Title: Probabilistic Reduced-Order Modeling for Stochastic Partial Differential Equations,
Abstract: We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the
coefficients (e.g. material parameters) exhibit random, fine scale variability.
The direct solution to such problems requires grids that are small enough to
resolve this fine scale variability which unavoidably requires the repeated
solution of very large systems of algebraic equations. We establish a
physically inspired, data-driven coarse-grained model which learns a low-
dimensional set of microstructural features that are predictive of the
fine-grained model (FG) response. Once learned, those features provide a sharp
distribution over the coarse scale effec- tive coefficients of the PDE that are
most suitable for prediction of the fine scale model output. This ultimately
allows to replace the computationally expensive FG by a generative proba-
bilistic model based on evaluating the much cheaper CG several times. Sparsity
enforcing pri- ors further increase predictive efficiency and reveal
microstructural features that are important in predicting the FG response.
Moreover, the model yields probabilistic rather than single-point predictions,
which enables the quantification of the unavoidable epistemic uncertainty that
is present due to the information loss that occurs during the coarse-graining
process.