Accession Number:

ADA537363

Title:

Kernel Principal Component Analysis for Stochastic Input Model Generation (PREPRINT)

Descriptive Note:

Journal article preprint

Corporate Author:

CORNELL UNIV ITHACA NY MATERIALS PROCESS DESIGN AND CONTROL LABORATORY (MPDC)

Personal Author(s):

Report Date:

2010-08-17

Pagination or Media Count:

33.0

Abstract:

Stochastic analysis of random heterogeneous media provides useful information only if realistic input models of the material property variations are used. These input models are often constructed from a set of experimental samples of the underlying random field. To this end, the Karhunen-Loeve K-L expansion, also known as principal component analysis PCA, is the most popular model reduction method due to its uniform mean-square convergence. However, it only projects the samples onto an optimal linear subspace, which results in an unreasonable representation of the original data if they are non-linearly related to each other. In other words, it only preserves the second-order statistics covariance of a random field, which is insufficient for reproducing complex structures. This paper applies kernel principal component analysis KPCA to construct a reduced-order stochastic input model for the material property variation in heterogeneous media. KPCA can be considered as a nonlinear version of PCA. Through use of kernel functions, KPCA further enables the preservation of high-order statistics of the random field, instead of just two-point statistics as in the standard Karhunen-Loeve K-L expansion. Thus, this method can model non-Gaussian, non-stationary random fields. In addition, polynomial chaos PC expansion is used to represent the random coefficients in KPCA which provides a parametric stochastic input model. Thus, realizations, which are consistent statistically with the experimental data, can be generated in an efficient way. We showcase the methodology by constructing a low-dimensional stochastic input model to represent channelized permeability in porous media.

Subject Categories:

  • Numerical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE