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MUQ-SAC — Joint Arrhenius Uncertainty Quantification

A fast uncertainty-quantification methodology and sampling technique for the joint probability distribution of the Arrhenius rate expression

8 images · 5 videos · 4 min read

MUQ-SAC — Joint Arrhenius Uncertainty Quantification

datasheet // muq-sac

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8
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5
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text
732 words · 4 min read
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topics
  • theory ×3
  • correlation ×3
  • surrogate ×1
  • animation ×4
  • sampling methods ×2

Problem

The three parameters of a modified-Arrhenius rate expression (pre-exponential factor A, temperature exponent n, activation energy Ea) are conventionally reported and perturbed as if independent — each given its own uncertainty factor, sampled on its own. They aren’t independent: a rate constant k(T) is one curve fit through experimental or theoretical data across a temperature range, and the three parameters trade off against each other along that fit. Treating them independently means a “3-sigma” A-factor combined with a “3-sigma” activation energy can correspond to a rate-constant curve dramatically outside anything the underlying data could ever support — an uncertainty region shaped like a box in parameter space when the physically valid region is a curved, correlated manifold. Sampling that manifold efficiently — without missing valid parameter combinations or wasting enormous compute exploring invalid ones — is the core difficulty MUQ-SAC addresses.

Approach

MUQ-SAC (Method of Uncertainty Quantification and Sampling of Arrhenius Curves) is a temperature-dependent, correlation-aware uncertainty quantification methodology: it characterizes the joint probability distribution of the Arrhenius parameters directly, as a region in (A, n, Ea) space, rather than three independent marginal distributions. Concretely:

  • The valid joint-uncertainty region is represented as an ellipsoid in parameter space, derived from the correlation structure between the three parameters rather than assumed spherical.
  • Every candidate sample is checked for containment within that ellipsoid before being accepted, and the ellipsoid can be projected down onto any 2D parameter subplane for visualization and for sampling strategies that operate in reduced dimensions.
  • The method is benchmarked across four sampling-method classes for recovering the underlying curve fit — Class A (Moore–Penrose pseudo-inverse), Class B (SLSQP, full 3-parameter fit), Class C (ordinary least-squares, closed-form), and Class D (SLSQP, reduced 2-parameter fit / a matrix-based direct solve) — so the sampling result isn’t an artifact of one particular linear-algebra choice.
  • Because the whole point is that parameters are correlated, the method is paired with a sensitivity-analysis-based correlation estimate: pairwise correlation heatmaps across A, n and Ea for a reaction set, used to decide which reactions’ parameters actually need joint (rather than independent) treatment.
  • For the downstream optimization stages that consume this uncertainty, several response-surface surrogate forms (polynomial, Gaussian process, radial basis function) were compared for how faithfully each reproduces the true simulation response before picking one to build on.

Results

Published in Combustion Theory and Modelling (2024), applied to the H2/CO kinetic mechanism: Panchal et al. (2024). The animated figure above shows all four sampling-method classes at once, real accepted Arrhenius curves building up their uncertainty bands in the same frame — with each panel’s own timer reading out the real measured compute cost of getting there, not a decorative counter. That cost turns out to matter a great deal: generating 100 samples measures at 204.3 s under Class B’s full 3-parameter SLSQP fit and 5.5 s under Class D’s reduced 2-parameter SLSQP fit, against 0.018 s (Class A) and 0.02 s (Class C) for the closed-form methods — roughly four to five orders of magnitude apart for statistically equivalent output on the same reaction family. That gap is the practical argument for the closed-form classes over the SLSQP-based ones at scale, not just a theoretical preference.

Validation

The sampling methodology is benchmarked across all four curve-generation classes (A/B/C/D above), with sampling-validity and projection checks confirming every sampled point respects the physically valid region — visualized directly in the ellipsoid-containment and projection figures above, not just asserted. Repeated independent sampling runs (the animated figure) are compared against each other as a convergence check: if a method were sensitive to random seed in a way that mattered, repeated runs would visibly disagree, and they don’t. The per-class timing was measured directly (time.perf_counter() around each sampler, not estimated), and reproduced independently for this page from the same saved sample data the original benchmark run produced.

My contribution

Developed by me as lead author, in collaboration with Vaisakh Vasudavan, Sivaram Ambikasaran, and my advisor Prof. Krithika Narayanaswamy — conceptualization, methodology, software and the primary formal analysis.

Publications

  • Panchal, Krunal; Vasudavan, Vaisakh; Ambikasaran, Sivaram; Narayanaswamy, Krithika (2024). A fast uncertainty quantification methodology and sampling technique for joint probability distribution of the Arrhenius rate expression: a case study applied to H2/CO kinetic mechanism. Combustion Theory and Modelling 28, 411–440. doi:10.1080/13647830.2024.2326413

Where this is going

Rate-constant uncertainty that is sampled and reported honestly, correlation and all — the foundation MOSIAC’s optimization and forward-UQ stages build on.

Ellipsoid containment (sampling validity)The joint (A, n, Ea) uncertainty region represented as an ellipsoid and checked for containment within the physically valid parameter space — the geometric core of MUQ-SAC's sampling approach. Explain Uncertainty quantification
Projection onto reduced parameter spaceThe same ellipsoid projected down onto a lower-dimensional parameter subspace — showing how a full joint-uncertainty region reduces to a 2D slice that can actually be visualized and sampled. Explain Uncertainty quantification
Sampling validity checkA check confirming every sampled parameter set falls inside the physically valid ellipsoid region rather than in territory the underlying chemistry model can't support. Explain Uncertainty quantification
A-factor correlation heatmapA heatmap of pairwise correlations between reactions' pre-exponential factors (A), estimated from sensitivity analysis — reactions with strongly correlated A-factors need to be treated jointly, not independently, during optimization. Explain Uncertainty quantification
n-exponent correlation heatmapThe same pairwise-correlation heatmap for the temperature-exponent parameter (n) instead of A — part of the same three-parameter correlation-structure analysis. Explain Uncertainty quantification
Ea correlation heatmapThe same pairwise-correlation heatmap for activation energy (Ea) — completing the three-parameter (A, n, Ea) correlation-structure picture. Explain Uncertainty quantification
Gaussian-process surrogate parity plotPredicted-vs-actual parity plot for a Gaussian-process response-surface surrogate fit to methyl-butanoate data — one of three surrogate types (polynomial, GP, RBF) compared for how well each reproduces the underlying simulation. Explain Uncertainty quantification
Class A sampling: kappa scale, real UQ limits, fit quality per sampleArrhenius-curve sampling for the same n-heptane reaction (nC7H16 + H -> C7H15-3 + H2, R1071), reworked in kappa scale: the left panel plots each accepted sample's real Δκ_S(T) curve against 1/T, with MUQ-SAC's own real ±f_prior_S(T) uncertainty bound drawn explicitly (dashed) rather than left implicit -- that is the actual UQ limit the sampling is constrained to. The right panel tracks, per sample, the real fit-quality objective (how closely that sample's curve matches a best-fit scaled copy of the UQ envelope's own shape) -- Class A's real Moore-Penrose pseudo-inverse solve, a closed-form linear solve rather than an iterative search. Explain Uncertainty quantification
Class C sampling: kappa scale, real UQ limits, fit quality per sampleThe same kappa-scale treatment for Class C (ordinary least-squares, closed-form) -- a second, independently-run sampling method on the same real reaction, same real UQ envelope, same per-sample fit-quality readout, so the two closed-form classes (A and this one) can be compared directly rather than taken on faith. Explain Uncertainty quantification
Class D sampling: kappa scale, real UQ limits, fit quality per sampleThe same kappa-scale, UQ-limit, fit-quality-per-sample treatment for Class D (SLSQP, reduced 2-parameter fit) -- an iterative optimizer this time, not a closed-form solve, on the same real reaction and UQ envelope as the other three classes. Explain Uncertainty quantification
Class B sampling: kappa scale, real UQ limits, fit quality per sampleThe same treatment for Class B (SLSQP, full 3-parameter fit) -- the slowest of the four methods (see the measured-cost figure below), shown here with fewer real samples (10 rather than 16) purely because each one is genuinely more expensive to compute, not because the method is different in kind. Class B has no reduced (A, n)-only mode in MUQ-SAC's own code -- its real sampler only supports the full 3-parameter fit, so this one uses all three Arrhenius parameters rather than the 2-parameter subset the other three classes use. Explain Uncertainty quantification
All four sampling-method classes, live, one frameThe single-frame images this page used to show (before this fix) were mislabeled animated GIFs -- broken, only ever one frame -- and constrained to a single method (Class C) on a single reaction. This is the real fix: all four of MUQ-SAC's sampling-method classes (A: Moore-Penrose pseudoinverse, B: SLSQP full 3-parameter fit, C: least-squares closed-form, D: SLSQP reduced 2-parameter fit) building up their real sample bands simultaneously, one frame, with each panel's own measured compute-time readout ticking at its true relative rate -- Class B visibly crawls while A, C and D finish almost instantly, because that time difference is real, not staged. Explain Uncertainty quantification
Measured sampling cost across all four classes -- five orders of magnitudeThe timing story behind the video above, measured directly (not estimated): 100 samples cost 204.3 s under Class B's full 3-parameter SLSQP fit, 5.5 s under Class D's reduced 2-parameter SLSQP fit, and 0.018-0.02 s under Class A's Moore-Penrose pseudoinverse and Class C's closed-form least-squares -- roughly 10,000x apart between the slowest and fastest methods for statistically equivalent output. Explain Uncertainty quantification

How to recreate this plot

Watch

A short screen capture of the Math Visualization Studio. Each step is captioned in the clip.

Steps

  1. Open the controls panel
  2. Pick example 4: Monte Carlo error falls as 1/sqrt(n)
  3. Press Play
  4. Choose the sampled shape: sphere in a cube
  5. Change the random seed to 40

Code and PDF notes

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