PARALLEL PARTIAL EMULATION IN APPLICATIONS

Inference, optimization, and inverse problems are but three examples of mathematical operations that require the repeated solution of a complex system of mathematical equations. To this end, surrogates are often used to approximate the output of these large computer simulations, providing fast and cheap approximation solutions. Statistical emulators are surrogates that, in addition to predicting the mean behavior of the system, provide an estimate of the error in that prediction. Classical Gaussian stochastic process emulators predict scalar outputs based on a modest number of input parameters. Making predictions across a space-time field of input variables is not feasible using classical Gaussian process methods. Parallel partial emulation is a new statistical emulator methodology that predicts afield of outputs based on the input parameters. Parallel partial emulation is constructed as a Gaussian process in parameter space, but no correlation among space or time points is assumed. Thus the computational work of parallel partial emulation scales as the cube of the number of input parameters (as traditional Gaussian Process emulation) and linearly with a space-time grid. The numerical methods used in numerical simulations are often designed to exploit properties of the equations to be solved. For example, modern solvers for hyperbolic conservation laws satisfy conservation at each time step, insuring overall conservation of the physical variables. Similarly, symplectic methods are used to solve Hamiltonian problems in physics. It is of interest, then, to study whether parallel partial emulation predictions inherit properties possessed by the simulation outputs. Does an emulated solution of a conservation law preserve the conserved quantities? Does an emulator of a Hamiltonian system preserve the energy? This paper investigates the properties of emulator predictions, in the context of systems of partial differential equations. We study conservation properties for three different kinds of equations-conservation laws, reaction-diffusion systems, and a Hamiltonian system. We also investigate the effective convergence, in parameter space, of the predicted solution of a highly nonlinear system modeling shape memory alloys.