Multi-output Gaussian process prediction of physical fields under linear equality constraints

📅 2026-08-26
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🤖 AI Summary
本文针对多物理场预测中的线性等式约束问题,提出了一种基于行向PCA和线性约束多输出高斯过程的新方法。
📝 Abstract
We address the simultaneous prediction of multiple high-dimensional physical fields governed by linear equality constraints, a setting that arises in many real-world applications in physics machine learning. Gaussian process (GP) regression is a widely used surrogate modeling approach due to its effectiveness in small-sample regimes and its ability to provide uncertainty quantification. However, applying GP models in this setting raises two major challenges: the high dimensionality of the discretized output fields and the enforcement of the physical constraint in predictions. For the latter, a common strategy consists in deducing one output from the others via the constraint relation. Through a benchmark, we show that this deductive approach is sensitive to the arbitrary choice of which output to deduce, affecting both predictive accuracy and uncertainty quantification. Consequently, there is a need for an approach that treats all fields symmetrically while strictly respecting the underlying physics. Motivated by these limitations, we propose a robust framework for jointly modeling constrained multi-field data. Our approach first leverages a specific PCA procedure for multi-field data, coined row-wise PCA, which has the interesting property of preserving the constraint in the latent space. Since standard PCA strategies for multi-field data do not preserve such constraints, we investigate theoretically the optimality of the row-wise choice. In a second step, we consider a linearly-constrained multi-output GP approach based on a specific kernel parametrization which is trained on the latent space of row-wise PCA. The proposed framework is validated on a population dynamics problem and on an industrial CFD application, which involves the prediction of Reynolds stress tensor components under the incompressibility constraint.
Problem

Research questions and friction points this paper is trying to address.

multi-output Gaussian process
linear equality constraints
high-dimensional physical fields
uncertainty quantification
Innovation

Methods, ideas, or system contributions that make the work stand out.

row-wise PCA
linearly-constrained multi-output GP
preserving constraints in latent space
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M
Mahamat Hamdan Nassouradine
aUniversité Paris-Saclay, CEA, Service de Génie Logiciel pour la Simulation, Gif-sur-Yvette, 91191, France
C
Clément Gauchy
aUniversité Paris-Saclay, CEA, Service de Génie Logiciel pour la Simulation, Gif-sur-Yvette, 91191, France
P
Pierre-Emmanuel Angeli
bUniversité Paris-Saclay, CEA, Service de Thermohydraulique et de Mécanique des Fluides, Gif-sur-Yvette, 91191, France
S
Sébastien da Veiga
cUniv Rennes, Ensai, CNRS, CREST - UMR 9194, Rennes, F-35000, France