Parametric Metamodeling Based on Optimal Transport Applied to Uncertainty Evaluation

Abstract

When training a parametric surrogate to represent a real-world complex system in real time, there is a common assumption that the values of the parameters defining the system are known with absolute confidence. Consequently, during the training process, our focus is directed exclusively towards optimizing the accuracy of the surrogate’s output. However, real physics is characterized by increased complexity and unpredictability. Notably, a certain degree of uncertainty may exist in determining the system’s parameters. Therefore, in this paper, we account for the propagation of these uncertainties through the surrogate using a standard Monte Carlo methodology. Subsequently, we propose a novel regression technique based on optimal transport to infer the impact of the uncertainty of the surrogate’s input on its output precision in real time. The OT-based regression allows for the inference of fields emulating physical reality more accurately than classical regression techniques, including advanced ones.