, I: Theory’, J. Chem. Phys. 59, 38733878.Google Scholar
Curtin, W. A. and Miller, R. E. (2003), ‘Atomistic/continuum coupling in computational materials science’, Model. Simul. Mater. Sci. Engrg 11, R33.Google Scholar
Dupre, M. J. and Tipler, F. J. (2009), ‘New axioms for rigorous Bayesian probabilities’, Bayesian Analysis 4, 599606.Google Scholar
E, W. (2011), Principles of Multiscale Modeling, Cambridge University Press.Google Scholar
E, W. and Engquist, B. (2003), ‘The heterogeneous multiscale methods’, Commun. Math. Sci. 1, 87132.Google Scholar
Farrell, K., Oden, J. T. and Faghihi, D. (2015), ‘A Bayesian framework for adaptive selection, calibration, and validation of coarse-grained models of atomistic systems’, J. Comput. Phys. 295, 189208.Google Scholar
Farrell-Maupin, K. and Oden, J. T. (2017), ‘Adaptive selection and validation of models of complex systems in the presence of uncertainty’, Research Math. Sci. 4, 14.Google Scholar
Fisher, R. A. (1922), ‘On the mathematical foundations of theoretical statistics’, Phil. Trans. R. Soc. Lond. A 222, 309368.Google Scholar
Geyer, C. J. (2003), 5601 notes: The sandwich estimator, University of Minnesota School of Statistics.Google Scholar
Giles, M. B. (2015), Multilevel Monte Carlo methods. In Acta Numerica,Vol. 24, Cambridge University Press, pp. 259328.Google Scholar
Glasserman, P. (2003), Monte Carlo Methods in Financial Engineering,Vol. 53, Stochastic Modelling and Applied Probability, Springer.Google Scholar
Gregory, P. (2005), Bayesian Logical Data Analysis for the Physical Sciences: A Comparative Approach with Mathematica® Support, Cambridge University Press.Google Scholar
Halpern, J. Y. (1999a), ‘A counter example to theorems of Cox and Fine’, J. Artif. Intell. Research 10, 6785.Google Scholar
Halpern, J. Y. (1999b), ‘Cox’s theorem revisited’, J. Artif. Intell. Research 11, 429435.Google Scholar
Hanahan, D. and Weinberg, R. A. (2000), ‘The hallmarks of cancer’, Cell 100, 5770.CrossRefGoogle ScholarPubMed
Hanahan, D. and Weinberg, R. A. (2011), ‘Hallmarks of cancer: The next generation’, Cell 144, 646674.CrossRefGoogle ScholarPubMed
Hashin, Z. and Shtrikman, S. (1963), ‘A variational approach to the elastic behavior of multiphase materials’, J. Mech. Phys. Solids 11, 127140.CrossRefGoogle Scholar
Hastings, W. K. (1970), ‘Monte Carlo sampling methods using Markov chains and their applications’, Biometrika 57, 97109.Google Scholar
Heinrich, S. (2001), Multilevel Monte Carlo methods. In LSSC 2001: International Conference on Large-Scale Scientific Computing, Springer, pp. 5867.Google Scholar
Hoel, H., Von Schwerin, E., Szepessy, A. and Tempone, R. (2014), ‘Implementation and analysis of an adaptive multilevel Monte Carlo algorithm’, Monte Carlo Methods Appl. 20, 141.Google Scholar
Homma, T. and Saltelli, A. (1996), ‘Importance measures in global sensitivity analysis of nonlinear models’, Reliab. Engrg Syst. Safety 52, 117.CrossRefGoogle Scholar
Howson, C. and Urbach, P. (2006), Scientific Reasoning: The Bayesian Approach, Open Court Publishing.Google Scholar
Hurvich, C. M. and Tsai, C. (1989), ‘Regression and time series model selection in small samples’, Biometrika 76, 297307.CrossRefGoogle Scholar
Jaynes, E. T. (1968), ‘Prior probabilities’, IEEE Trans. Systems Sci. Cybernet. 4, 227241.Google Scholar
Jaynes, E. T. (2003), Probability Theory: The Logic of Science, Cambridge University Press.CrossRefGoogle Scholar
Jeffreys, H. (1939), ‘The times of $P$ , $S$ and $SKS$ , and the velocities of $P$ and $S$ ’, Geophys. Suppl. Monthly Not. R. Astron. Soc. 4, 498533.Google Scholar
Jeffreys, H. (1961), ‘Small corrections in the theory of surface waves’, Geophys. J. Internat. 6, 115117.CrossRefGoogle Scholar
Jeffreys, H. (1998), The Theory of Probability, third edition, Oxford University Press.Google Scholar
Johansen, A. M. and Evers, L. (2007), Monte Carlo methods. Lecture notes, University of Bristol.Google Scholar
Kennedy, M. C. and O’Hagan, A. (2001), ‘Bayesian calibration of computer models’, J. Royal Statist. Soc. B 63, 425464.Google Scholar
Kleijn, B. J. K. and van der Vaart, A. (2002), The asymptotics of misspecified Bayesian statistics. In Proceedings of the 24th European Meeting of Statisticians (Mikosch, T. and Janžura, M., eds), .Google Scholar
Kleijn, B. J. K. and van der Vaart, A. (2012), ‘The Bernstein–Von-Mises theorem under misspecification’, Electron. J. Statist. 6, 354381.CrossRefGoogle Scholar
Klir, G. J. (2005), Uncertainty and Information: Foundations of Generalized Information Theory, Wiley.CrossRefGoogle Scholar
Knuth, K. H. and Skilling, J. (2012), ‘Foundations of inference’, Axioms 1, 3873.CrossRefGoogle Scholar
Konishi, S. and Kitagawa, G. (2008), Information Criteria and Statistical Modeling, Springer.Google Scholar
Lebreton, J.-D., Burnham, K. P., Clobert, J. and Anderson, D. R. (1992), ‘Modeling survival and testing biological hypotheses using marked animals: A unified approach with case studies’, Ecological Monographs 62, 67118.Google Scholar
Lima, E., Oden, J. and Almeida, R. (2014), ‘A hybrid ten-species phase-field model of tumor growth’, Math. Models Methods Appl. Sciences 24, 25692599.Google Scholar
Lima, E., Oden, J., Hormuth, D., Yankeelov, T. and Almeida, R. (2016), ‘Selection, calibration, and validation of models of tumor growth’, Math. Models Methods Appl. Sci. 26, 23412368.Google Scholar
Lima, E., Oden, J., Wohlmuth, B., Shahmoradi, A., Hormuth, D., Yankeelov, T., Scarabosio, L. and Horger, T. (2017), ‘Selection and validation of predictive models of radiation effects on tumor growth based on noninvasive imaging data’, Comput. Methods Appl. Mech. Engrg 327, 277305.CrossRefGoogle ScholarPubMed
Liu, W. K., Karpov, E., Zhang, S. and Park, H. (2004), ‘An introduction to computational nanomechanics and materials’, Comput. Methods Appl. Mech. Engrg 193, 15291578.CrossRefGoogle Scholar
Macklin, P., Cristini, V. and Lowengrub, J. (2010), Biological background. In Multiscale Modeling of Cancer: An Integrated Experimental and Mathematical Modeling Approach (Cristini, V. and Lowengrub, J., eds), Cambridge University Press, pp. 823.Google Scholar
Maier, M. and Rannacher, R. (2016), ‘Duality-based adaptivity in finite element discretization of heterogeneous multiscale problems’, J. Numer. Math. 24, 167187.Google Scholar
Maier, M. and Rannacher, R. (2018), ‘A duality-based optimization approach for model adaptivity in heterogeneous multiscale problems’, Multiscale Model. Simul. 16, 412428.Google Scholar
Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H. and Teller, E. (1953), ‘Equation of state calculations by fast computing machines’, J. Chem. Phys. 21, 10871092.CrossRefGoogle Scholar
Ming, P. and Zhang, P. (2007), ‘Analysis of the heterogeneous multiscale method for parabolic homogenization problems’, Math. Comp. 76(257), 153177.CrossRefGoogle Scholar
Morris, M. D. (1991), ‘Factorial sampling plans for preliminary computational experiments’, Technometrics 33, 161174.Google Scholar
Oberkampf, W. L. and Roy, C. J. (2010), Verification and Validation in Scientific Computing, Cambridge University Press.Google Scholar
Oden, J. T. (2014), ‘Predictive computational science’, IACM Expressions 35, 24.Google Scholar
Oden, J. T. (2017) Foundations of predictive computational sciences. ICES Reports.Google Scholar
Oden, J. T. and Prudhomme, S. (2001), ‘Goal-oriented error estimation and adaptivity for the finite element method’, Comput. Math. Appl. 41, 735756.CrossRefGoogle Scholar
Oden, J. T. and Prudhomme, S. (2002), ‘Estimation of modeling error in computational mechanics’, J. Comput. Phys. 182, 496515.Google Scholar
Oden, J. T. and Vemaganti, K. S. (2000), ‘Estimation of local modeling error and goal-oriented adaptive modeling of heterogeneous materials, I: Error estimates and adaptive algorithms’, J. Comput. Phys. 164, 2247.CrossRefGoogle Scholar
Oden, J. T., Babuška, I. and Faghihi, D. (2018), Predictive computational science: Computer predictions in the presence of uncertainty. In Encyclopedia of Computational Mechanics (Stein, E., de Borst, R. and Hughes, T. J. R., eds), Wiley, pp. 126.Google Scholar
Oden, J. T., Lima, E. A., Almeida, R. C., Feng, Y., Rylander, M. N., Fuentes, D., Faghihi, D., Rahman, M. M., DeWitt, M. and Gadde, M. et al. (2016), ‘Toward predictive multiscale modeling of vascular tumor growth’, Arch. Comput. Methods Engrg 23, 735779.Google Scholar
Oden, T., Moser, R. and Ghattas, O. (2010), ‘Computer predictions with quantified uncertainty, I’, SIAM News 43, 13.Google Scholar
Oden, J. T., Prudhomme, S. and Bauman, P. T. (2005), ‘On the extension of goal-oriented error estimation and hierarchical modeling to discrete lattice models’, Comput. Methods Appl. Mech. Engrg 194(34), 36683688.Google Scholar
Oden, J. T., Prudhomme, S., Romkes, A. and Bauman, P. T. (2006), ‘Multiscale modeling of physical phenomena: Adaptive control of models’, SIAM J. Sci. Comput. 28, 23592389.Google Scholar
Oden, J. T., Vemaganti, K. and Moës, N. (1999), ‘Hierarchical modeling of heterogeneous solids’, Comput. Methods Appl. Mech. Engrg 172, 325.Google Scholar
Paris, J. B. (1994), The Uncertain Reasoner’s Companion: A Mathematical Perspective, Cambridge University Press.Google Scholar
Park, H. S., Karpov, E. G., Klein, P. A. and Liu, W. K. (2005), ‘Three-dimensional bridging scale analysis of dynamic fracture’, J. Comput. Phys. 207, 588609.Google Scholar
Plimpton, S. (1995), ‘Fast parallel algorithms for short-range molecular dynamics’, J. Comput. Phys. 117, 119.Google Scholar
Prudencio, E. E. and Schulz, K. W. (2012), The parallel C++ statistical library ‘QUESO’: Quantification of uncertainty for estimation, simulation and optimization. In European Conference on Parallel Processing, (Alexander, M. et al. , eds), Vol. 7155, Lecture Notes in Computer Science, Springer, pp. 398407.Google Scholar
Rasmussen, C. E. and Williams, C. K. (2006), Gaussian Processes for Machine Learning, MIT Press.Google Scholar
Reynolds, R. J. and Schecker, J. A. (1995), ‘Radiation, cell cycle, and cancer’, Los Alamos Science 23, 5189.Google Scholar
Roache, P. J. (1998), Verification and Validation in Computational Science and Engineering, Hermosa Press.Google Scholar
Saltelli, A. (2002), ‘Making best use of model evaluations to compute sensitivity indices’, Comput. Phys. Commun. 145, 280297.Google Scholar
Saltelli, A. and Sobol’, I. M. (1995), ‘About the use of rank transformation in sensitivity analysis of model output’, Reliab. Engrg Syst. Safety 50, 225239.Google Scholar
Saltelli, A., Annoni, P., Azzini, I., Campolongo, F., Ratto, M. and Tarantola, S. (2010), ‘Variance based sensitivity analysis of model output: Design and estimator for the total sensitivity index’, Comput. Phys. Commun. 181, 259270.Google Scholar
Saltelli, A., Chan, K. and Scott, E. M. (2000), Sensitivity Analysis, Wiley Series in Probability and Statistics, first edition, Wiley.Google Scholar
Saltelli, A., Chan, K. and Scott, E. M. (2009), Sensitivity Analysis, Wiley Paperback Series, Wiley.Google Scholar
Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. and Tarantola, S. (2008), Global Sensitivity Analysis: The Primer, Wiley.Google Scholar
Schwarz, G. (1978), ‘Estimating the dimension of a model’, Ann. Statist. 6, 461464.Google Scholar
Shafer, G. (1976), A Mathematical Theory of Evidence, Princeton University Press.Google Scholar
Shannon, C. E. (1948), ‘A mathematical theory of communication’, Bell System Technical J. 27, 379423; 623–656.Google Scholar
Shilkrot, L. E., Miller, R. E. and Curtin, W. A. (2004), ‘Multiscale plasticity modeling: Coupled atomistics and discrete dislocation mechanics’, J. Mech. Phys. Solids 52, 755787.Google Scholar
Sobol’, I. M. (1990), ‘Sensitivity estimates for nonlinear mathematical models’, Matematicheskoe Modelirovanie 2, 112118.Google Scholar
Sobol’, I. M. (1993), ‘Sensitivity analysis for non-linear mathematical models’, Math. Model. Comput. Experiment 1, 407414.Google Scholar
Sobol’, I. M. (2007), ‘Global sensitivity analysis indices for the investigation of nonlinear mathematical models’, Matematicheskoe Modelirovanie 19, 2324.Google Scholar
Stone, M. H. (1936), ‘The theory of representation for Boolean algebras’, Trans. Amer. Math. Soc. 40, 37111.Google Scholar
Szabó, B. and Babuška, I. (2011), Introduction to Finite Element Analysis: Formulation, Verification and Validation, Wiley.Google Scholar
Tadmor, E. B., Ortiz, M. and Phillips, R. (1996), ‘Quasicontinuum analysis of defects in solids’, Philos. Mag. A 73, 15291563.Google Scholar
Terenin, A. and Draper, D. (2015), Rigorizing and extending the Cox–Jaynes derivation of probability: Implications for statistical practice. arXiv:1507.06597 Google Scholar
Tribus, M. (2016), Rational Descriptions, Decisions and Designs: Pergamon Unified Engineering Series, Elsevier.Google Scholar
Van Horn, K. S. (2003), ‘Constructing a logic of plausible inference: A guide to Cox’s theorem’, Int. J. Approx. Reasoning 34, 324.Google Scholar
Vemaganti, K. S. and Oden, J. T. (2001), ‘Estimation of local modeling error and goal-oriented adaptive modeling of heterogeneous materials, II: A computational environment for adaptive modeling of heterogeneous elastic solids’, Comput. Methods Appl. Mech. Engrg 190(46), 60896124.Google Scholar
Wagner, G. J. and Liu, W. K. (2003), ‘Coupling of atomistic and continuum simulations using a bridging scale decomposition’, J. Comput. Phys. 190, 249274.Google Scholar
Zimmermann, J. and Cremers, A. B. (2011), The quest for uncertainty. In Rainbow of Computer Science: Essays Dedicated to Hermann Maurer on the Occasion of His 70th Birthday, (Calude, C. S. et al. , eds), Vol. 6570, Lecture Notes in Computer Science, Springer, pp. 270283.Google Scholar